| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4906 % | 1,969.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4906 % | 3,613.5 |
| Floater | 6.14 % | 6.33 % | 45,451 | 13.35 | 4 | 0.4906 % | 2,082.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1298 % | 3,417.5 |
| SplitShare | 4.66 % | 4.44 % | 49,684 | 3.89 | 7 | 0.1298 % | 4,081.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1298 % | 3,184.4 |
| Perpetual-Premium | 5.54 % | -20.15 % | 45,491 | 0.09 | 10 | 0.0313 % | 3,043.1 |
| Perpetual-Discount | 5.30 % | 5.43 % | 69,577 | 14.74 | 25 | 0.1522 % | 3,257.3 |
| FixedReset Disc | 5.57 % | 5.59 % | 177,088 | 14.42 | 66 | 0.2360 % | 2,110.9 |
| Deemed-Retractible | 5.15 % | 5.59 % | 62,612 | 7.77 | 27 | 0.0732 % | 3,207.1 |
| FloatingReset | 6.20 % | 6.68 % | 118,172 | 12.86 | 2 | 0.1862 % | 2,459.0 |
| FixedReset Prem | 5.11 % | 3.63 % | 132,747 | 1.59 | 20 | 0.0156 % | 2,625.1 |
| FixedReset Bank Non | 1.96 % | 4.19 % | 73,766 | 2.12 | 3 | 0.1103 % | 2,697.5 |
| FixedReset Ins Non | 5.42 % | 7.91 % | 123,230 | 7.83 | 22 | 0.4749 % | 2,154.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.F | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 21.69 Evaluated at bid price : 22.02 Bid-YTW : 5.87 % |
| TRP.PR.B | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 6.20 % |
| BAM.PF.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.76 % |
| BAM.PR.M | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.52 % |
| MFC.PR.G | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.99 Bid-YTW : 7.70 % |
| BAM.PR.T | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 6.17 % |
| BIP.PR.A | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 6.39 % |
| EMA.PR.F | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.17 % |
| HSE.PR.E | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.11 % |
| MFC.PR.N | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.77 Bid-YTW : 8.71 % |
| MFC.PR.Q | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.76 Bid-YTW : 7.91 % |
| PWF.PR.A | Floater | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 5.93 % |
| HSE.PR.C | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 7.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 140,853 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 13.72 Evaluated at bid price : 13.72 Bid-YTW : 6.29 % |
| TRP.PR.F | FloatingReset | 113,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 13.67 Evaluated at bid price : 13.67 Bid-YTW : 6.68 % |
| TD.PF.L | FixedReset Disc | 66,271 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 22.86 Evaluated at bid price : 24.11 Bid-YTW : 5.01 % |
| TD.PF.M | FixedReset Disc | 60,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 23.05 Evaluated at bid price : 24.63 Bid-YTW : 5.08 % |
| RY.PR.H | FixedReset Disc | 31,996 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 5.38 % |
| CM.PR.S | FixedReset Disc | 30,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-22 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 5.63 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.37 – 19.87 Spot Rate : 0.5000 Average : 0.3239 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.60 – 17.24 Spot Rate : 0.6400 Average : 0.4863 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 19.00 – 19.40 Spot Rate : 0.4000 Average : 0.2569 YTW SCENARIO |
| BNS.PR.Z | FixedReset Bank Non | Quote: 24.11 – 24.50 Spot Rate : 0.3900 Average : 0.2685 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 22.02 – 22.40 Spot Rate : 0.3800 Average : 0.2614 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 21.55 – 21.90 Spot Rate : 0.3500 Average : 0.2444 YTW SCENARIO |