| 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 | -0.5535 % | 1,963.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5535 % | 3,602.3 |
| Floater | 6.16 % | 6.33 % | 49,493 | 13.32 | 4 | -0.5535 % | 2,076.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0788 % | 3,423.0 |
| SplitShare | 4.66 % | 4.53 % | 45,919 | 3.86 | 7 | -0.0788 % | 4,087.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0788 % | 3,189.5 |
| Perpetual-Premium | 5.55 % | -16.17 % | 54,987 | 0.09 | 10 | -0.2264 % | 3,042.3 |
| Perpetual-Discount | 5.29 % | 5.40 % | 67,017 | 14.77 | 25 | -0.2528 % | 3,263.0 |
| FixedReset Disc | 5.67 % | 5.76 % | 185,532 | 14.27 | 66 | -0.7013 % | 2,078.4 |
| Deemed-Retractible | 5.19 % | 5.30 % | 70,052 | 14.97 | 27 | -0.3112 % | 3,211.6 |
| FloatingReset | 6.34 % | 6.51 % | 119,643 | 13.23 | 2 | -0.9811 % | 2,429.9 |
| FixedReset Prem | 5.12 % | 3.66 % | 158,504 | 1.56 | 20 | -0.0839 % | 2,627.1 |
| FixedReset Bank Non | 1.96 % | 4.14 % | 60,364 | 2.09 | 3 | -0.1651 % | 2,697.5 |
| FixedReset Ins Non | 5.57 % | 5.84 % | 125,791 | 14.15 | 22 | -1.0616 % | 2,103.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 12.94 Evaluated at bid price : 12.94 Bid-YTW : 6.38 % |
| MFC.PR.L | FixedReset Ins Non | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 5.85 % |
| MFC.PR.G | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 6.01 % |
| RY.PR.M | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.76 % |
| HSE.PR.A | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 10.72 Evaluated at bid price : 10.72 Bid-YTW : 7.48 % |
| SLF.PR.H | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 5.85 % |
| SLF.PR.I | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 5.90 % |
| BAM.PF.G | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 6.34 % |
| BAM.PF.B | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 6.07 % |
| MFC.PR.I | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 5.93 % |
| BAM.PR.K | Floater | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 6.35 % |
| IFC.PR.A | FixedReset Ins Non | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 6.01 % |
| NA.PR.E | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 5.94 % |
| BAM.PR.Z | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.16 % |
| BAM.PF.A | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 6.08 % |
| HSE.PR.G | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 7.44 % |
| SLF.PR.J | FloatingReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 12.49 Evaluated at bid price : 12.49 Bid-YTW : 6.15 % |
| PWF.PR.T | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 5.72 % |
| MFC.PR.N | FixedReset Ins Non | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 5.93 % |
| SLF.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 12.68 Evaluated at bid price : 12.68 Bid-YTW : 5.80 % |
| EMA.PR.C | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.29 % |
| BMO.PR.Y | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 5.78 % |
| TD.PF.D | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 5.75 % |
| BAM.PR.T | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 6.39 % |
| MFC.PR.J | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 5.84 % |
| MFC.PR.H | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.79 % |
| MFC.PR.F | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 5.96 % |
| RY.PR.J | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.74 % |
| GWO.PR.N | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 5.47 % |
| BAM.PR.M | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 5.60 % |
| IAF.PR.G | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.88 % |
| CCS.PR.C | Deemed-Retractible | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.25 % |
| NA.PR.S | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 5.95 % |
| BAM.PR.N | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.61 % |
| BAM.PF.E | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 6.42 % |
| TRP.PR.B | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 10.98 Evaluated at bid price : 10.98 Bid-YTW : 6.40 % |
| BAM.PR.B | Floater | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 6.33 % |
| TD.PF.I | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.C | Floater | 111,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 6.35 % |
| HSE.PR.A | FixedReset Disc | 105,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 10.72 Evaluated at bid price : 10.72 Bid-YTW : 7.48 % |
| BMO.PR.D | FixedReset Disc | 88,714 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 5.62 % |
| EMA.PR.C | FixedReset Disc | 66,190 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.29 % |
| BMO.PR.C | FixedReset Disc | 63,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 21.28 Evaluated at bid price : 21.57 Bid-YTW : 5.61 % |
| BAM.PR.T | FixedReset Disc | 63,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-03 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 6.39 % |
| There were 68 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.75 – 24.50 Spot Rate : 0.7500 Average : 0.5525 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 17.01 – 17.66 Spot Rate : 0.6500 Average : 0.4650 YTW SCENARIO |
| HSE.PR.A | FixedReset Disc | Quote: 10.72 – 11.16 Spot Rate : 0.4400 Average : 0.3064 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 18.96 – 19.29 Spot Rate : 0.3300 Average : 0.2063 YTW SCENARIO |
| GWO.PR.T | Deemed-Retractible | Quote: 24.16 – 24.55 Spot Rate : 0.3900 Average : 0.2851 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 24.35 – 24.60 Spot Rate : 0.2500 Average : 0.1630 YTW SCENARIO |