| 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 | 0.0 0 |
0 | -0.0443 % | 1,972.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0443 % | 3,619.2 |
| Floater | 6.13 % | 6.29 % | 55,052 | 13.37 | 4 | -0.0443 % | 2,085.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0506 % | 3,429.0 |
| SplitShare | 4.65 % | 4.43 % | 44,846 | 3.85 | 7 | -0.0506 % | 4,095.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0506 % | 3,195.0 |
| Perpetual-Premium | 5.54 % | -15.65 % | 55,592 | 0.09 | 10 | 0.1135 % | 3,044.1 |
| Perpetual-Discount | 5.29 % | 5.41 % | 70,783 | 14.76 | 25 | -0.0706 % | 3,263.4 |
| FixedReset Disc | 5.64 % | 5.75 % | 193,111 | 14 .21 |
66 | -0.0166 % | 2,087.6 |
| Deemed-Retractible | 5.19 % | 5.27 % | 76,231 | 14.93 | 27 | -0.0282 % | 3,214.6 |
| FloatingReset | 6.28 % | 6.46 % | 131,329 | 13.29 | 2 | 0.7227 % | 2,452.1 |
| FixedReset Prem | 5.12 % | 3.71 % | 152,298 | 1.55 | 20 | 0.0215 % | 2,628.5 |
| FixedReset Bank Non | 1.95 % | 3.96 % | 66,836 | 2.09 | 3 | 0.0686 % | 2,712.0 |
| FixedReset Ins Non | 5.54 % | 5.83 % | 121,171 | 14.17 | 22 | -0.2070 % | 2,114.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 5.87 % |
| MFC.PR.M | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.70 % |
| PWF.PR.A | Floater | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 11.69 Evaluated at bid price : 11.69 Bid-YTW : 5.98 % |
| HSE.PR.A | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 10.56 Evaluated at bid price : 10.56 Bid-YTW : 7.60 % |
| BAM.PF.B | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.08 % |
| RY.PR.S | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 5.60 % |
| SLF.PR.J | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 12.62 Evaluated at bid price : 12.62 Bid-YTW : 6.08 % |
| TRP.PR.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 6.14 % |
| EMA.PR.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 6.16 % |
| TRP.PR.F | FloatingReset | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 13.86 Evaluated at bid price : 13.86 Bid-YTW : 6.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.C | Floater | 135,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 6.35 % |
| MFC.PR.M | FixedReset Ins Non | 81,418 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.70 % |
| TRP.PR.E | FixedReset Disc | 76,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 6.18 % |
| BAM.PF.D | Perpetual-Discount | 74,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 22.07 Evaluated at bid price : 22.41 Bid-YTW : 5.55 % |
| MFC.PR.B | Deemed-Retractible | 59,735 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 21.89 Evaluated at bid price : 22.13 Bid-YTW : 5.26 % |
| NA.PR.W | FixedReset Disc | 59,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 15.89 Evaluated at bid price : 15.89 Bid-YTW : 6.03 % |
| There were 53 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.B | FixedReset Disc | Quote: 17.80 – 18.34 Spot Rate : 0.5400 Average : 0.3434 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.08 % |
| HSE.PR.A | FixedReset Disc | Quote: 10.56 – 11.15 Spot Rate : 0.5900 Average : 0.4211 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 10.56 Evaluated at bid price : 10.56 Bid-YTW : 7.60 % |
| BIP.PR.A | FixedReset Disc | Quote: 20.51 – 21.00 Spot Rate : 0.4900 Average : 0.3565 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 6.22 % |
| PWF.PR.P | FixedReset Disc | Quote: 12.66 – 13.04 Spot Rate : 0.3800 Average : 0.2774 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 6.17 % |
| PWF.PR.F | Perpetual-Discount | Quote: 24.26 – 24.64 Spot Rate : 0.3800 Average : 0.2858 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 24.01 Evaluated at bid price : 24.26 Bid-YTW : 5.47 % |
| EMA.PR.F | FixedReset Disc | Quote: 16.71 – 17.00 Spot Rate : 0.2900 Average : 0.2057 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-06 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 6.31 % |