| 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 | -0.1936 % | 2,047.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1936 % | 3,756.9 |
| Floater | 5.96 % | 6.14 % | 57,769 | 13.71 | 4 | -0.1936 % | 2,165.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3582 % | 3,434.4 |
| SplitShare | 4.64 % | 4.42 % | 39,870 | 3.82 | 7 | -0.3582 % | 4,101.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3582 % | 3,200.1 |
| Perpetual-Premium | 5.55 % | -10.76 % | 61,714 | 0.09 | 10 | -0.0704 % | 3,041.9 |
| Perpetual-Discount | 5.27 % | 5.32 % | 72,488 | 14.86 | 25 | -0.0137 % | 3,285.7 |
| FixedReset Disc | 5.48 % | 5.76 % | 227,719 | 14.28 | 66 | -0.0571 % | 2,154.8 |
| Deemed-Retractible | 5.17 % | 5.28 % | 72,385 | 14.97 | 27 | -0.1420 % | 3,227.6 |
| FloatingReset | 6.06 % | 6.27 % | 138,687 | 13.53 | 2 | -0.7598 % | 2,540.1 |
| FixedReset Prem | 5.10 % | 3.54 % | 122,847 | 1.52 | 20 | -0.1009 % | 2,642.5 |
| FixedReset Bank Non | 1.94 % | 3.96 % | 67,876 | 2.05 | 3 | -0.0955 % | 2,721.7 |
| FixedReset Ins Non | 5.40 % | 5.73 % | 146,146 | 14.31 | 22 | -0.1378 % | 2,175.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 6.17 % |
| CCS.PR.C | Deemed-Retractible | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 23.42 Evaluated at bid price : 23.71 Bid-YTW : 5.28 % |
| CU.PR.C | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 5.71 % |
| MFC.PR.M | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 5.75 % |
| GWO.PR.N | FixedReset Ins Non | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 5.47 % |
| MFC.PR.L | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 17.11 Evaluated at bid price : 17.11 Bid-YTW : 5.56 % |
| PWF.PR.R | Perpetual-Premium | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 24.80 Evaluated at bid price : 25.10 Bid-YTW : 5.55 % |
| SLF.PR.J | FloatingReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 13.12 Evaluated at bid price : 13.12 Bid-YTW : 5.86 % |
| PWF.PR.S | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 22.38 Evaluated at bid price : 22.79 Bid-YTW : 5.32 % |
| BAM.PR.X | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 6.06 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 11.99 Evaluated at bid price : 11.99 Bid-YTW : 6.05 % |
| BAM.PR.T | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 16.13 Evaluated at bid price : 16.13 Bid-YTW : 6.02 % |
| BAM.PR.R | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 131,602 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 5.55 % |
| RY.PR.S | FixedReset Disc | 75,837 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.48 % |
| BMO.PR.E | FixedReset Disc | 63,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.59 % |
| BMO.PR.D | FixedReset Disc | 60,345 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.68 % |
| NA.PR.G | FixedReset Disc | 45,980 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 5.89 % |
| TD.PF.J | FixedReset Disc | 45,246 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-19 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 5.64 % |
| There were 64 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| ELF.PR.G | Perpetual-Discount | Quote: 22.22 – 22.69 Spot Rate : 0.4700 Average : 0.2888 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.71 – 24.32 Spot Rate : 0.6100 Average : 0.4748 YTW SCENARIO |
| BMO.PR.B | FixedReset Prem | Quote: 25.68 – 26.00 Spot Rate : 0.3200 Average : 0.1947 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 16.12 – 16.48 Spot Rate : 0.3600 Average : 0.2450 YTW SCENARIO |
| EMA.PR.C | FixedReset Disc | Quote: 18.35 – 18.72 Spot Rate : 0.3700 Average : 0.2705 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 17.37 – 17.65 Spot Rate : 0.2800 Average : 0.1870 YTW SCENARIO |