| 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 | -1.4999 % | 2,115.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4999 % | 3,881.6 |
| Floater | 5.77 % | 5.88 % | 48,762 | 14.11 | 4 | -1.4999 % | 2,237.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1827 % | 3,437.1 |
| SplitShare | 4.79 % | 4.57 % | 35,747 | 4.22 | 6 | -0.1827 % | 4,104.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1827 % | 3,202.6 |
| Perpetual-Premium | 5.55 % | -4.78 % | 62,398 | 0.09 | 11 | 0.1323 % | 3,050.2 |
| Perpetual-Discount | 5.26 % | 5.36 % | 70,730 | 14.84 | 24 | 0.2083 % | 3,292.4 |
| FixedReset Disc | 5.47 % | 5.75 % | 201,230 | 14.28 | 64 | 0.3615 % | 2,176.4 |
| Deemed-Retractible | 5.17 % | 5.29 % | 65,952 | 14.90 | 27 | 0.0359 % | 3,228.4 |
| FloatingReset | 6.02 % | 6.05 % | 84,325 | 13.73 | 3 | 0.2180 % | 2,556.2 |
| FixedReset Prem | 5.06 % | 3.34 % | 137,697 | 1.55 | 22 | 0.2615 % | 2,653.4 |
| FixedReset Bank Non | 1.93 % | 3.62 % | 65,211 | 2.01 | 3 | 0.0679 % | 2,739.5 |
| FixedReset Ins Non | 5.31 % | 5.72 % | 141,655 | 14.32 | 22 | 0.1412 % | 2,206.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 5.95 % |
| BAM.PR.C | Floater | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 11.77 Evaluated at bid price : 11.77 Bid-YTW : 5.92 % |
| IAF.PR.G | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.84 % |
| NA.PR.C | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 5.82 % |
| BAM.PR.N | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 21.32 Evaluated at bid price : 21.59 Bid-YTW : 5.52 % |
| TD.PF.I | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 5.61 % |
| BAM.PR.R | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 15.87 Evaluated at bid price : 15.87 Bid-YTW : 6.19 % |
| BAM.PR.M | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 21.45 Evaluated at bid price : 21.71 Bid-YTW : 5.49 % |
| CU.PR.I | FixedReset Prem | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 1.84 % |
| BAM.PR.Z | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 5.85 % |
| NA.PR.G | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 5.78 % |
| TRP.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 6.22 % |
| SLF.PR.I | FixedReset Ins Non | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.72 % |
| HSE.PR.E | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.H | Perpetual-Discount | 53,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 24.28 Evaluated at bid price : 24.77 Bid-YTW : 5.34 % |
| PWF.PR.G | Perpetual-Premium | 52,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-02-02 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : -7.39 % |
| NA.PR.E | FixedReset Disc | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.79 % |
| NA.PR.S | FixedReset Disc | 26,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 5.73 % |
| MFC.PR.N | FixedReset Ins Non | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 5.83 % |
| SLF.PR.D | Deemed-Retractible | 24,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-03 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 5.26 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.T | FixedReset Disc | Quote: 17.35 – 18.12 Spot Rate : 0.7700 Average : 0.4744 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 19.27 – 20.00 Spot Rate : 0.7300 Average : 0.5326 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 22.73 – 23.10 Spot Rate : 0.3700 Average : 0.2840 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 24.92 – 25.20 Spot Rate : 0.2800 Average : 0.1970 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 12.62 – 13.14 Spot Rate : 0.5200 Average : 0.4459 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 19.36 – 19.61 Spot Rate : 0.2500 Average : 0.1788 YTW SCENARIO |