| 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 | 0.0832 % | 2,123.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0832 % | 3,896.2 |
| Floater | 5.75 % | 5.87 % | 45,432 | 14.11 | 4 | 0.0832 % | 2,245.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0196 % | 3,438.3 |
| SplitShare | 4.79 % | 4.48 % | 31,586 | 4.20 | 6 | 0.0196 % | 4,106.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0196 % | 3,203.7 |
| Perpetual-Premium | 5.60 % | -1.99 % | 61,149 | 0.09 | 11 | 0.0297 % | 3,049.8 |
| Perpetual-Discount | 5.27 % | 5.35 % | 67,781 | 14.93 | 24 | -0.0225 % | 3,292.8 |
| FixedReset Disc | 5.45 % | 5.61 % | 195,535 | 14.58 | 64 | 0.4239 % | 2,190.3 |
| Deemed-Retractible | 5.16 % | 5.28 % | 66,480 | 14.91 | 27 | 0.0999 % | 3,233.4 |
| FloatingReset | 5.97 % | 5.90 % | 77,823 | 14.09 | 3 | 0.9487 % | 2,571.7 |
| FixedReset Prem | 5.09 % | 3.34 % | 139,705 | 1.54 | 22 | 0.0545 % | 2,646.5 |
| FixedReset Bank Non | 1.94 % | 3.73 % | 66,649 | 2.00 | 3 | -0.0818 % | 2,733.3 |
| FixedReset Ins Non | 5.30 % | 5.58 % | 140,787 | 14.53 | 22 | 0.4357 % | 2,212.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 12.56 Evaluated at bid price : 12.56 Bid-YTW : 5.59 % |
| HSE.PR.A | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 6.80 % |
| IAF.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.71 % |
| RY.PR.H | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 5.39 % |
| MFC.PR.L | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 5.46 % |
| TRP.PR.C | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 6.00 % |
| NA.PR.C | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.61 % |
| PWF.PR.P | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.70 % |
| RY.PR.M | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.43 % |
| TD.PF.L | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 22.86 Evaluated at bid price : 24.07 Bid-YTW : 5.05 % |
| BMO.PR.C | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 22.33 Evaluated at bid price : 22.71 Bid-YTW : 5.39 % |
| CM.PR.S | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.60 % |
| BIP.PR.A | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.27 % |
| BAM.PR.C | Floater | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 11.88 Evaluated at bid price : 11.88 Bid-YTW : 5.87 % |
| HSE.PR.C | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.74 % |
| PWF.PR.Q | FloatingReset | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 5.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Deemed-Retractible | 116,285 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 22.29 Evaluated at bid price : 22.56 Bid-YTW : 5.29 % |
| RY.PR.Z | FixedReset Disc | 92,895 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 5.41 % |
| IAF.PR.I | FixedReset Ins Non | 81,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 5.57 % |
| GWO.PR.S | Deemed-Retractible | 69,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 24.41 Evaluated at bid price : 24.75 Bid-YTW : 5.33 % |
| RY.PR.A | Deemed-Retractible | 62,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-02-08 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -4.22 % |
| TD.PF.B | FixedReset Disc | 48,013 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-09 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 5.44 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset Ins Non | Quote: 25.79 – 26.15 Spot Rate : 0.3600 Average : 0.2331 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 22.36 – 22.79 Spot Rate : 0.4300 Average : 0.3147 YTW SCENARIO |
| MFC.PR.R | FixedReset Ins Non | Quote: 24.63 – 24.92 Spot Rate : 0.2900 Average : 0.1912 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 22.60 – 22.95 Spot Rate : 0.3500 Average : 0.2576 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 23.70 – 24.00 Spot Rate : 0.3000 Average : 0.2089 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 13.60 – 13.95 Spot Rate : 0.3500 Average : 0.2800 YTW SCENARIO |