| 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 | -0.2249 % | 2,152.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2249 % | 3,950.4 |
| Floater | 5.67 % | 5.79 % | 47,359 | 14.21 | 4 | -0.2249 % | 2,276.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2677 % | 3,451.1 |
| SplitShare | 4.77 % | 4.45 % | 32,871 | 4.17 | 6 | 0.2677 % | 4,121.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2677 % | 3,215.6 |
| Perpetual-Premium | 5.58 % | -1.07 % | 59,500 | 0.09 | 11 | -0.0502 % | 3,057.9 |
| Perpetual-Discount | 5.25 % | 5.33 % | 70,134 | 14.88 | 24 | -0.0751 % | 3,308.0 |
| FixedReset Disc | 5.39 % | 5.57 % | 197,529 | 14.62 | 64 | -0.5437 % | 2,215.3 |
| Deemed-Retractible | 5.14 % | 5.24 % | 66,594 | 14.89 | 27 | 0.0653 % | 3,246.7 |
| FloatingReset | 5.90 % | 5.88 % | 72,836 | 14.09 | 3 | -1.2727 % | 2,595.8 |
| FixedReset Prem | 5.10 % | 3.55 % | 130,224 | 1.50 | 22 | -0.1884 % | 2,641.8 |
| FixedReset Bank Non | 1.94 % | 3.67 % | 68,788 | 1.97 | 3 | -0.1633 % | 2,735.9 |
| FixedReset Ins Non | 5.20 % | 5.47 % | 132,684 | 14.65 | 22 | -0.3814 % | 2,255.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 15.93 Evaluated at bid price : 15.93 Bid-YTW : 6.06 % |
| TRP.PR.F | FloatingReset | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 14.48 Evaluated at bid price : 14.48 Bid-YTW : 6.23 % |
| MFC.PR.F | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 13.26 Evaluated at bid price : 13.26 Bid-YTW : 5.60 % |
| TRP.PR.A | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 6.02 % |
| SLF.PR.J | FloatingReset | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 5.70 % |
| HSE.PR.E | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.81 % |
| BAM.PF.E | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 5.90 % |
| TRP.PR.B | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 5.98 % |
| PWF.PR.P | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.76 % |
| MFC.PR.N | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 5.53 % |
| BAM.PR.C | Floater | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 5.88 % |
| BAM.PF.B | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.75 % |
| IFC.PR.A | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.60 % |
| RY.PR.J | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.50 % |
| BAM.PR.Z | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.78 % |
| BMO.PR.S | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.45 % |
| IFC.PR.G | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 5.60 % |
| PVS.PR.F | SplitShare | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 4.32 % |
| MFC.PR.C | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.22 % |
| MFC.PR.B | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 104,295 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 5.46 % |
| SLF.PR.A | Deemed-Retractible | 90,019 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.26 % |
| NA.PR.S | FixedReset Disc | 78,206 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 5.52 % |
| SLF.PR.G | FixedReset Ins Non | 75,279 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 5.54 % |
| TRP.PR.D | FixedReset Disc | 67,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 5.79 % |
| CM.PR.S | FixedReset Disc | 58,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-21 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 5.57 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CIU.PR.A | Perpetual-Discount | Quote: 21.77 – 22.29 Spot Rate : 0.5200 Average : 0.3575 YTW SCENARIO |
| BIP.PR.C | FixedReset Prem | Quote: 25.27 – 25.69 Spot Rate : 0.4200 Average : 0.2615 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 21.58 – 21.89 Spot Rate : 0.3100 Average : 0.2191 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 14.70 – 15.04 Spot Rate : 0.3400 Average : 0.2498 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.80 – 19.24 Spot Rate : 0.4400 Average : 0.3608 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 21.58 – 21.83 Spot Rate : 0.2500 Average : 0.1793 YTW SCENARIO |