| 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 | 0.6003 % | 1,915.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6003 % | 3,514.2 |
| Floater | 4.51 % | 4.52 % | 48,885 | 16.41 | 3 | 0.6003 % | 2,025.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3361 % | 3,627.0 |
| SplitShare | 4.71 % | 4.37 % | 39,744 | 3.76 | 8 | 0.3361 % | 4,331.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3361 % | 3,379.6 |
| Perpetual-Premium | 5.35 % | -2.79 % | 64,285 | 0.09 | 18 | 0.0087 % | 3,227.4 |
| Perpetual-Discount | 5.00 % | 5.05 % | 67,364 | 15.39 | 13 | 0.1776 % | 3,694.1 |
| FixedReset Disc | 4.97 % | 3.84 % | 133,055 | 17.46 | 57 | -0.1384 % | 2,360.8 |
| Insurance Straight | 5.04 % | 4.81 % | 85,411 | 15.34 | 22 | -0.0715 % | 3,565.9 |
| FloatingReset | 2.53 % | 0.84 % | 30,643 | 0.14 | 3 | 0.5885 % | 1,886.3 |
| FixedReset Prem | 5.14 % | 3.10 % | 195,397 | 1.01 | 20 | -0.0335 % | 2,691.1 |
| FixedReset Bank Non | 1.94 % | 1.83 % | 139,950 | 1.04 | 2 | 0.0200 % | 2,882.0 |
| FixedReset Ins Non | 4.94 % | 3.78 % | 86,992 | 17.58 | 22 | -1.3471 % | 2,463.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -21.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.85 % |
| MFC.PR.K | FixedReset Ins Non | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 3.86 % |
| BMO.PR.Y | FixedReset Disc | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.77 % |
| SLF.PR.H | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.56 % |
| NA.PR.E | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 3.82 % |
| MFC.PR.N | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 3.73 % |
| IFC.PR.A | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 3.74 % |
| CM.PR.Q | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.78 % |
| BAM.PF.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.69 % |
| BAM.PR.Z | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.66 % |
| CU.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 3.93 % |
| BAM.PR.B | Floater | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 9.61 Evaluated at bid price : 9.61 Bid-YTW : 4.49 % |
| BAM.PR.C | Floater | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 9.56 Evaluated at bid price : 9.56 Bid-YTW : 4.52 % |
| CU.PR.F | Perpetual-Discount | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 23.83 Evaluated at bid price : 24.10 Bid-YTW : 4.71 % |
| SLF.PR.J | FloatingReset | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 3.27 % |
| TD.PF.A | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.B | FixedReset Disc | 57,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 9.25 Evaluated at bid price : 9.25 Bid-YTW : 4.67 % |
| BIP.PR.D | FixedReset Disc | 53,743 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 24.09 Evaluated at bid price : 24.50 Bid-YTW : 5.12 % |
| BAM.PR.Z | FixedReset Disc | 44,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.66 % |
| SLF.PR.B | Insurance Straight | 36,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 24.57 Evaluated at bid price : 24.82 Bid-YTW : 4.86 % |
| SLF.PR.H | FixedReset Ins Non | 33,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.56 % |
| BAM.PF.G | FixedReset Disc | 27,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-11 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 4.78 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.15 – 20.49 Spot Rate : 4.3400 Average : 2.3775 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 21.00 – 21.78 Spot Rate : 0.7800 Average : 0.5022 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 20.89 – 21.54 Spot Rate : 0.6500 Average : 0.4015 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.27 – 17.89 Spot Rate : 0.6200 Average : 0.4175 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 24.90 – 25.50 Spot Rate : 0.6000 Average : 0.4368 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 19.42 – 19.90 Spot Rate : 0.4800 Average : 0.3170 YTW SCENARIO |