| 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 | 0.7059 % | 2,013.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7059 % | 3,695.5 |
| Floater | 4.29 % | 4.34 % | 45,123 | 16.73 | 3 | 0.7059 % | 2,129.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1971 % | 3,636.8 |
| SplitShare | 4.69 % | 4.28 % | 39,417 | 3.74 | 8 | -0.1971 % | 4,343.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1971 % | 3,388.6 |
| Perpetual-Premium | 5.34 % | -5.99 % | 66,504 | 0.09 | 18 | 0.0761 % | 3,232.7 |
| Perpetual-Discount | 5.00 % | 5.04 % | 69,837 | 15.42 | 13 | 0.1838 % | 3,696.7 |
| FixedReset Disc | 4.92 % | 3.79 % | 142,844 | 17.50 | 56 | 0.0467 % | 2,385.9 |
| Insurance Straight | 5.04 % | 4.82 % | 86,228 | 15.34 | 22 | 0.1580 % | 3,568.7 |
| FloatingReset | 2.50 % | 0.66 % | 27,003 | 0.12 | 3 | 0.1650 % | 1,914.3 |
| FixedReset Prem | 5.13 % | 3.02 % | 194,344 | 0.99 | 20 | -0.0275 % | 2,699.2 |
| FixedReset Bank Non | 1.93 % | 1.97 % | 181,562 | 1.02 | 2 | -0.0200 % | 2,884.3 |
| FixedReset Ins Non | 4.86 % | 3.74 % | 89,920 | 17.57 | 22 | -0.2244 % | 2,505.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.G | FixedReset Ins Non | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.88 % |
| BAM.PR.X | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 4.45 % |
| BAM.PF.E | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 4.81 % |
| PWF.PR.T | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 4.08 % |
| NA.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.62 % |
| SLF.PR.H | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.55 % |
| TRP.PR.F | FloatingReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 4.19 % |
| PWF.PR.P | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 4.19 % |
| BIP.PR.A | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.98 % |
| BAM.PR.B | Floater | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 10.08 Evaluated at bid price : 10.08 Bid-YTW : 4.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 122,750 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 2.71 % |
| TD.PF.I | FixedReset Disc | 82,695 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 23.70 Evaluated at bid price : 24.05 Bid-YTW : 3.65 % |
| MFC.PR.F | FixedReset Ins Non | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-19 Maturity Price : 12.87 Evaluated at bid price : 12.87 Bid-YTW : 3.62 % |
| TD.PF.H | FixedReset Prem | 56,898 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 2.74 % |
| RS.PR.A | SplitShare | 43,110 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.25 Bid-YTW : 4.77 % |
| PWF.PR.Z | Perpetual-Premium | 25,770 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 25.30 Bid-YTW : 5.04 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RS.PR.A | SplitShare | Quote: 10.25 – 11.69 Spot Rate : 1.4400 Average : 0.8007 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 20.10 – 21.10 Spot Rate : 1.0000 Average : 0.6384 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 15.50 – 16.33 Spot Rate : 0.8300 Average : 0.5128 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.50 – 26.25 Spot Rate : 0.7500 Average : 0.4373 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 11.89 – 12.87 Spot Rate : 0.9800 Average : 0.7020 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 19.10 – 19.67 Spot Rate : 0.5700 Average : 0.3346 YTW SCENARIO |