| 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 | -1.4662 % | 1,987.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4662 % | 3,647.4 |
| Floater | 4.35 % | 4.39 % | 44,564 | 16.61 | 3 | -1.4662 % | 2,102.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1346 % | 3,629.2 |
| SplitShare | 4.70 % | 4.48 % | 38,932 | 3.70 | 8 | 0.1346 % | 4,334.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1346 % | 3,381.6 |
| Perpetual-Premium | 5.36 % | -2.93 % | 73,292 | 0.09 | 18 | -0.1153 % | 3,232.1 |
| Perpetual-Discount | 4.99 % | 4.97 % | 69,924 | 15.42 | 13 | 0.0663 % | 3,704.6 |
| FixedReset Disc | 4.86 % | 3.71 % | 149,154 | 17.66 | 56 | 0.2160 % | 2,415.0 |
| Insurance Straight | 5.03 % | 4.75 % | 94,293 | 15.28 | 22 | 0.0714 % | 3,577.3 |
| FloatingReset | 2.48 % | 0.47 % | 26,062 | 0.08 | 3 | 0.1016 % | 1,940.7 |
| FixedReset Prem | 5.13 % | 3.39 % | 193,877 | 1.04 | 20 | -0.0432 % | 2,708.2 |
| FixedReset Bank Non | 1.78 % | 1.62 % | 154,801 | 0.99 | 2 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.85 % | 3.70 % | 87,084 | 17.61 | 22 | -0.2485 % | 2,510.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 12.52 Evaluated at bid price : 12.52 Bid-YTW : 4.56 % |
| MFC.PR.G | FixedReset Ins Non | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 21.72 Evaluated at bid price : 22.15 Bid-YTW : 3.78 % |
| BAM.PR.C | Floater | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 9.82 Evaluated at bid price : 9.82 Bid-YTW : 4.41 % |
| BAM.PR.B | Floater | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.37 % |
| IAF.PR.I | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 22.33 Evaluated at bid price : 22.67 Bid-YTW : 3.70 % |
| IFC.PR.C | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 3.94 % |
| MFC.PR.J | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.70 % |
| GWO.PR.N | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 3.60 % |
| MFC.PR.N | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 3.66 % |
| BAM.PF.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.47 % |
| BAM.PR.T | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 4.54 % |
| NA.PR.W | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 3.71 % |
| BAM.PF.G | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 4.65 % |
| BIP.PR.A | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 4.65 % |
| SLF.PR.H | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 3.56 % |
| CM.PR.S | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 21.68 Evaluated at bid price : 22.12 Bid-YTW : 3.41 % |
| BMO.PR.Y | FixedReset Disc | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 3.62 % |
| IFC.PR.A | FixedReset Ins Non | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.T | FixedReset Disc | 474,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 4.54 % |
| PWF.PR.O | Perpetual-Premium | 141,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-03 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : -12.19 % |
| CM.PR.T | FixedReset Disc | 111,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 23.40 Evaluated at bid price : 25.16 Bid-YTW : 3.85 % |
| GWO.PR.Q | Insurance Straight | 106,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.96 % |
| BMO.PR.C | FixedReset Disc | 102,925 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-01 Maturity Price : 23.80 Evaluated at bid price : 25.00 Bid-YTW : 3.71 % |
| BAM.PF.I | FixedReset Prem | 58,230 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 3.94 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.F | FloatingReset | Quote: 24.99 – 25.88 Spot Rate : 0.8900 Average : 0.4734 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 22.15 – 22.90 Spot Rate : 0.7500 Average : 0.4437 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 12.52 – 13.31 Spot Rate : 0.7900 Average : 0.4929 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.76 – 19.70 Spot Rate : 0.9400 Average : 0.6608 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 22.25 – 22.74 Spot Rate : 0.4900 Average : 0.3668 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 25.16 – 25.50 Spot Rate : 0.3400 Average : 0.2186 YTW SCENARIO |