| 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 | -1.0291 % | 2,597.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0291 % | 4,765.4 |
| Floater | 3.34 % | 3.34 % | 86,345 | 18.85 | 3 | -1.0291 % | 2,746.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0441 % | 3,702.2 |
| SplitShare | 4.68 % | 3.44 % | 36,377 | 2.64 | 7 | 0.0441 % | 4,421.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0441 % | 3,449.6 |
| Perpetual-Premium | 5.23 % | -9.21 % | 65,513 | 0.09 | 24 | 0.0747 % | 3,283.0 |
| Perpetual-Discount | 4.80 % | 4.84 % | 102,973 | 15.64 | 10 | -0.0162 % | 3,844.9 |
| FixedReset Disc | 4.20 % | 3.66 % | 198,047 | 17.88 | 46 | 0.0792 % | 2,756.9 |
| Insurance Straight | 4.91 % | 3.84 % | 86,376 | 0.11 | 22 | 0.0645 % | 3,703.6 |
| FloatingReset | 2.82 % | 3.07 % | 58,747 | 19.51 | 2 | -0.1284 % | 2,506.7 |
| FixedReset Prem | 4.88 % | 3.27 % | 199,131 | 1.23 | 29 | 0.1317 % | 2,745.3 |
| FixedReset Bank Non | 1.81 % | 1.89 % | 123,023 | 0.26 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.23 % | 3.60 % | 158,154 | 17.81 | 21 | 0.1763 % | 2,864.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.44 % |
| TRP.PR.E | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 4.23 % |
| MFC.PR.F | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 3.54 % |
| GWO.PR.T | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.50 Bid-YTW : 3.84 % |
| BMO.PR.T | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 22.58 Evaluated at bid price : 23.30 Bid-YTW : 3.44 % |
| IAF.PR.G | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 24.31 Evaluated at bid price : 24.70 Bid-YTW : 3.86 % |
| IFC.PR.I | Perpetual-Premium | 2.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-31 Maturity Price : 25.25 Evaluated at bid price : 27.00 Bid-YTW : 4.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.K | Floater | 353,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.44 % |
| MFC.PR.O | FixedReset Ins Non | 89,195 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-19 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.62 % |
| PWF.PR.S | Perpetual-Discount | 71,053 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 24.72 Evaluated at bid price : 25.03 Bid-YTW : 4.82 % |
| MFC.PR.G | FixedReset Ins Non | 60,686 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 24.32 Evaluated at bid price : 24.85 Bid-YTW : 3.83 % |
| GWO.PR.T | Insurance Straight | 55,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.50 Bid-YTW : 3.84 % |
| BAM.PR.R | FixedReset Disc | 53,364 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-21 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.30 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.C | Floater | Quote: 12.95 – 13.99 Spot Rate : 1.0400 Average : 0.5766 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.52 – 17.50 Spot Rate : 0.9800 Average : 0.6674 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.96 – 23.60 Spot Rate : 0.6400 Average : 0.4416 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 24.71 – 25.26 Spot Rate : 0.5500 Average : 0.4084 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 25.08 – 25.50 Spot Rate : 0.4200 Average : 0.2823 YTW SCENARIO |
| PWF.PR.F | Perpetual-Premium | Quote: 25.55 – 25.90 Spot Rate : 0.3500 Average : 0.2264 YTW SCENARIO |