| 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 | 0.3533 % | 2,684.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3533 % | 4,926.4 |
| Floater | 3.23 % | 3.26 % | 88,774 | 19.06 | 3 | 0.3533 % | 2,839.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,706.8 |
| SplitShare | 4.57 % | 3.99 % | 31,186 | 3.80 | 7 | 0.0386 % | 4,426.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,453.9 |
| Perpetual-Premium | 5.18 % | -14.33 % | 58,869 | 0.09 | 25 | 0.0574 % | 3,293.9 |
| Perpetual-Discount | 4.70 % | 4.79 % | 86,583 | 1.11 | 8 | -0.0350 % | 3,965.1 |
| FixedReset Disc | 4.02 % | 3.42 % | 126,185 | 18.37 | 40 | -0.1146 % | 2,794.5 |
| Insurance Straight | 4.89 % | 0.45 % | 69,971 | 0.09 | 22 | 0.0303 % | 3,723.8 |
| FloatingReset | 2.84 % | 3.11 % | 35,332 | 19.43 | 2 | 0.0000 % | 2,589.7 |
| FixedReset Prem | 4.82 % | 3.09 % | 142,107 | 1.57 | 32 | 0.0681 % | 2,750.5 |
| FixedReset Bank Non | 1.81 % | 1.71 % | 121,073 | 0.13 | 1 | 0.0000 % | 2,889.7 |
| FixedReset Ins Non | 4.04 % | 3.26 % | 118,831 | 18.33 | 20 | 0.0688 % | 2,946.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.B | FixedReset Disc | -4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.03 % |
| BAM.PR.R | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 3.98 % |
| TRP.PR.D | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 3.99 % |
| BAM.PF.G | FixedReset Disc | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 22.22 Evaluated at bid price : 22.79 Bid-YTW : 3.86 % |
| SLF.PR.G | FixedReset Ins Non | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 76,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 23.68 Evaluated at bid price : 24.85 Bid-YTW : 3.24 % |
| SLF.PR.A | Insurance Straight | 24,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-05 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -3.92 % |
| TD.PF.I | FixedReset Prem | 20,830 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.91 % |
| RY.PR.H | FixedReset Disc | 18,501 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 22.88 Evaluated at bid price : 23.82 Bid-YTW : 3.18 % |
| RY.PR.R | FixedReset Prem | 13,781 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.77 % |
| SLF.PR.C | Insurance Straight | 13,604 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-06 Maturity Price : 24.80 Evaluated at bid price : 25.02 Bid-YTW : 4.48 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.B | FixedReset Disc | Quote: 22.00 – 23.18 Spot Rate : 1.1800 Average : 0.6726 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.60 – 22.20 Spot Rate : 0.6000 Average : 0.4591 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.66 – 27.16 Spot Rate : 0.5000 Average : 0.3681 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.45 – 15.90 Spot Rate : 0.4500 Average : 0.3395 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.17 – 26.72 Spot Rate : 0.5500 Average : 0.4445 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.65 – 20.15 Spot Rate : 0.5000 Average : 0.4002 YTW SCENARIO |