| 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 | -1.8109 % | 2,635.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8109 % | 4,836.0 |
| Floater | 3.29 % | 3.32 % | 86,993 | 18.90 | 3 | -1.8109 % | 2,787.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1104 % | 3,708.8 |
| SplitShare | 4.57 % | 4.05 % | 28,771 | 3.79 | 7 | 0.1104 % | 4,429.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1104 % | 3,455.8 |
| Perpetual-Premium | 5.17 % | -13.75 % | 56,097 | 0.09 | 25 | 0.0682 % | 3,297.3 |
| Perpetual-Discount | 4.69 % | 4.70 % | 86,219 | 1.10 | 8 | -0.0698 % | 3,974.8 |
| FixedReset Disc | 4.01 % | 3.57 % | 125,638 | 18.14 | 40 | 1.3982 % | 2,796.1 |
| Insurance Straight | 4.89 % | 1.14 % | 72,583 | 0.09 | 22 | 0.0285 % | 3,725.6 |
| FloatingReset | 2.82 % | 3.10 % | 36,414 | 19.45 | 2 | -0.3696 % | 2,605.8 |
| FixedReset Prem | 4.82 % | 3.27 % | 139,572 | 1.56 | 32 | -0.0280 % | 2,747.7 |
| FixedReset Bank Non | 1.81 % | 1.53 % | 120,593 | 0.12 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.04 % | 3.41 % | 115,998 | 18.03 | 20 | 0.1224 % | 2,951.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 3.32 % |
| BAM.PR.K | Floater | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 12.88 Evaluated at bid price : 12.88 Bid-YTW : 3.36 % |
| BAM.PR.B | Floater | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 13.16 Evaluated at bid price : 13.16 Bid-YTW : 3.28 % |
| BAM.PR.Z | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 23.36 Evaluated at bid price : 23.81 Bid-YTW : 4.13 % |
| SLF.PR.J | FloatingReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 2.56 % |
| GWO.PR.N | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 3.37 % |
| BAM.PR.X | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 3.92 % |
| IFC.PR.E | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.45 Bid-YTW : 3.68 % |
| PWF.PR.P | FixedReset Disc | 7.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 3.62 % |
| TRP.PR.G | FixedReset Disc | 85.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 22.49 Evaluated at bid price : 23.30 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.I | FixedReset Ins Non | 58,837 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 1.81 % |
| SLF.PR.G | FixedReset Ins Non | 50,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.23 % |
| PWF.PR.P | FixedReset Disc | 40,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 3.62 % |
| TD.PF.C | FixedReset Disc | 40,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 22.77 Evaluated at bid price : 23.70 Bid-YTW : 3.38 % |
| GWO.PR.G | Insurance Straight | 19,538 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-09 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : -14.64 % |
| IFC.PR.C | FixedReset Ins Non | 18,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-10 Maturity Price : 23.78 Evaluated at bid price : 24.80 Bid-YTW : 3.54 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 26.45 – 28.85 Spot Rate : 2.4000 Average : 1.6239 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 23.81 – 24.68 Spot Rate : 0.8700 Average : 0.6649 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.75 – 22.35 Spot Rate : 0.6000 Average : 0.4307 YTW SCENARIO |
| TD.PF.I | FixedReset Prem | Quote: 25.40 – 25.90 Spot Rate : 0.5000 Average : 0.3313 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 25.05 – 25.49 Spot Rate : 0.4400 Average : 0.2750 YTW SCENARIO |
| PWF.PR.S | Perpetual-Premium | Quote: 25.24 – 25.63 Spot Rate : 0.3900 Average : 0.2398 YTW SCENARIO |