| 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 | -1.7885 % | 2,595.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.7885 % | 4,761.7 |
| Floater | 3.35 % | 3.38 % | 73,579 | 18.76 | 3 | -1.7885 % | 2,744.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0018 % | 3,676.9 |
| SplitShare | 4.61 % | 4.18 % | 27,722 | 3.76 | 7 | -1.0018 % | 4,391.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0018 % | 3,426.1 |
| Perpetual-Premium | 5.15 % | -21.58 % | 55,767 | 0.09 | 25 | -0.0740 % | 3,313.2 |
| Perpetual-Discount | 4.67 % | 3.24 % | 79,469 | 0.77 | 8 | -0.0149 % | 3,992.6 |
| FixedReset Disc | 4.01 % | 3.50 % | 114,283 | 18.20 | 40 | -0.5930 % | 2,796.0 |
| Insurance Straight | 4.86 % | -3.04 % | 68,861 | 0.09 | 22 | -0.0124 % | 3,745.2 |
| FloatingReset | 2.85 % | 3.14 % | 32,266 | 19.34 | 2 | 0.9137 % | 2,580.0 |
| FixedReset Prem | 4.79 % | 2.93 % | 141,244 | 1.53 | 31 | -0.1099 % | 2,758.1 |
| FixedReset Bank Non | 1.81 % | 1.92 % | 103,245 | 0.10 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.06 % | 3.32 % | 110,624 | 18.24 | 20 | -0.4571 % | 2,937.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.17 % |
| GWO.PR.N | FixedReset Ins Non | -3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 3.39 % |
| BAM.PR.B | Floater | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 3.38 % |
| BIP.PR.A | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 22.91 Evaluated at bid price : 24.10 Bid-YTW : 4.47 % |
| TRP.PR.E | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 4.14 % |
| BAM.PF.A | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 23.21 Evaluated at bid price : 24.17 Bid-YTW : 4.02 % |
| BAM.PR.K | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 12.79 Evaluated at bid price : 12.79 Bid-YTW : 3.38 % |
| IFC.PR.A | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 3.28 % |
| BMO.PR.Y | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 22.97 Evaluated at bid price : 24.26 Bid-YTW : 3.49 % |
| TD.PF.J | FixedReset Prem | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 23.71 Evaluated at bid price : 25.10 Bid-YTW : 3.56 % |
| MFC.PR.N | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 22.68 Evaluated at bid price : 23.55 Bid-YTW : 3.37 % |
| BAM.PR.X | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.93 % |
| PVS.PR.H | SplitShare | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.51 % |
| CM.PR.P | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 22.90 Evaluated at bid price : 23.96 Bid-YTW : 3.32 % |
| PVS.PR.J | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.44 % |
| PVS.PR.I | SplitShare | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.23 % |
| BAM.PR.C | Floater | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 3.37 % |
| TRP.PR.F | FloatingReset | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 110,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 23.01 Evaluated at bid price : 24.31 Bid-YTW : 3.54 % |
| SLF.PR.I | FixedReset Ins Non | 60,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.04 % |
| RY.PR.H | FixedReset Disc | 52,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 22.90 Evaluated at bid price : 23.85 Bid-YTW : 3.28 % |
| MFC.PR.G | FixedReset Ins Non | 37,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 2.55 % |
| TRP.PR.D | FixedReset Disc | 32,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-19 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 4.11 % |
| BIP.PR.C | FixedReset Prem | 26,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 1.27 % |
| There were 10 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: 26.78 – 29.33 Spot Rate : 2.5500 Average : 2.0761 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.86 – 22.86 Spot Rate : 1.0000 Average : 0.5747 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.19 Spot Rate : 1.8400 Average : 1.4806 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.31 – 20.20 Spot Rate : 0.8900 Average : 0.5675 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.30 – 17.77 Spot Rate : 1.4700 Average : 1.1843 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 24.17 – 24.62 Spot Rate : 0.4500 Average : 0.2536 YTW SCENARIO |