| 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 | -1.6311 % | 2,524.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6311 % | 4,631.6 |
| Floater | 3.44 % | 3.40 % | 55,539 | 18.78 | 3 | -1.6311 % | 2,669.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1644 % | 3,702.2 |
| SplitShare | 4.63 % | 3.74 % | 34,714 | 3.74 | 6 | 0.1644 % | 4,421.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1644 % | 3,449.6 |
| Perpetual-Premium | 5.03 % | -13.44 % | 56,637 | 0.09 | 31 | -0.1691 % | 3,324.0 |
| Perpetual-Discount | 4.67 % | -16.84 % | 71,363 | 0.09 | 1 | -0.9743 % | 4,000.3 |
| FixedReset Disc | 4.00 % | 3.43 % | 103,252 | 17.94 | 42 | -0.0296 % | 2,842.9 |
| Insurance Straight | 4.87 % | -11.62 % | 84,367 | 0.09 | 21 | -0.3000 % | 3,738.1 |
| FloatingReset | 3.01 % | 3.01 % | 28,648 | 19.72 | 1 | 2.4096 % | 2,644.6 |
| FixedReset Prem | 4.67 % | 3.15 % | 136,305 | 2.44 | 33 | -0.1246 % | 2,760.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0296 % | 2,906.0 |
| FixedReset Ins Non | 4.05 % | 3.30 % | 103,401 | 18.35 | 20 | 0.1464 % | 2,944.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 3.51 % |
| MFC.PR.C | Insurance Straight | -1.64 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-14 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : -3.51 % |
| CU.PR.I | FixedReset Prem | -1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.51 Bid-YTW : 3.02 % |
| PWF.PR.P | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.48 % |
| SLF.PR.H | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 22.42 Evaluated at bid price : 23.26 Bid-YTW : 3.16 % |
| BAM.PF.J | FixedReset Prem | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 2.40 % |
| MFC.PR.F | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 3.26 % |
| TRP.PR.F | FloatingReset | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.01 % |
| SLF.PR.G | FixedReset Ins Non | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.25 % |
| CU.PR.C | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 21.85 Evaluated at bid price : 22.35 Bid-YTW : 3.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.R | FixedReset Disc | 83,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.93 % |
| GWO.PR.N | FixedReset Ins Non | 72,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 3.35 % |
| MFC.PR.F | FixedReset Ins Non | 54,775 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 3.26 % |
| RY.PR.H | FixedReset Disc | 37,157 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 23.07 Evaluated at bid price : 24.18 Bid-YTW : 3.20 % |
| BMO.PR.S | FixedReset Disc | 32,614 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 23.18 Evaluated at bid price : 24.35 Bid-YTW : 3.26 % |
| SLF.PR.G | FixedReset Ins Non | 28,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-14 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.25 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 17.07 – 17.80 Spot Rate : 0.7300 Average : 0.5096 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 24.01 – 24.45 Spot Rate : 0.4400 Average : 0.2767 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.19 – 12.77 Spot Rate : 0.5800 Average : 0.4369 YTW SCENARIO |
| BAM.PR.M | Perpetual-Premium | Quote: 25.38 – 25.89 Spot Rate : 0.5100 Average : 0.3681 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 25.70 – 26.11 Spot Rate : 0.4100 Average : 0.2701 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.02 – 20.80 Spot Rate : 0.7800 Average : 0.6407 YTW SCENARIO |