| 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 | -1.2876 % | 2,484.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2876 % | 4,558.5 |
| Floater | 3.50 % | 3.45 % | 50,031 | 18.65 | 3 | -1.2876 % | 2,627.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0129 % | 3,692.6 |
| SplitShare | 4.65 % | 4.02 % | 34,431 | 3.72 | 6 | 0.0129 % | 4,409.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0129 % | 3,440.6 |
| Perpetual-Premium | 5.00 % | -11.20 % | 52,692 | 0.09 | 34 | 0.0387 % | 3,319.6 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0387 % | 3,994.9 |
| FixedReset Disc | 3.98 % | 3.51 % | 111,274 | 17.85 | 40 | 0.3385 % | 2,830.8 |
| Insurance Straight | 4.87 % | -9.12 % | 78,877 | 0.08 | 21 | 0.0428 % | 3,736.4 |
| FloatingReset | 3.09 % | 3.09 % | 30,601 | 19.51 | 1 | 1.2270 % | 2,566.9 |
| FixedReset Prem | 4.67 % | 3.25 % | 133,722 | 2.42 | 33 | 0.1759 % | 2,758.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3385 % | 2,893.6 |
| FixedReset Ins Non | 4.05 % | 3.33 % | 94,879 | 18.20 | 20 | 0.1574 % | 2,941.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -6.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 3.66 % |
| BAM.PF.E | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.11 % |
| TRP.PR.D | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.10 % |
| BAM.PR.B | Floater | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 12.43 Evaluated at bid price : 12.43 Bid-YTW : 3.45 % |
| TD.PF.D | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 23.20 Evaluated at bid price : 24.82 Bid-YTW : 3.51 % |
| TRP.PR.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 4.00 % |
| BAM.PR.X | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.91 % |
| TD.PF.K | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 23.70 Evaluated at bid price : 25.40 Bid-YTW : 3.44 % |
| TRP.PR.F | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.09 % |
| FTS.PR.H | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.69 % |
| TRP.PR.G | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 22.57 Evaluated at bid price : 23.45 Bid-YTW : 3.93 % |
| CU.PR.C | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 22.01 Evaluated at bid price : 22.60 Bid-YTW : 3.59 % |
| FTS.PR.K | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.67 % |
| BAM.PR.R | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.97 % |
| BAM.PR.K | Floater | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 12.67 Evaluated at bid price : 12.67 Bid-YTW : 3.38 % |
| PWF.PR.P | FixedReset Disc | 5.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.R | FixedReset Disc | 215,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.97 % |
| CU.PR.G | Perpetual-Premium | 78,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.51 % |
| BMO.PR.Y | FixedReset Disc | 75,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.30 % |
| MFC.PR.C | Insurance Straight | 55,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-22 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : -8.90 % |
| BMO.PR.E | FixedReset Prem | 45,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-22 Maturity Price : 23.68 Evaluated at bid price : 25.41 Bid-YTW : 3.52 % |
| MFC.PR.B | Insurance Straight | 41,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-22 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -9.20 % |
| There were 14 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: 11.70 – 12.70 Spot Rate : 1.0000 Average : 0.5605 YTW SCENARIO |
| GWO.PR.F | Insurance Straight | Quote: 26.55 – 27.55 Spot Rate : 1.0000 Average : 0.6454 YTW SCENARIO |
| BAM.PF.C | Perpetual-Premium | Quote: 25.34 – 26.04 Spot Rate : 0.7000 Average : 0.4182 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.00 – 21.70 Spot Rate : 0.7000 Average : 0.4934 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 25.75 – 26.50 Spot Rate : 0.7500 Average : 0.5591 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 20.60 – 21.14 Spot Rate : 0.5400 Average : 0.3525 YTW SCENARIO |