| 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 | 0.5189 % | 2,615.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5189 % | 4,798.8 |
| Floater | 3.32 % | 3.31 % | 50,548 | 18.95 | 3 | 0.5189 % | 2,765.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1288 % | 3,696.3 |
| SplitShare | 4.64 % | 3.93 % | 34,952 | 3.81 | 6 | -0.1288 % | 4,414.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1288 % | 3,444.1 |
| Perpetual-Premium | 5.00 % | -15.53 % | 52,590 | 0.09 | 34 | 0.1766 % | 3,323.1 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1766 % | 3,999.1 |
| FixedReset Disc | 3.93 % | 3.58 % | 109,884 | 17.57 | 40 | 0.4647 % | 2,863.3 |
| Insurance Straight | 4.86 % | -10.19 % | 81,014 | 0.09 | 21 | 0.1318 % | 3,746.9 |
| FloatingReset | 2.97 % | 2.96 % | 33,575 | 19.80 | 1 | 2.1302 % | 2,685.1 |
| FixedReset Prem | 4.66 % | 3.09 % | 133,730 | 2.43 | 33 | 0.1578 % | 2,764.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4647 % | 2,926.8 |
| FixedReset Ins Non | 4.02 % | 3.51 % | 93,449 | 17.82 | 20 | 0.2100 % | 2,961.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 22.58 Evaluated at bid price : 23.45 Bid-YTW : 4.11 % |
| BAM.PR.T | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.25 % |
| W.PR.M | FixedReset Prem | -1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.06 % |
| IFC.PR.A | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 3.47 % |
| BAM.PR.X | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.10 % |
| TD.PF.C | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 23.18 Evaluated at bid price : 24.59 Bid-YTW : 3.40 % |
| IFC.PR.I | Perpetual-Premium | 1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.30 Bid-YTW : 3.68 % |
| TRP.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 4.09 % |
| CU.PR.C | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 22.17 Evaluated at bid price : 22.86 Bid-YTW : 3.77 % |
| BAM.PF.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.15 % |
| BIP.PR.F | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.54 % |
| TRP.PR.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 4.13 % |
| BAM.PR.R | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 4.11 % |
| FTS.PR.H | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 15.71 Evaluated at bid price : 15.71 Bid-YTW : 3.84 % |
| FTS.PR.G | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 21.59 Evaluated at bid price : 21.99 Bid-YTW : 3.77 % |
| TRP.PR.F | FloatingReset | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 2.96 % |
| FTS.PR.K | FixedReset Disc | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 3.80 % |
| SLF.PR.G | FixedReset Ins Non | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 3.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RS.PR.A | SplitShare | 74,060 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.35 Bid-YTW : 4.37 % |
| CM.PR.O | FixedReset Disc | 62,636 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 23.08 Evaluated at bid price : 24.17 Bid-YTW : 3.47 % |
| IFC.PR.E | Insurance Straight | 49,869 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.56 Bid-YTW : 2.12 % |
| TD.PF.C | FixedReset Disc | 38,757 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 23.18 Evaluated at bid price : 24.59 Bid-YTW : 3.40 % |
| BAM.PF.E | FixedReset Disc | 33,970 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-29 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.15 % |
| SLF.PR.C | Insurance Straight | 31,456 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-29 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -9.97 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 20.00 – 20.79 Spot Rate : 0.7900 Average : 0.4859 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 26.07 – 26.96 Spot Rate : 0.8900 Average : 0.5967 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.45 – 24.25 Spot Rate : 0.8000 Average : 0.5257 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.85 – 26.38 Spot Rate : 0.5300 Average : 0.3279 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 26.35 – 26.87 Spot Rate : 0.5200 Average : 0.3515 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.51 – 21.00 Spot Rate : 0.4900 Average : 0.3276 YTW SCENARIO |