| 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 | 0.4267 % | 2,701.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4267 % | 4,956.2 |
| Floater | 3.21 % | 3.22 % | 50,563 | 19.21 | 3 | 0.4267 % | 2,856.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1444 % | 3,717.5 |
| SplitShare | 4.61 % | 3.69 % | 41,385 | 3.81 | 6 | 0.1444 % | 4,439.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1444 % | 3,463.8 |
| Perpetual-Premium | 4.99 % | -19.55 % | 51,338 | 0.09 | 34 | 0.1318 % | 3,331.0 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1318 % | 4,008.7 |
| FixedReset Disc | 3.84 % | 3.53 % | 100,468 | 17.60 | 39 | 0.5734 % | 2,899.8 |
| Insurance Straight | 4.88 % | -12.00 % | 83,243 | 0.09 | 19 | -0.0552 % | 3,737.6 |
| FloatingReset | 2.94 % | 2.95 % | 31,179 | 19.89 | 1 | 5.8501 % | 2,702.2 |
| FixedReset Prem | 4.65 % | 2.82 % | 130,682 | 2.39 | 33 | -0.0117 % | 2,771.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5734 % | 2,964.2 |
| FixedReset Ins Non | 4.08 % | 3.50 % | 89,518 | 17.76 | 19 | 0.0970 % | 2,968.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.B | FixedReset Prem | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.69 % |
| BAM.PF.F | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 22.97 Evaluated at bid price : 23.99 Bid-YTW : 4.08 % |
| TRP.PR.D | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 21.57 Evaluated at bid price : 21.97 Bid-YTW : 3.98 % |
| FTS.PR.K | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 21.43 Evaluated at bid price : 21.77 Bid-YTW : 3.72 % |
| BMO.PR.S | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 23.30 Evaluated at bid price : 24.61 Bid-YTW : 3.46 % |
| BAM.PR.N | Perpetual-Premium | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-03 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : -20.90 % |
| TRP.PR.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 4.07 % |
| PWF.PR.I | Perpetual-Premium | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-03 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : -32.24 % |
| BAM.PR.X | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.01 % |
| FTS.PR.F | Perpetual-Premium | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-03 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : -22.06 % |
| FTS.PR.H | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 3.74 % |
| BAM.PF.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 21.72 Evaluated at bid price : 22.01 Bid-YTW : 4.12 % |
| RS.PR.A | SplitShare | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.65 Bid-YTW : 3.62 % |
| BAM.PR.K | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 3.26 % |
| FTS.PR.M | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 22.76 Evaluated at bid price : 23.61 Bid-YTW : 3.81 % |
| FTS.PR.G | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 22.34 Evaluated at bid price : 22.66 Bid-YTW : 3.68 % |
| TRP.PR.C | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 3.97 % |
| BAM.PR.T | FixedReset Disc | 4.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 4.10 % |
| TRP.PR.F | FloatingReset | 5.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 2.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 143,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 23.08 Evaluated at bid price : 24.26 Bid-YTW : 3.44 % |
| BAM.PF.G | FixedReset Disc | 64,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 22.61 Evaluated at bid price : 23.45 Bid-YTW : 4.02 % |
| MFC.PR.F | FixedReset Ins Non | 64,586 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.61 % |
| MFC.PR.M | FixedReset Ins Non | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 23.06 Evaluated at bid price : 24.26 Bid-YTW : 3.54 % |
| PWF.PR.P | FixedReset Disc | 33,402 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 17.94 Evaluated at bid price : 17.94 Bid-YTW : 3.59 % |
| NA.PR.W | FixedReset Disc | 30,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-04 Maturity Price : 23.16 Evaluated at bid price : 24.55 Bid-YTW : 3.42 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.E | Insurance Straight | Quote: 25.35 – 26.35 Spot Rate : 1.0000 Average : 0.5681 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 17.40 – 18.57 Spot Rate : 1.1700 Average : 0.8301 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 17.94 – 18.64 Spot Rate : 0.7000 Average : 0.4262 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 24.39 – 24.97 Spot Rate : 0.5800 Average : 0.3681 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.00 – 23.94 Spot Rate : 0.9400 Average : 0.7416 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 23.00 – 23.70 Spot Rate : 0.7000 Average : 0.5106 YTW SCENARIO |