| 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 | 0.6695 % | 2,740.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6695 % | 5,029.2 |
| Floater | 3.17 % | 3.18 % | 49,501 | 19.29 | 3 | 0.6695 % | 2,898.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0575 % | 3,724.1 |
| SplitShare | 4.60 % | 4.18 % | 50,198 | 3.91 | 5 | -0.0575 % | 4,447.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0575 % | 3,470.1 |
| Perpetual-Premium | 5.06 % | -13.88 % | 55,819 | 0.09 | 32 | -0.0329 % | 3,289.1 |
| Perpetual-Discount | 4.81 % | 4.82 % | 36,479 | 15.83 | 1 | -0.2424 % | 3,949.9 |
| FixedReset Disc | 3.87 % | 3.67 % | 96,752 | 17.37 | 41 | 0.2769 % | 2,895.5 |
| Insurance Straight | 4.89 % | -1.20 % | 81,016 | 0.09 | 20 | -0.0841 % | 3,715.8 |
| FloatingReset | 2.57 % | 2.87 % | 28,110 | 20.08 | 2 | -0.8908 % | 2,799.4 |
| FixedReset Prem | 4.69 % | 2.84 % | 128,225 | 1.99 | 31 | 0.0963 % | 2,762.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2769 % | 2,959.8 |
| FixedReset Ins Non | 4.05 % | 3.52 % | 94,545 | 17.54 | 19 | -0.0090 % | 2,978.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.29 % |
| BAM.PR.R | FixedReset Disc | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.29 % |
| IFC.PR.F | Insurance Straight | -2.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 25.82 Bid-YTW : 4.71 % |
| IFC.PR.A | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 3.52 % |
| SLF.PR.J | FloatingReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 2.28 % |
| BAM.PR.N | Perpetual-Premium | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 24.60 Evaluated at bid price : 24.86 Bid-YTW : 4.80 % |
| BAM.PF.D | Perpetual-Premium | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 24.70 Evaluated at bid price : 25.00 Bid-YTW : 4.92 % |
| PVS.PR.J | SplitShare | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 4.35 % |
| GWO.PR.T | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.40 Bid-YTW : 3.06 % |
| BAM.PR.X | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.19 % |
| TRP.PR.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.12 % |
| TRP.PR.B | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 4.18 % |
| RS.PR.A | SplitShare | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 11.00 Bid-YTW : 2.79 % |
| FTS.PR.K | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.84 % |
| NA.PR.W | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 23.18 Evaluated at bid price : 24.60 Bid-YTW : 3.46 % |
| BAM.PR.B | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 3.18 % |
| CU.PR.C | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 22.16 Evaluated at bid price : 22.84 Bid-YTW : 3.93 % |
| BAM.PR.T | FixedReset Disc | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.21 % |
| PWF.PR.P | FixedReset Disc | 8.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 3.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | Insurance Straight | 162,378 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 24.57 Evaluated at bid price : 24.96 Bid-YTW : 4.51 % |
| BNS.PR.H | FixedReset Prem | 130,885 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 1.43 % |
| PWF.PR.H | Perpetual-Premium | 62,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-13 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : -15.26 % |
| BAM.PR.C | Floater | 50,785 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 3.20 % |
| PWF.PR.P | FixedReset Disc | 49,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 3.64 % |
| SLF.PR.G | FixedReset Ins Non | 47,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-14 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 3.48 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.C | FixedReset Disc | Quote: 15.00 – 16.02 Spot Rate : 1.0200 Average : 0.6282 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.20 – 20.75 Spot Rate : 0.5500 Average : 0.3310 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 26.20 – 26.85 Spot Rate : 0.6500 Average : 0.4816 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 16.70 – 17.30 Spot Rate : 0.6000 Average : 0.4641 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.45 Spot Rate : 1.2500 Average : 1.1175 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 24.50 – 24.93 Spot Rate : 0.4300 Average : 0.2981 YTW SCENARIO |