| 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 | -0.5232 % | 2,695.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5232 % | 4,946.3 |
| Floater | 3.22 % | 3.19 % | 50,569 | 19.25 | 3 | -0.5232 % | 2,850.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0383 % | 3,727.0 |
| SplitShare | 4.60 % | 4.18 % | 52,476 | 3.90 | 5 | -0.0383 % | 4,450.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0383 % | 3,472.7 |
| Perpetual-Premium | 5.06 % | -12.30 % | 57,029 | 0.09 | 32 | -0.0049 % | 3,284.6 |
| Perpetual-Discount | 4.71 % | 4.83 % | 38,664 | 15.81 | 2 | -0.4055 % | 3,874.9 |
| FixedReset Disc | 3.83 % | 3.72 % | 102,871 | 17.20 | 40 | -0.3155 % | 2,898.5 |
| Insurance Straight | 4.89 % | -0.18 % | 79,363 | 0.09 | 20 | 0.7886 % | 3,711.0 |
| FloatingReset | 2.63 % | 3.02 % | 27,431 | 19.69 | 2 | -2.6942 % | 2,755.6 |
| FixedReset Prem | 4.69 % | 2.77 % | 128,158 | 1.52 | 31 | -0.0200 % | 2,762.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3155 % | 2,962.8 |
| FixedReset Ins Non | 4.03 % | 3.60 % | 100,215 | 17.35 | 19 | 0.0201 % | 2,993.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -7.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.05 % |
| TRP.PR.F | FloatingReset | -4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.02 % |
| BAM.PR.R | FixedReset Disc | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.36 % |
| BAM.PR.T | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.39 % |
| SLF.PR.H | FixedReset Ins Non | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 22.22 Evaluated at bid price : 22.90 Bid-YTW : 3.61 % |
| RY.PR.M | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 3.72 % |
| TD.PF.A | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 22.92 Evaluated at bid price : 23.90 Bid-YTW : 3.64 % |
| BAM.PR.K | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 12.93 Evaluated at bid price : 12.93 Bid-YTW : 3.34 % |
| IFC.PR.G | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.74 % |
| GWO.PR.Y | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 24.28 Evaluated at bid price : 24.65 Bid-YTW : 4.57 % |
| CU.PR.C | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 22.12 Evaluated at bid price : 22.77 Bid-YTW : 4.03 % |
| BAM.PR.Z | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 24.46 Evaluated at bid price : 24.80 Bid-YTW : 4.32 % |
| GWO.PR.F | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-17 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : -42.42 % |
| MFC.PR.F | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 3.53 % |
| IFC.PR.E | Insurance Straight | 17.98 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.25 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 272,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 24.07 Evaluated at bid price : 24.45 Bid-YTW : 4.61 % |
| CM.PR.P | FixedReset Disc | 62,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 23.08 Evaluated at bid price : 24.33 Bid-YTW : 3.60 % |
| IFC.PR.I | Perpetual-Premium | 41,878 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.49 Bid-YTW : 4.52 % |
| GWO.PR.Y | Insurance Straight | 37,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 24.28 Evaluated at bid price : 24.65 Bid-YTW : 4.57 % |
| MFC.PR.N | FixedReset Ins Non | 34,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 23.05 Evaluated at bid price : 24.30 Bid-YTW : 3.64 % |
| RY.PR.Z | FixedReset Disc | 33,309 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-18 Maturity Price : 23.20 Evaluated at bid price : 24.35 Bid-YTW : 3.57 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.25 Spot Rate : 1.6000 Average : 1.0219 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.49 – 27.69 Spot Rate : 1.2000 Average : 0.8536 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 17.00 – 18.39 Spot Rate : 1.3900 Average : 1.0798 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.60 – 21.45 Spot Rate : 0.8500 Average : 0.5521 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 25.55 – 26.23 Spot Rate : 0.6800 Average : 0.4215 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.20 – 20.92 Spot Rate : 0.7200 Average : 0.4643 YTW SCENARIO |