| 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 | -0.2615 % | 2,831.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2615 % | 5,196.5 |
| Floater | 3.07 % | 3.08 % | 65,251 | 19.51 | 3 | -0.2615 % | 2,994.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0766 % | 3,731.3 |
| SplitShare | 4.59 % | 4.17 % | 52,753 | 3.87 | 5 | 0.0766 % | 4,456.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0766 % | 3,476.7 |
| Perpetual-Premium | 5.08 % | -4.86 % | 54,274 | 0.09 | 32 | -0.0245 % | 3,271.4 |
| Perpetual-Discount | 4.74 % | 4.61 % | 2,500,241 | 16.16 | 2 | 0.2056 % | 3,845.7 |
| FixedReset Disc | 3.80 % | 3.75 % | 110,151 | 17.16 | 40 | 0.1102 % | 2,922.6 |
| Insurance Straight | 4.94 % | 4.49 % | 80,131 | 3.53 | 20 | -0.3451 % | 3,677.2 |
| FloatingReset | 2.54 % | 2.81 % | 24,661 | 20.20 | 2 | -0.5947 % | 2,848.9 |
| FixedReset Prem | 4.69 % | 2.91 % | 126,274 | 1.49 | 31 | -0.1074 % | 2,762.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1102 % | 2,987.5 |
| FixedReset Ins Non | 4.04 % | 3.70 % | 98,154 | 17.24 | 19 | -0.3756 % | 2,980.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -7.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.90 % |
| TRP.PR.E | FixedReset Disc | -3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 4.34 % |
| BAM.PR.B | Floater | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.08 % |
| SLF.PR.E | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 24.16 Evaluated at bid price : 24.42 Bid-YTW : 4.64 % |
| SLF.PR.C | Insurance Straight | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 24.23 Evaluated at bid price : 24.53 Bid-YTW : 4.56 % |
| GWO.PR.S | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 4.49 % |
| TRP.PR.F | FloatingReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 2.81 % |
| RY.PR.M | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.26 Bid-YTW : 3.75 % |
| BNS.PR.I | FixedReset Prem | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 23.64 Evaluated at bid price : 25.33 Bid-YTW : 3.73 % |
| BAM.PR.X | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.25 % |
| PWF.PR.P | FixedReset Disc | 8.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 3.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 175,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 23.22 Evaluated at bid price : 24.51 Bid-YTW : 3.58 % |
| MFC.PR.B | Insurance Straight | 101,903 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 24.70 Evaluated at bid price : 24.98 Bid-YTW : 4.69 % |
| GWO.PR.Y | Insurance Straight | 85,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 24.44 Evaluated at bid price : 24.83 Bid-YTW : 4.55 % |
| GWO.PR.S | Insurance Straight | 84,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 4.49 % |
| PWF.PR.R | Perpetual-Premium | 65,810 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-27 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : -14.33 % |
| SLF.PR.C | Insurance Straight | 51,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-28 Maturity Price : 24.23 Evaluated at bid price : 24.53 Bid-YTW : 4.56 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.82 Spot Rate : 1.6200 Average : 1.1117 YTW SCENARIO |
| BIP.PR.E | FixedReset Prem | Quote: 25.40 – 26.21 Spot Rate : 0.8100 Average : 0.4822 YTW SCENARIO |
| CU.PR.E | Perpetual-Premium | Quote: 25.12 – 25.90 Spot Rate : 0.7800 Average : 0.4586 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 24.42 – 25.20 Spot Rate : 0.7800 Average : 0.4871 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.94 – 21.94 Spot Rate : 1.0000 Average : 0.7665 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 21.43 – 22.34 Spot Rate : 0.9100 Average : 0.7124 YTW SCENARIO |