| 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 | -1.0862 % | 2,827.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0862 % | 5,189.0 |
| Floater | 3.07 % | 3.07 % | 77,459 | 19.53 | 3 | -1.0862 % | 2,990.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0848 % | 3,704.0 |
| SplitShare | 4.63 % | 4.29 % | 59,068 | 3.85 | 5 | -0.0848 % | 4,423.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0848 % | 3,451.3 |
| Perpetual-Premium | 5.08 % | -6.48 % | 56,474 | 0.09 | 32 | -0.0208 % | 3,273.2 |
| Perpetual-Discount | 4.71 % | 4.59 % | 2,160,139 | 16.19 | 2 | 0.1427 % | 3,874.1 |
| FixedReset Disc | 3.77 % | 3.90 % | 115,019 | 16.89 | 40 | 0.1670 % | 2,941.2 |
| Insurance Straight | 4.93 % | 4.39 % | 93,084 | 3.50 | 20 | 0.0217 % | 3,683.6 |
| FloatingReset | 2.49 % | 2.78 % | 25,449 | 20.28 | 2 | 0.1106 % | 2,939.0 |
| FixedReset Prem | 4.69 % | 2.55 % | 129,172 | 1.80 | 30 | 0.0116 % | 2,763.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1670 % | 3,006.5 |
| FixedReset Ins Non | 4.02 % | 3.82 % | 94,432 | 16.90 | 19 | 0.0268 % | 2,999.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |
| BAM.PF.G | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 22.72 Evaluated at bid price : 23.65 Bid-YTW : 4.38 % |
| IFC.PR.E | Insurance Straight | -1.87 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.30 Bid-YTW : 4.01 % |
| BAM.PR.M | Perpetual-Premium | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 4.86 % |
| TD.PF.J | FixedReset Prem | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 4.08 % |
| FTS.PR.H | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.08 % |
| GWO.PR.T | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.30 Bid-YTW : 3.96 % |
| TD.PF.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 23.24 Evaluated at bid price : 24.50 Bid-YTW : 3.80 % |
| BMO.PR.E | FixedReset Prem | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 2.82 % |
| BAM.PR.X | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.40 % |
| TRP.PR.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 4.41 % |
| FTS.PR.G | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 23.36 Evaluated at bid price : 23.72 Bid-YTW : 3.98 % |
| BAM.PF.E | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 22.02 Evaluated at bid price : 22.42 Bid-YTW : 4.47 % |
| GWO.PR.N | FixedReset Ins Non | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.82 % |
| PWF.PR.P | FixedReset Disc | 9.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 71,407 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 23.22 Evaluated at bid price : 24.49 Bid-YTW : 3.77 % |
| BNS.PR.H | FixedReset Prem | 53,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 1.63 % |
| MFC.PR.K | FixedReset Ins Non | 49,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 23.48 Evaluated at bid price : 24.64 Bid-YTW : 3.84 % |
| CU.PR.F | Perpetual-Premium | 40,244 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 24.22 Evaluated at bid price : 24.50 Bid-YTW : 4.58 % |
| PWF.PF.A | Perpetual-Discount | 33,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-05 Maturity Price : 24.21 Evaluated at bid price : 24.60 Bid-YTW : 4.59 % |
| GWO.PR.F | Insurance Straight | 27,993 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-05 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : -3.03 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 23.65 – 24.42 Spot Rate : 0.7700 Average : 0.5142 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 13.75 – 14.35 Spot Rate : 0.6000 Average : 0.3897 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 17.25 – 17.78 Spot Rate : 0.5300 Average : 0.3700 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.24 – 25.74 Spot Rate : 0.5000 Average : 0.3615 YTW SCENARIO |
| BAM.PF.D | Perpetual-Premium | Quote: 25.08 – 25.67 Spot Rate : 0.5900 Average : 0.4904 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 26.30 – 26.80 Spot Rate : 0.5000 Average : 0.4102 YTW SCENARIO |