| 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 | 0.5252 % | 2,842.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5252 % | 5,216.3 |
| Floater | 3.05 % | 3.05 % | 79,967 | 19.57 | 3 | 0.5252 % | 3,006.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2391 % | 3,695.2 |
| SplitShare | 4.64 % | 4.30 % | 62,490 | 3.84 | 5 | -0.2391 % | 4,412.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2391 % | 3,443.0 |
| Perpetual-Premium | 5.08 % | -7.48 % | 56,340 | 0.09 | 32 | 0.0723 % | 3,275.6 |
| Perpetual-Discount | 4.71 % | 4.59 % | 2,134,943 | 16.18 | 2 | 0.0204 % | 3,874.9 |
| FixedReset Disc | 3.77 % | 3.80 % | 114,612 | 17.15 | 40 | 0.0801 % | 2,943.6 |
| Insurance Straight | 4.92 % | 4.48 % | 92,064 | 3.49 | 20 | 0.1106 % | 3,687.7 |
| FloatingReset | 2.47 % | 2.75 % | 24,634 | 20.34 | 2 | 0.2485 % | 2,946.3 |
| FixedReset Prem | 4.69 % | 2.73 % | 129,129 | 1.88 | 30 | -0.1019 % | 2,760.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0801 % | 3,008.9 |
| FixedReset Ins Non | 4.01 % | 3.67 % | 90,888 | 17.16 | 19 | 0.2900 % | 3,007.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |
| BIP.PR.A | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 4.67 % |
| BIP.PR.D | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.18 % |
| TD.PF.B | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 23.13 Evaluated at bid price : 24.25 Bid-YTW : 3.72 % |
| IFC.PR.A | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 3.65 % |
| BAM.PR.M | Perpetual-Premium | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 24.68 Evaluated at bid price : 24.99 Bid-YTW : 4.79 % |
| MFC.PR.N | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 23.08 Evaluated at bid price : 24.35 Bid-YTW : 3.75 % |
| PWF.PR.P | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.80 % |
| BAM.PF.G | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 22.94 Evaluated at bid price : 24.10 Bid-YTW : 4.17 % |
| FTS.PR.H | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 3.81 % |
| BAM.PR.B | Floater | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 3.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 37,619 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-08 Maturity Price : 24.20 Evaluated at bid price : 24.59 Bid-YTW : 4.59 % |
| TD.PF.I | FixedReset Prem | 37,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.49 Bid-YTW : 2.57 % |
| GWO.PR.F | Insurance Straight | 31,017 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-08 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : -2.46 % |
| RY.PR.J | FixedReset Disc | 27,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 3.29 % |
| PVS.PR.J | SplitShare | 24,207 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.38 % |
| PWF.PR.K | Perpetual-Premium | 23,859 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-08 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 1.40 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.I | Perpetual-Premium | Quote: 26.75 – 27.70 Spot Rate : 0.9500 Average : 0.6178 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.75 – 14.30 Spot Rate : 0.5500 Average : 0.3613 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.55 – 25.18 Spot Rate : 0.6300 Average : 0.4569 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.77 – 26.23 Spot Rate : 0.4600 Average : 0.3579 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.36 – 26.79 Spot Rate : 0.4300 Average : 0.3323 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.08 – 23.45 Spot Rate : 0.3700 Average : 0.2825 YTW SCENARIO |