| 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< br>Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.0 0 |
0 | 0.6174 % | 2,860.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6174 % | 5,248.5 |
| Floater | 3.04 % | 3.03 % | 82,688 | 19.61 | 3 | 0.6174 % | 3,024.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0387 % | 3,696.6 |
| SplitShare | 4.64 % | 4.26 % | 61,741 | 3.84 | 5 | 0.03 87 % |
4,414.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0387 % | 3,444.4 |
| Perpetu al-Premium |
5.08 % | -7.94 % | 54,421 | 0.09 | 32 | -0.0147 % | 3,275.1 |
| Perpetual-Discount | 4.70 % | 4 .58 % |
2,137,784 | 16.20 | 2 | 0.1425 % | 3,880.4 |
| FixedReset Disc | 3.78 % | 3.80 % | 113,173 | 17.15 | 40 | -0.1179 % | 2,940.1 |
| Insurance Straight | 4.92 % | 4.08 % | 93,270 | 1.56 | 20 | 0.0414 % | 3 ,689.2 |
| FloatingReset | 2.49 % | 2.77 % | 23,704 | 20.28 | 2 | -0.6887 % | 2,926.0 |
| FixedReset Prem | 4.69 % | 2.75 % | 126,998 | 1.88 | 30 | -0.0710 % | 2,758.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1179 % | 3,005.4 |
| FixedReset Ins Non | 4.04 % | 3.68 % | 90,307 | 17.14 | 19 | -0.8074 % | 2,983.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -19.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.56 % |
| BAM.PF.E | FixedReset Disc | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 4.47 % |
| CIU.PR.A | Perpetual-Premium | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.73 % |
| TRP.PR.B | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 4.34 % |
| CU.PR.F | Perpetual-Premium | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 23.74 Evaluated at bid price : 24.00 Bid-YTW : 4.68 % |
| RY.PR.M | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 3.79 % |
| PWF.PR.P | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 3.85 % |
| TRP.PR.A | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.28 % |
| CU.PR.G | Perpetual-Premium | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 24.30 Evaluated at bid price : 24.55 Bid-YTW : 4.58 % |
| BAM.PR.B | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 14.39 Evaluated at bid price : 14.39 Bid-YTW : 3.00 % |
| IFC.PR.A | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 3.59 % |
| CU.PR.C | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 22.74 Evaluated at bid price : 23.45 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 121,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 23.10 Evaluated at bid price : 24.30 Bid-YTW : 3.68 % |
| PWF.PF.A | Perpetual-Discount | 92,820 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 24.27 Evaluated at bid price : 24.66 Bid-YTW : 4.58 % |
| RY.PR.J | FixedReset Disc | 91,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 3.28 % |
| NA.PR.C | FixedReset Prem | 82,885 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 2.16 % |
| BMO.PR.Y | FixedReset Disc | 45,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.03 % |
| CM.PR.R | FixedReset Prem | 43,180 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 2.50 % |
| There were 23 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: 15.00 – 19.20 Spot Rate : 4.2000 Average : 2.3620 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.56 % |
| IFC.PR.A | FixedReset Ins Non | Quote: 21.90 – 25.26 Spot Rate : 3.3600 Average : 1.8795 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 3.59 % |
| BAM.PR.B | Floater | Quote: 14.39 – 15.50 Spot Rate : 1.1100 Average : 0.7091 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 14.39 Evaluated at bid price : 14.39 Bid-YTW : 3.00 % |
| BAM.PF.E | FixedReset Disc | Quote: 21.80 – 22.79 Spot Rate : 0.9900 Average : 0.6791 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 4.47 % |
| TRP.PR.A | FixedReset Disc | Quote: 19.80 – 20.53 Spot Rate : 0.7300 Average : 0.4714 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.28 % |
| BAM.PR.K | Floater | Quote: 13.75 – 14.46 Spot Rate : 0.7100 Average : 0.5437 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-09 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |