| 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 | 1.3453 % | 2,898.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3453 % | 5,319.1 |
| Floater | 3.00 % | 3.03 % | 82,801 | 19.61 | 3 | 1.3453 % | 3,065.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1777 % | 3,703.2 |
| SplitShare | 4.63 % | 4.27 % | 59,444 | 3.84 | 5 | 0.1777 % | 4,422.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1777 % | 3,450.5 |
| Perpetual-Premium | 5.08 % | -4.73 % | 53,859 | 0.09 | 32 | 0.0380 % | 3,276.3 |
| Perpetual-Discount | 4.71 % | 4.59 % | 2,134,216 | 16.18 | 2 | -0.1016 % | 3,876.5 |
| FixedReset Disc | 3.77 % | 3.78 % | 116,327 | 17.14 | 40 | 0.0823 % | 2,942.5 |
| Insurance Straight | 4.92 % | 4.09 % | 91,944 | 1.56 | 20 | 0.0375 % | 3,690.6 |
| FloatingReset | 2.49 % | 2.77 % | 24,524 | 20.28 | 2 | 0.1387 % | 2,930.1 |
| FixedReset Prem | 4.69 % | 2.93 % | 124,974 | 1.87 | 30 | -0.0207 % | 2,758.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0823 % | 3,007.8 |
| FixedReset Ins Non | 4.00 % | 3.64 % | 92,087 | 17.13 | 19 | 0.9059 % | 3,010.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.H | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.87 % |
| FTS.PR.G | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 23.13 Evaluated at bid price : 23.50 Bid-YTW : 3.88 % |
| CU.PR.G | Perpetual-Premium | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 24.00 Evaluated at bid price : 24.30 Bid-YTW : 4.62 % |
| RY.PR.M | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.52 % |
| CU.PR.F | Perpetual-Premium | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 24.15 Evaluated at bid price : 24.41 Bid-YTW : 4.60 % |
| PWF.PR.P | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 3.78 % |
| BAM.PR.K | Floater | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 14.24 Evaluated at bid price : 14.24 Bid-YTW : 3.03 % |
| MFC.PR.F | FixedReset Ins Non | 25.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 3.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 113,692 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 3.64 % |
| PWF.PF.A | Perpetual-Discount | 80,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 24.23 Evaluated at bid price : 24.62 Bid-YTW : 4.59 % |
| TD.PF.C | FixedReset Disc | 71,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 23.21 Evaluated at bid price : 24.63 Bid-YTW : 3.66 % |
| GWO.PR.F | Insurance Straight | 55,589 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-10 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -1.60 % |
| BAM.PR.R | FixedReset Disc | 35,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 4.27 % |
| RY.PR.H | FixedReset Disc | 33,556 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-10 Maturity Price : 23.20 Evaluated at bid price : 24.44 Bid-YTW : 3.66 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.S | FixedReset Disc | Quote: 25.10 – 25.79 Spot Rate : 0.6900 Average : 0.4041 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 24.45 – 24.84 Spot Rate : 0.3900 Average : 0.2465 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.30 – 26.94 Spot Rate : 0.6400 Average : 0.5008 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.80 – 22.75 Spot Rate : 0.9500 Average : 0.8208 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.12 – 23.65 Spot Rate : 0.5300 Average : 0.4013 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 23.50 – 23.84 Spot Rate : 0.3400 Average : 0.2198 YTW SCENARIO |