| 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 | 3.08 % | 3.58 % | 51,741 | 19.98 | 1 | 5.1241 % | 2,834.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.3424 % | 5,087.5 |
| Floater | 3.13 % | 3.11 % | 83,720 | 19.37 | 3 | 2.3424 % | 2,931.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0351 % | 3,663.6 |
| SplitShare | 4.68 % | 4.29 % | 50,782 | 3.81 | 5 | -0.0351 % | 4,375.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0351 % | 3,413.6 |
| Perpetual-Premium | 5.15 % | -0.74 % | 46,035 | 0.09 | 28 | 0.0239 % | 3,249.0 |
| Perpetual-Discount | 4.74 % | 4.88 % | 65,740 | 15.61 | 6 | 0.7994 % | 3,819.0 |
| FixedReset Disc | 3.97 % | 4.07 % | 124,479 | 17.37 | 37 | -1.0212 % | 2,780.3 |
| Insurance Straight | 4.99 % | 4.51 % | 93,461 | 4.01 | 20 | 0.8432 % | 3,638.1 |
| FloatingReset | 2.52 % | 2.13 % | 38,415 | 22.14 | 2 | -0.7665 % | 2,732.0 |
| FixedReset Prem | 4.71 % | 3.85 % | 117,226 | 2.46 | 33 | 0.4258 % | 2,713.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0212 % | 2,842.1 |
| FixedReset Ins Non | 4.12 % | 3.82 % | 94,293 | 17.25 | 19 | 0.4499 % | 2,927.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -46.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 12.17 Evaluated at bid price : 12.17 Bid-YTW : 8.38 % |
| FTS.PR.H | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.10 % |
| TRP.PR.F | FloatingReset | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 2.89 % |
| TD.PF.M | FixedReset Prem | -1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 3.26 % |
| RY.PR.J | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 22.91 Evaluated at bid price : 24.00 Bid-YTW : 4.07 % |
| BAM.PR.C | Floater | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 13.92 Evaluated at bid price : 13.92 Bid-YTW : 3.11 % |
| NA.PR.E | FixedReset Prem | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.66 Evaluated at bid price : 24.76 Bid-YTW : 3.99 % |
| MFC.PR.B | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.71 % |
| BAM.PF.A | FixedReset Prem | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.50 Evaluated at bid price : 24.65 Bid-YTW : 4.41 % |
| RY.PR.M | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 22.97 Evaluated at bid price : 24.25 Bid-YTW : 3.84 % |
| BMO.PR.E | FixedReset Prem | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.63 Evaluated at bid price : 25.11 Bid-YTW : 4.04 % |
| MFC.PR.K | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.59 Evaluated at bid price : 23.95 Bid-YTW : 3.81 % |
| BIP.PR.A | FixedReset Prem | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 22.78 Evaluated at bid price : 23.75 Bid-YTW : 4.94 % |
| SLF.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.74 % |
| TD.PF.C | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.06 Evaluated at bid price : 24.23 Bid-YTW : 3.73 % |
| TRP.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.54 % |
| BAM.PR.R | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 4.54 % |
| BAM.PF.G | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 22.41 Evaluated at bid price : 23.05 Bid-YTW : 4.39 % |
| BAM.PF.J | FixedReset Prem | 1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 3.12 % |
| MFC.PR.I | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.41 % |
| TD.PF.E | FixedReset Prem | 2.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.91 % |
| MFC.PR.F | FixedReset Ins Non | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 3.62 % |
| TRP.PR.B | FixedReset Disc | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 4.47 % |
| CU.PR.G | Perpetual-Discount | 3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.61 Evaluated at bid price : 23.89 Bid-YTW : 4.72 % |
| BAM.PR.E | Ratchet | 5.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 25.00 Evaluated at bid price : 19.90 Bid-YTW : 3.58 % |
| BAM.PR.X | FixedReset Disc | 5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.63 % |
| BAM.PR.K | Floater | 6.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 3.11 % |
| IFC.PR.E | Insurance Straight | 15.73 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.I | FixedReset Ins Non | 125,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 2.94 % |
| MFC.PR.K | FixedReset Ins Non | 63,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.59 Evaluated at bid price : 23.95 Bid-YTW : 3.81 % |
| GWO.PR.F | Insurance Straight | 54,706 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-06 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 2.66 % |
| CM.PR.O | FixedReset Disc | 39,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 23.03 Evaluated at bid price : 24.00 Bid-YTW : 3.82 % |
| BAM.PR.X | FixedReset Disc | 28,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.63 % |
| FTS.PR.H | FixedReset Disc | 27,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-07 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.10 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.17 – 23.15 Spot Rate : 10.9800 Average : 7.7770 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 16.50 – 17.52 Spot Rate : 1.0200 Average : 0.6984 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.25 – 26.25 Spot Rate : 1.0000 Average : 0.7294 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.52 – 21.59 Spot Rate : 1.0700 Average : 0.8211 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.80 – 18.50 Spot Rate : 1.7000 Average : 1.4580 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.12 – 22.80 Spot Rate : 0.6800 Average : 0.4422 YTW SCENARIO |