| 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 | 3.09 % | 3.60 % | 40,955 | 19.94 | 1 | 1.2762 % | 2,826.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7996 % | 5,185.3 |
| Floater | 3.07 % | 3.06 % | 70,143 | 19.58 | 3 | 1.7996 % | 2,988.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1793 % | 3,651.4 |
| SplitShare | 4.70 % | 4.32 % | 44,595 | 3.59 | 6 | -0.1793 % | 4,360.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1793 % | 3,402.3 |
| Perpetual-Premium | 5.18 % | -4.62 % | 44,715 | 0.08 | 23 | -0.0459 % | 3,245.6 |
| Perpetual-Discount | 4.79 % | 4.83 % | 59,374 | 15.81 | 11 | 0.0817 % | 3,837.6 |
| FixedReset Disc | 4.12 % | 4.12 % | 120,727 | 17.17 | 42 | -1.6810 % | 2,733.1 |
| Insurance Straight | 4.98 % | 4.53 % | 95,380 | 15.72 | 19 | -0.0674 % | 3,642.1 |
| FloatingReset | 2.53 % | 2.86 % | 32,004 | 20.08 | 2 | -0.1807 % | 2,690.6 |
| FixedReset Prem | 4.76 % | 3.79 % | 113,577 | 2.28 | 28 | -0.0788 % | 2,703.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6810 % | 2,793.7 |
| FixedReset Ins Non | 4.15 % | 3.91 % | 86,393 | 17.26 | 19 | -0.3419 % | 2,905.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -47.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 12.17 Evaluated at bid price : 12.17 Bid-YTW : 8.35 % |
| BIP.PR.A | FixedReset Disc | -4.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 21.86 Evaluated at bid price : 22.20 Bid-YTW : 5.30 % |
| TD.PF.A | FixedReset Disc | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.45 Evaluated at bid price : 23.00 Bid-YTW : 3.90 % |
| MFC.PR.F | FixedReset Ins Non | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.82 % |
| BAM.PF.E | FixedReset Disc | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.80 % |
| GWO.PR.N | FixedReset Ins Non | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 3.91 % |
| NA.PR.S | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.97 Evaluated at bid price : 23.80 Bid-YTW : 3.93 % |
| RY.PR.M | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.72 Evaluated at bid price : 23.70 Bid-YTW : 3.93 % |
| PWF.PR.T | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 23.18 Evaluated at bid price : 23.50 Bid-YTW : 4.02 % |
| TRP.PR.A | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.61 % |
| BAM.PF.G | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 4.58 % |
| BAM.PF.C | Perpetual-Premium | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 24.27 Evaluated at bid price : 24.56 Bid-YTW : 4.94 % |
| MFC.PR.L | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.17 Evaluated at bid price : 22.50 Bid-YTW : 3.91 % |
| BAM.PR.Z | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.54 Evaluated at bid price : 23.05 Bid-YTW : 4.66 % |
| BAM.PR.R | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 4.77 % |
| TD.PF.D | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.94 % |
| BAM.PR.E | Ratchet | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 25.00 Evaluated at bid price : 19.84 Bid-YTW : 3.60 % |
| PWF.PR.P | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 4.05 % |
| BAM.PF.F | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.22 Evaluated at bid price : 22.62 Bid-YTW : 4.59 % |
| BAM.PR.C | Floater | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 13.89 Evaluated at bid price : 13.89 Bid-YTW : 3.08 % |
| BAM.PR.B | Floater | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 13.97 Evaluated at bid price : 13.97 Bid-YTW : 3.06 % |
| BAM.PR.X | FixedReset Disc | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 4.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset Prem | 35,852 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 2.40 % |
| TD.PF.A | FixedReset Disc | 35,037 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.45 Evaluated at bid price : 23.00 Bid-YTW : 3.90 % |
| CU.PR.J | Perpetual-Discount | 31,193 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 24.59 Evaluated at bid price : 24.98 Bid-YTW : 4.76 % |
| CM.PR.O | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 22.93 Evaluated at bid price : 23.79 Bid-YTW : 3.83 % |
| PWF.PF.A | Perpetual-Discount | 19,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 24.59 Evaluated at bid price : 25.00 Bid-YTW : 4.55 % |
| GWO.PR.Y | Insurance Straight | 18,755 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-17 Maturity Price : 24.41 Evaluated at bid price : 24.80 Bid-YTW : 4.53 % |
| There were 9 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 – 23.25 Spot Rate : 11.0800 Average : 6.0177 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.20 – 15.00 Spot Rate : 1.8000 Average : 1.4084 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.20 – 23.40 Spot Rate : 1.2000 Average : 0.8484 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.00 – 23.95 Spot Rate : 0.9500 Average : 0.6061 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 23.70 – 24.75 Spot Rate : 1.0500 Average : 0.7258 YTW SCENARIO |
| POW.PR.B | Perpetual-Premium | Quote: 25.48 – 26.20 Spot Rate : 0.7200 Average : 0.4138 YTW SCENARIO |