| 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 | 3.06 % | 3.55 % | 42,008 | 19.98 | 1 | -1.0365 % | 2,856.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0455 % | 5,444.2 |
| Floater | 2.93 % | 2.95 % | 48,875 | 19.85 | 3 | 0.0455 % | 3,137.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2613 % | 3,660.0 |
| SplitShare | 4.69 % | 4.38 % | 33,931 | 3.55 | 6 | 0.2613 % | 4,370.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2613 % | 3,410.3 |
| Perpetual-Premium | 5.18 % | -5.85 % | 56,142 | 0.09 | 24 | -0.0115 % | 3,240.1 |
| Perpetual-Discount | 4.74 % | 4.81 % | 55,965 | 15.75 | 7 | 0.5537 % | 3,838.9 |
| FixedReset Disc | 3.97 % | 4.15 % | 113,480 | 16.69 | 46 | -0.0379 % | 2,874.9 |
| Insurance Straight | 4.91 % | 4.58 % | 87,834 | 15.73 | 17 | -0.0212 % | 3,644.3 |
| FloatingReset | 2.90 % | 3.25 % | 45,448 | 19.10 | 2 | 0.3084 % | 2,904.1 |
| FixedReset Prem | 4.75 % | 3.54 % | 105,290 | 1.82 | 25 | 0.0501 % | 2,719.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0379 % | 2,938.7 |
| FixedReset Ins Non | 4.11 % | 3.95 % | 70,832 | 16.73 | 17 | -0.2292 % | 2,956.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.64 % |
| MFC.PR.F | FixedReset Ins Non | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 3.95 % |
| CIU.PR.A | Perpetual-Discount | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.21 Evaluated at bid price : 23.51 Bid-YTW : 4.95 % |
| BAM.PF.E | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 4.78 % |
| SLF.PR.G | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 3.94 % |
| IFC.PR.A | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 3.99 % |
| BAM.PR.E | Ratchet | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 25.00 Evaluated at bid price : 20.05 Bid-YTW : 3.55 % |
| TRP.PR.C | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 4.43 % |
| BAM.PR.M | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 24.08 Evaluated at bid price : 24.34 Bid-YTW : 4.92 % |
| TRP.PR.A | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.61 % |
| PWF.PR.P | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.10 % |
| CU.PR.G | Perpetual-Discount | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 24.22 Evaluated at bid price : 24.50 Bid-YTW : 4.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 482,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.01 Evaluated at bid price : 23.99 Bid-YTW : 3.92 % |
| MFC.PR.K | FixedReset Ins Non | 231,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.63 Evaluated at bid price : 24.01 Bid-YTW : 4.05 % |
| CM.PR.P | FixedReset Disc | 205,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.06 Evaluated at bid price : 24.19 Bid-YTW : 3.92 % |
| CM.PR.O | FixedReset Disc | 137,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.05 Evaluated at bid price : 24.00 Bid-YTW : 4.00 % |
| BMO.PR.T | FixedReset Disc | 106,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.07 Evaluated at bid price : 24.05 Bid-YTW : 3.95 % |
| MFC.PR.Q | FixedReset Ins Non | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-27 Maturity Price : 23.72 Evaluated at bid price : 24.88 Bid-YTW : 4.18 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset Disc | Quote: 21.40 – 22.50 Spot Rate : 1.1000 Average : 0.6902 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.10 – 26.00 Spot Rate : 1.9000 Average : 1.5018 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 23.51 – 25.10 Spot Rate : 1.5900 Average : 1.2660 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 24.30 – 25.10 Spot Rate : 0.8000 Average : 0.4796 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.30 – 19.15 Spot Rate : 0.8500 Average : 0.5533 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 17.00 – 17.88 Spot Rate : 0.8800 Average : 0.6653 YTW SCENARIO |