| 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 | 3.02 % | 3.48 % | 42,155 | 20.10 | 1 | -0.3440 % | 2,889.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1542 % | 5,616.4 |
| Floater | 2.84 % | 2.87 % | 60,230 | 20.04 | 3 | -0.1542 % | 3,236.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0425 % | 3,652.6 |
| SplitShare | 4.70 % | 4.40 % | 32,521 | 3.52 | 6 | 0.0425 % | 4,362.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0425 % | 3,403.4 |
| Perpetual-Premium | 5.17 % | -5.35 % | 54,869 | 0.09 | 24 | 0.0721 % | 3,243.8 |
| Perpetual-Discount | 4.74 % | 4.80 % | 55,728 | 15.87 | 7 | -0.1873 % | 3,836.0 |
| FixedReset Disc | 3.93 % | 4.12 % | 117,709 | 16.61 | 45 | -0.3399 % | 2,872.7 |
| Insurance Straight | 4.88 % | 4.55 % | 84,261 | 15.71 | 17 | 0.0047 % | 3,664.9 |
| FloatingReset | 2.70 % | 3.05 % | 54,428 | 19.57 | 2 | 0.3581 % | 2,956.9 |
| FixedReset Prem | 4.74 % | 2.97 % | 102,988 | 1.73 | 25 | 0.0281 % | 2,725.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3399 % | 2,936.5 |
| FixedReset Ins Non | 4.08 % | 4.05 % | 67,712 | 16.70 | 17 | -0.0558 % | 2,975.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset Disc | -5.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 4.91 % |
| BAM.PF.E | FixedReset Disc | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 4.81 % |
| FTS.PR.H | FixedReset Disc | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 4.29 % |
| SLF.PR.H | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 22.15 Evaluated at bid price : 22.76 Bid-YTW : 3.96 % |
| SLF.PR.G | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.00 % |
| CIU.PR.A | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 23.56 Evaluated at bid price : 23.83 Bid-YTW : 4.82 % |
| BAM.PR.C | Floater | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 2.88 % |
| BMO.PR.F | FixedReset Prem | -1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.17 % |
| TRP.PR.B | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 14.39 Evaluated at bid price : 14.39 Bid-YTW : 4.73 % |
| IFC.PR.A | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 21.43 Evaluated at bid price : 21.75 Bid-YTW : 3.88 % |
| CU.PR.E | Perpetual-Premium | 2.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-05 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : -1.29 % |
| BAM.PR.X | FixedReset Disc | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 162,878 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 23.00 Evaluated at bid price : 23.99 Bid-YTW : 3.96 % |
| BAM.PR.X | FixedReset Disc | 147,367 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.64 % |
| BAM.PR.T | FixedReset Disc | 115,618 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 4.91 % |
| TRP.PR.D | FixedReset Disc | 104,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-03 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 4.66 % |
| RS.PR.A | SplitShare | 51,980 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.36 Bid-YTW : 4.35 % |
| MFC.PR.R | FixedReset Ins Non | 46,780 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.61 % |
| 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.PR.T | FixedReset Disc | Quote: 20.37 – 21.95 Spot Rate : 1.5800 Average : 0.9286 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.45 – 22.50 Spot Rate : 1.0500 Average : 0.6532 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.80 – 21.45 Spot Rate : 0.6500 Average : 0.4049 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 16.95 – 17.70 Spot Rate : 0.7500 Average : 0.5742 YTW SCENARIO |
| FTS.PR.F | Perpetual-Premium | Quote: 25.32 – 25.75 Spot Rate : 0.4300 Average : 0.2638 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 24.29 – 24.70 Spot Rate : 0.4100 Average : 0.2812 YTW SCENARIO |