| 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 | 3.01 % | 3.47 % | 40,605 | 20.10 | 1 | 0.1969 % | 2,898.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2641 % | 5,643.7 |
| Floater | 2.82 % | 2.84 % | 62,434 | 20.11 | 3 | 0.2641 % | 3,252.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0262 % | 3,653.7 |
| SplitShare | 4.64 % | 4.43 % | 33,111 | 3.37 | 6 | 0.0262 % | 4,363.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0262 % | 3,404.4 |
| Perpetual-Premium | 5.20 % | -14.54 % | 51,729 | 0.09 | 22 | -0.1784 % | 3,236.6 |
| Perpetual-Discount | 4.78 % | 4.86 % | 63,397 | 15.73 | 11 | -0.1261 % | 3,851.1 |
| FixedReset Disc | 3.91 % | 4.24 % | 112,425 | 16.45 | 44 | 0.2707 % | 2,874.7 |
| Insurance Straight | 4.91 % | 4.59 % | 80,098 | 15.65 | 18 | -0.2588 % | 3,651.6 |
| FloatingReset | 2.66 % | 3.03 % | 55,233 | 19.63 | 2 | -0.5983 % | 2,966.6 |
| FixedReset Prem | 4.76 % | 3.37 % | 102,764 | 1.79 | 26 | -0.1397 % | 2,717.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2707 % | 2,938.6 |
| FixedReset Ins Non | 4.10 % | 4.10 % | 69,659 | 16.58 | 17 | -0.1348 % | 2,964.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.D | Perpetual-Premium | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 24.03 Evaluated at bid price : 24.28 Bid-YTW : 5.19 % |
| TRP.PR.B | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 4.83 % |
| SLF.PR.G | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 4.10 % |
| BMO.PR.S | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 23.07 Evaluated at bid price : 23.95 Bid-YTW : 4.13 % |
| IFC.PR.A | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 4.04 % |
| CU.PR.C | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 22.32 Evaluated at bid price : 23.10 Bid-YTW : 4.39 % |
| BAM.PR.Z | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.59 % |
| BAM.PF.E | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 21.78 Evaluated at bid price : 22.05 Bid-YTW : 4.72 % |
| BAM.PR.T | FixedReset Disc | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 22.05 Evaluated at bid price : 22.63 Bid-YTW : 4.44 % |
| BAM.PR.X | FixedReset Disc | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.67 % |
| TRP.PR.C | FixedReset Disc | 5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 4.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.Q | FixedReset Ins Non | 284,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 23.76 Evaluated at bid price : 24.95 Bid-YTW : 4.27 % |
| MFC.PR.R | FixedReset Ins Non | 180,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 2.19 % |
| BMO.PR.B | FixedReset Disc | 108,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-27 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.75 % |
| TD.PF.C | FixedReset Disc | 103,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 22.92 Evaluated at bid price : 23.87 Bid-YTW : 4.08 % |
| BMO.PR.C | FixedReset Prem | 102,096 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 1.98 % |
| SLF.PR.H | FixedReset Ins Non | 60,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-08 Maturity Price : 22.07 Evaluated at bid price : 22.62 Bid-YTW : 4.04 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Premium | Quote: 24.28 – 25.26 Spot Rate : 0.9800 Average : 0.5370 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 25.89 – 26.55 Spot Rate : 0.6600 Average : 0.4676 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.85 – 24.35 Spot Rate : 0.5000 Average : 0.4079 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 25.50 – 25.85 Spot Rate : 0.3500 Average : 0.2703 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 14.35 – 14.60 Spot Rate : 0.2500 Average : 0.1814 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 24.43 – 24.70 Spot Rate : 0.2700 Average : 0.2073 YTW SCENARIO |