| 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 | 3.25 % | 3.83 % | 31,066 | 19.60 | 1 | 0.2089 % | 2,733.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4296 % | 5,212.6 |
| Floater | 3.37 % | 3.37 % | 57,090 | 18.84 | 3 | 0.4296 % | 3,004.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4024 % | 3,636.8 |
| SplitShare | 4.71 % | 4.25 % | 27,414 | 3.40 | 7 | -0.4024 % | 4,343.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4024 % | 3,388.7 |
| Perpetual-Premium | 5.33 % | -0.07 % | 59,944 | 0.09 | 17 | 0.0837 % | 3,196.1 |
| Perpetual-Discount | 5.15 % | 5.12 % | 62,245 | 15.26 | 16 | -1.5606 % | 3,590.0 |
| FixedReset Disc | 4.19 % | 4.72 % | 118,393 | 16.01 | 46 | 0.7148 % | 2,706.3 |
| Insurance Straight | 5.09 % | 4.85 % | 90,602 | 15.24 | 18 | 0.0691 % | 3,520.0 |
| FloatingReset | 3.21 % | 3.55 % | 40,374 | 18.41 | 2 | 0.0578 % | 2,810.0 |
| FixedReset Prem | 4.77 % | 4.08 % | 148,820 | 2.07 | 23 | 0.2140 % | 2,693.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7148 % | 2,766.4 |
| FixedReset Ins Non | 4.33 % | 4.77 % | 72,565 | 15.99 | 17 | 0.3969 % | 2,807.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.N | Perpetual-Discount | -19.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.45 % |
| EMA.PR.L | Perpetual-Discount | -3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.74 Evaluated at bid price : 23.11 Bid-YTW : 5.01 % |
| PVS.PR.J | SplitShare | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 4.60 % |
| BAM.PF.J | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 4.73 % |
| CM.PR.Q | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.63 Evaluated at bid price : 23.40 Bid-YTW : 4.72 % |
| GWO.PR.Q | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.21 % |
| BAM.PF.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 23.60 Evaluated at bid price : 24.00 Bid-YTW : 5.04 % |
| PWF.PR.T | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.65 Evaluated at bid price : 23.00 Bid-YTW : 4.70 % |
| MFC.PR.J | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 23.56 Evaluated at bid price : 24.09 Bid-YTW : 4.71 % |
| TRP.PR.D | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.47 % |
| CM.PR.Y | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.36 % |
| IFC.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.00 Evaluated at bid price : 22.50 Bid-YTW : 4.78 % |
| MFC.PR.L | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.79 % |
| TRP.PR.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.42 % |
| FTS.PR.M | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 21.46 Evaluated at bid price : 21.82 Bid-YTW : 4.99 % |
| BAM.PR.T | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 5.27 % |
| MFC.PR.N | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 4.76 % |
| TRP.PR.G | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.15 Evaluated at bid price : 22.65 Bid-YTW : 5.04 % |
| MFC.PR.B | Insurance Straight | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.85 % |
| NA.PR.W | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.09 Evaluated at bid price : 22.45 Bid-YTW : 4.62 % |
| FTS.PR.G | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 4.84 % |
| FTS.PR.K | FixedReset Disc | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.97 % |
| TRP.PR.A | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 5.33 % |
| FTS.PR.H | FixedReset Disc | 4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 15.99 Evaluated at bid price : 15.99 Bid-YTW : 4.90 % |
| BAM.PF.E | FixedReset Disc | 8.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.K | Perpetual-Premium | 129,788 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 24.67 Evaluated at bid price : 25.07 Bid-YTW : 5.25 % |
| RY.PR.H | FixedReset Disc | 88,511 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.36 Evaluated at bid price : 22.77 Bid-YTW : 4.54 % |
| BAM.PF.F | FixedReset Disc | 80,896 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.09 Evaluated at bid price : 22.40 Bid-YTW : 5.23 % |
| BAM.PR.C | Floater | 77,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.37 % |
| PWF.PF.A | Perpetual-Discount | 76,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.62 Evaluated at bid price : 23.00 Bid-YTW : 4.94 % |
| NA.PR.S | FixedReset Disc | 51,592 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-17 Maturity Price : 22.67 Evaluated at bid price : 22.98 Bid-YTW : 4.70 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.N | Perpetual-Discount | Quote: 18.50 – 23.29 Spot Rate : 4.7900 Average : 2.5771 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.56 – 26.92 Spot Rate : 1.3600 Average : 0.7554 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.65 – 20.20 Spot Rate : 1.5500 Average : 1.1609 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 23.28 – 24.55 Spot Rate : 1.2700 Average : 0.8825 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 14.00 – 14.99 Spot Rate : 0.9900 Average : 0.6336 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.40 – 23.70 Spot Rate : 1.3000 Average : 0.9769 YTW SCENARIO |