| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2317 % | 2,494.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2317 % | 4,785.1 |
| Floater | 6.34 % | 6.42 % | 40,618 | 13.24 | 2 | 0.2317 % | 2,757.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0334 % | 3,482.2 |
| SplitShare | 4.88 % | 5.65 % | 39,079 | 3.07 | 8 | 0.0334 % | 4,158.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0334 % | 3,244.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0763 % | 2,882.2 |
| Perpetual-Discount | 5.91 % | 6.03 % | 76,567 | 13.82 | 35 | -0.0763 % | 3,142.9 |
| FixedReset Disc | 4.68 % | 5.87 % | 111,220 | 13.99 | 59 | -0.0738 % | 2,525.3 |
| Insurance Straight | 5.85 % | 5.96 % | 85,638 | 13.91 | 19 | 0.0223 % | 3,078.2 |
| FloatingReset | 6.99 % | 7.22 % | 37,650 | 12.21 | 2 | -0.2176 % | 2,605.4 |
| FixedReset Prem | 5.08 % | 4.35 % | 119,156 | 1.86 | 6 | -0.0981 % | 2,606.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0738 % | 2,581.4 |
| FixedReset Ins Non | 4.61 % | 6.03 % | 55,246 | 13.89 | 14 | 0.0467 % | 2,642.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 7.36 % |
| SLF.PR.H | FixedReset Ins Non | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.48 % |
| TRP.PR.A | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 7.32 % |
| PWF.PF.A | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 5.95 % |
| BMO.PR.T | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.89 % |
| GWO.PR.H | Insurance Straight | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.10 % |
| BNS.PR.I | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 23.86 Evaluated at bid price : 24.25 Bid-YTW : 5.49 % |
| CU.PR.C | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 21.69 Evaluated at bid price : 22.06 Bid-YTW : 5.97 % |
| TD.PF.D | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 21.56 Evaluated at bid price : 21.95 Bid-YTW : 6.00 % |
| TRP.PR.F | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.22 % |
| FTS.PR.M | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.58 % |
| GWO.PR.I | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.80 % |
| BAM.PF.G | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.21 % |
| PVS.PR.H | SplitShare | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 5.60 % |
| BAM.PF.B | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.89 % |
| BAM.PF.F | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.11 % |
| BIP.PR.A | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Disc | 52,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.80 % |
| SLF.PR.J | FloatingReset | 28,172 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.98 % |
| GWO.PR.L | Insurance Straight | 23,481 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 22.90 Evaluated at bid price : 23.17 Bid-YTW : 6.18 % |
| PWF.PR.R | Perpetual-Discount | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 6.18 % |
| PWF.PR.G | Perpetual-Discount | 20,262 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 23.61 Evaluated at bid price : 23.88 Bid-YTW : 6.23 % |
| GWO.PR.H | Insurance Straight | 18,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-12 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.10 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.F | Perpetual-Discount | Quote: 19.85 – 24.43 Spot Rate : 4.5800 Average : 2.5264 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 19.90 – 21.15 Spot Rate : 1.2500 Average : 0.8497 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 20.16 – 21.15 Spot Rate : 0.9900 Average : 0.6463 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 24.25 – 25.00 Spot Rate : 0.7500 Average : 0.4475 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 21.15 – 22.17 Spot Rate : 1.0200 Average : 0.7757 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 20.54 – 21.99 Spot Rate : 1.4500 Average : 1.2115 YTW SCENARIO |