| 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 | 0.0000 % | 2,485.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,766.7 |
| Floater | 6.36 % | 6.46 % | 53,347 | 13.16 | 2 | 0.0000 % | 2,747.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1489 % | 3,477.7 |
| SplitShare | 4.89 % | 5.24 % | 38,448 | 3.04 | 8 | -0.1489 % | 4,153.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1489 % | 3,240.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2700 % | 2,832.3 |
| Perpetual-Discount | 6.02 % | 6.13 % | 69,686 | 13.66 | 35 | 0.2700 % | 3,088.5 |
| FixedReset Disc | 4.72 % | 6.24 % | 105,468 | 13.69 | 59 | -0.1615 % | 2,506.8 |
| Insurance Straight | 5.96 % | 6.08 % | 84,032 | 13.72 | 19 | -0.2798 % | 3,019.8 |
| FloatingReset | 7.53 % | 7.84 % | 39,376 | 11.47 | 2 | -0.5947 % | 2,577.8 |
| FixedReset Prem | 5.08 % | 4.43 % | 112,085 | 1.84 | 6 | 0.0327 % | 2,609.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1615 % | 2,562.5 |
| FixedReset Ins Non | 4.73 % | 6.58 % | 60,974 | 13.37 | 14 | -0.5010 % | 2,580.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.80 % |
| CM.PR.O | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.27 % |
| NA.PR.S | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 6.31 % |
| TRP.PR.G | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 7.20 % |
| SLF.PR.E | Insurance Straight | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.85 % |
| SLF.PR.C | Insurance Straight | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.88 % |
| GWO.PR.Y | Insurance Straight | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.11 % |
| BIP.PR.A | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 8.07 % |
| MFC.PR.Q | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 22.19 Evaluated at bid price : 22.90 Bid-YTW : 6.19 % |
| ELF.PR.H | Perpetual-Discount | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 6.24 % |
| SLF.PR.D | Insurance Straight | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 5.87 % |
| MFC.PR.K | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.58 % |
| FTS.PR.F | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.89 % |
| PWF.PR.T | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.25 % |
| SLF.PR.J | FloatingReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 15.34 Evaluated at bid price : 15.34 Bid-YTW : 7.53 % |
| BAM.PR.Z | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.76 Evaluated at bid price : 22.20 Bid-YTW : 6.97 % |
| BMO.PR.S | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 6.08 % |
| MFC.PR.F | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 7.03 % |
| BAM.PR.T | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 7.44 % |
| PWF.PR.F | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 6.12 % |
| POW.PR.D | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.15 % |
| IFC.PR.I | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 23.02 Evaluated at bid price : 23.35 Bid-YTW : 5.87 % |
| NA.PR.W | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.16 % |
| PWF.PR.Z | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 6.04 % |
| IFC.PR.G | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 22.01 Evaluated at bid price : 22.60 Bid-YTW : 6.38 % |
| TRP.PR.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 7.66 % |
| GWO.PR.G | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.16 % |
| BAM.PF.D | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.08 % |
| BAM.PF.F | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.46 % |
| FTS.PR.H | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 7.26 % |
| BAM.PR.X | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.86 % |
| MIC.PR.A | Perpetual-Discount | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.30 Evaluated at bid price : 21.60 Bid-YTW : 6.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.R | Perpetual-Discount | 218,390 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.31 % |
| BAM.PR.K | Floater | 92,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 6.46 % |
| TD.PF.B | FixedReset Disc | 67,284 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.19 % |
| GWO.PR.T | Insurance Straight | 56,388 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.08 % |
| PWF.PR.Z | Perpetual-Discount | 50,715 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 6.04 % |
| TRP.PR.D | FixedReset Disc | 36,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-23 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 7.62 % |
| There were 7 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: 19.19 – 24.43 Spot Rate : 5.2400 Average : 3.1179 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 19.78 – 22.50 Spot Rate : 2.7200 Average : 1.7799 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 16.90 – 18.50 Spot Rate : 1.6000 Average : 1.0964 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.00 – 15.50 Spot Rate : 1.5000 Average : 1.1529 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 21.43 – 22.50 Spot Rate : 1.0700 Average : 0.7404 YTW SCENARIO |
| IFC.PR.K | Perpetual-Discount | Quote: 22.50 – 23.34 Spot Rate : 0.8400 Average : 0.5337 YTW SCENARIO |