| 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 | 0.3462 % | 2,507.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3462 % | 4,809.1 |
| Floater | 6.31 % | 6.41 % | 69,449 | 13.22 | 2 | 0.3462 % | 2,771.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,465.9 |
| SplitShare | 4.91 % | 5.40 % | 36,422 | 3.04 | 8 | 0.0000 % | 4,139.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,229.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3888 % | 2,840.8 |
| Perpetual-Discount | 6.00 % | 6.14 % | 67,853 | 13.66 | 35 | 0.3888 % | 3,097.8 |
| FixedReset Disc | 4.74 % | 6.20 % | 103,539 | 13.73 | 59 | 0.3407 % | 2,514.4 |
| Insurance Straight | 5.94 % | 6.00 % | 80,296 | 13.84 | 19 | 0.2832 % | 3,027.4 |
| FloatingReset | 7.43 % | 7.66 % | 40,660 | 11.66 | 2 | 1.4173 % | 2,613.5 |
| FixedReset Prem | 5.07 % | 4.43 % | 110,503 | 1.83 | 6 | 0.2291 % | 2,612.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3407 % | 2,570.2 |
| FixedReset Ins Non | 4.74 % | 6.54 % | 60,485 | 13.43 | 14 | 0.3845 % | 2,574.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 7.14 % |
| GWO.PR.T | Insurance Straight | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.10 % |
| MFC.PR.M | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.97 % |
| TRP.PR.B | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 7.87 % |
| MFC.PR.J | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.25 Evaluated at bid price : 23.00 Bid-YTW : 6.25 % |
| PWF.PR.Z | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.12 % |
| TRP.PR.A | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 15.77 Evaluated at bid price : 15.77 Bid-YTW : 7.76 % |
| BIP.PR.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.79 % |
| SLF.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.14 % |
| RY.PR.M | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.17 % |
| IAF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 23.09 Evaluated at bid price : 23.81 Bid-YTW : 6.15 % |
| BIP.PR.F | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 23.05 Evaluated at bid price : 23.51 Bid-YTW : 6.47 % |
| BAM.PF.B | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.09 % |
| TRP.PR.C | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 13.43 Evaluated at bid price : 13.43 Bid-YTW : 7.65 % |
| CU.PR.G | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 5.85 % |
| IFC.PR.K | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.08 Evaluated at bid price : 22.40 Bid-YTW : 5.95 % |
| CU.PR.H | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.05 Evaluated at bid price : 22.05 Bid-YTW : 5.99 % |
| FTS.PR.J | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.81 % |
| TRP.PR.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.56 % |
| MFC.PR.K | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.54 % |
| GWO.PR.S | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.56 Evaluated at bid price : 21.85 Bid-YTW : 6.10 % |
| GWO.PR.Y | Insurance Straight | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.00 % |
| BAM.PR.X | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 6.88 % |
| TRP.PR.F | FloatingReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 7.66 % |
| FTS.PR.F | Perpetual-Discount | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.80 % |
| IFC.PR.F | Insurance Straight | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.57 Evaluated at bid price : 22.95 Bid-YTW : 5.86 % |
| IFC.PR.A | FixedReset Ins Non | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.53 % |
| SLF.PR.H | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.85 % |
| TRP.PR.D | FixedReset Disc | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.56 % |
| ELF.PR.H | Perpetual-Discount | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.72 Evaluated at bid price : 23.01 Bid-YTW : 6.05 % |
| POW.PR.D | Perpetual-Discount | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.24 % |
| NA.PR.S | FixedReset Disc | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.64 Evaluated at bid price : 22.06 Bid-YTW : 6.18 % |
| CM.PR.P | FixedReset Disc | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 6.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.B | Floater | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 6.41 % |
| PWF.PR.O | Perpetual-Discount | 32,913 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 22.84 Evaluated at bid price : 23.12 Bid-YTW : 6.34 % |
| GWO.PR.N | FixedReset Ins Non | 25,114 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 6.94 % |
| MFC.PR.I | FixedReset Ins Non | 24,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 23.41 Evaluated at bid price : 24.50 Bid-YTW : 6.12 % |
| TRP.PR.B | FixedReset Disc | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 7.87 % |
| PWF.PR.S | Perpetual-Discount | 14,091 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-25 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.14 % |
| 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: 19.21 – 24.43 Spot Rate : 5.2200 Average : 3.5143 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 18.69 – 20.50 Spot Rate : 1.8100 Average : 1.1325 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 20.50 – 22.00 Spot Rate : 1.5000 Average : 0.9683 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 19.35 – 20.75 Spot Rate : 1.4000 Average : 1.1368 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 18.90 – 19.90 Spot Rate : 1.0000 Average : 0.7493 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 21.70 – 22.45 Spot Rate : 0.7500 Average : 0.5351 YTW SCENARIO |