| 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 % | 2,498.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,792.5 |
| Floater | 7.34 % | 7.36 % | 51,559 | 12.13 | 2 | 0.0000 % | 2,761.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0052 % | 3,449.9 |
| SplitShare | 4.93 % | 5.81 % | 28,818 | 2.97 | 8 | 0.0052 % | 4,119.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0052 % | 3,214.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0054 % | 2,785.2 |
| Perpetual-Discount | 6.12 % | 6.26 % | 62,951 | 13.51 | 35 | -0.0054 % | 3,037.1 |
| FixedReset Disc | 4.80 % | 6.47 % | 94,626 | 13.28 | 58 | 0.0982 % | 2,468.2 |
| Insurance Straight | 6.16 % | 6.19 % | 75,503 | 13.69 | 19 | -0.1200 % | 2,922.0 |
| FloatingReset | 7.85 % | 8.03 % | 37,174 | 11.38 | 2 | 0.1867 % | 2,613.5 |
| FixedReset Prem | 5.15 % | 5.32 % | 106,590 | 1.76 | 6 | -0.0332 % | 2,572.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0982 % | 2,523.0 |
| FixedReset Ins Non | 4.86 % | 6.97 % | 51,770 | 12.94 | 14 | -0.3877 % | 2,509.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.Q | FixedReset Ins Non | -6.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 7.14 % |
| BAM.PR.R | FixedReset Disc | -3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 8.01 % |
| NA.PR.G | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 22.80 Evaluated at bid price : 23.30 Bid-YTW : 6.47 % |
| RY.PR.M | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 20.68 Evaluated at bid price : 20.68 Bid-YTW : 6.49 % |
| GWO.PR.G | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.37 % |
| GWO.PR.M | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 6.31 % |
| IFC.PR.C | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 7.16 % |
| IFC.PR.K | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 6.02 % |
| BAM.PR.Z | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 7.07 % |
| FTS.PR.H | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 13.93 Evaluated at bid price : 13.93 Bid-YTW : 7.59 % |
| BAM.PR.T | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.66 % |
| MFC.PR.F | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.23 % |
| BAM.PF.I | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.63 % |
| BIP.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 22.24 Evaluated at bid price : 22.97 Bid-YTW : 6.78 % |
| BAM.PF.F | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 7.63 % |
| SLF.PR.H | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.97 % |
| BAM.PF.A | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.16 % |
| GWO.PR.P | Insurance Straight | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 6.29 % |
| BAM.PF.E | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.62 % |
| NA.PR.S | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 6.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.E | Perpetual-Discount | 32,022 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 21.72 Evaluated at bid price : 21.97 Bid-YTW : 6.35 % |
| NA.PR.C | FixedReset Disc | 30,785 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 6.54 % |
| BAM.PF.E | FixedReset Disc | 19,109 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-15 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.62 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 18.63 – 20.88 Spot Rate : 2.2500 Average : 1.7769 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 16.50 – 17.90 Spot Rate : 1.4000 Average : 0.9916 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 20.42 – 22.51 Spot Rate : 2.0900 Average : 1.6943 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 20.70 – 23.46 Spot Rate : 2.7600 Average : 2.4235 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 23.50 – 24.60 Spot Rate : 1.1000 Average : 0.7694 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 21.42 – 22.50 Spot Rate : 1.0800 Average : 0.7834 YTW SCENARIO |