| 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 | -0.5169 % | 2,404.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5169 % | 4,611.9 |
| Floater | 9.02 % | 9.25 % | 65,144 | 10.03 | 2 | -0.5169 % | 2,657.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4562 % | 3,286.4 |
| SplitShare | 5.17 % | 7.46 % | 52,304 | 2.76 | 8 | 0.4562 % | 3,924.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4562 % | 3,062.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1388 % | 2,654.3 |
| Perpetual-Discount | 6.42 % | 6.57 % | 100,460 | 13.07 | 35 | -0.1388 % | 2,894.4 |
| FixedReset Disc | 5.42 % | 7.36 % | 97,447 | 12.31 | 62 | 0.0580 % | 2,214.8 |
| Insurance Straight | 6.40 % | 6.45 % | 102,474 | 13.28 | 20 | 0.1685 % | 2,807.4 |
| FloatingReset | 9.46 % | 9.84 % | 44,492 | 9.73 | 2 | 0.8065 % | 2,536.4 |
| FixedReset Prem | 6.32 % | 6.02 % | 399,432 | 4.19 | 2 | 0.2976 % | 2,384.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0580 % | 2,264.0 |
| FixedReset Ins Non | 5.46 % | 7.41 % | 50,650 | 12.43 | 14 | -0.0822 % | 2,302.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.B | FixedReset Disc | -4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 8.26 % |
| BAM.PF.G | FixedReset Disc | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 8.62 % |
| PWF.PR.P | FixedReset Disc | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 8.30 % |
| MFC.PR.L | FixedReset Ins Non | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.98 % |
| FTS.PR.F | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.34 % |
| BAM.PR.K | Floater | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 12.47 Evaluated at bid price : 12.47 Bid-YTW : 9.32 % |
| BAM.PR.X | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 7.62 % |
| FTS.PR.J | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.38 % |
| BAM.PR.T | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 15.12 Evaluated at bid price : 15.12 Bid-YTW : 8.29 % |
| PWF.PR.T | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.46 % |
| SLF.PR.G | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 7.65 % |
| TRP.PR.F | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 9.84 % |
| BMO.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 7.36 % |
| TD.PF.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 7.41 % |
| GWO.PR.M | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 22.31 Evaluated at bid price : 22.58 Bid-YTW : 6.43 % |
| PVS.PR.I | SplitShare | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 7.46 % |
| NA.PR.E | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.86 % |
| BMO.PR.Y | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.26 % |
| TD.PF.D | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.12 % |
| MFC.PR.M | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 7.41 % |
| MIC.PR.A | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.32 % |
| BMO.PR.W | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.23 % |
| IFC.PR.F | Insurance Straight | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.37 % |
| IFC.PR.C | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.44 % |
| FTS.PR.H | FixedReset Disc | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 8.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.I | FixedReset Ins Non | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 21.83 Evaluated at bid price : 22.27 Bid-YTW : 6.69 % |
| BAM.PR.R | FixedReset Disc | 38,707 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 8.26 % |
| BAM.PF.B | FixedReset Disc | 37,634 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 8.26 % |
| SLF.PR.G | FixedReset Ins Non | 33,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 7.65 % |
| TRP.PR.B | FixedReset Disc | 31,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-09 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 8.62 % |
| BAM.PF.H | FixedReset Disc | 30,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.33 Bid-YTW : 6.36 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 21.25 – 23.10 Spot Rate : 1.8500 Average : 1.2295 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 15.95 – 16.95 Spot Rate : 1.0000 Average : 0.7120 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 17.27 – 18.10 Spot Rate : 0.8300 Average : 0.5633 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 19.51 – 20.09 Spot Rate : 0.5800 Average : 0.3849 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 12.55 – 13.24 Spot Rate : 0.6900 Average : 0.5023 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 23.91 – 24.77 Spot Rate : 0.8600 Average : 0.6843 YTW SCENARIO |