| 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 | 0.6621 % | 2,771.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6621 % | 5,085.0 |
| Floater | 3.13 % | 3.15 % | 56,842 | 19.36 | 3 | 0.6621 % | 2,930.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2716 % | 3,743.4 |
| SplitShare | 4.58 % | 4.14 % | 52,924 | 3.89 | 5 | 0.2716 % | 4,470.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2716 % | 3,488.0 |
| Perpetual-Premium | 5.07 % | -13.18 % | 55,684 | 0.09 | 32 | 0.0257 % | 3,281.8 |
| Perpetual-Discount | 4.70 % | 4.82 % | 37,721 | 15.82 | 2 | 0.0203 % | 3,879.6 |
| FixedReset Disc | 3.83 % | 3.70 % | 109,059 | 17.12 | 40 | 0.0527 % | 2,901.4 |
| Insurance Straight | 4.90 % | -0.61 % | 80,160 | 0.09 | 20 | -0.0765 % | 3,707.3 |
| FloatingReset | 2.53 % | 2.81 % | 25,479 | 20.22 | 2 | 0.7143 % | 2,861.1 |
| FixedReset Prem | 4.69 % | 2.94 % | 128,195 | 1.97 | 31 | 0.0188 % | 2,761.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0527 % | 2,965.8 |
| FixedReset Ins Non | 4.05 % | 3.67 % | 102,690 | 17.35 | 19 | -0.0673 % | 2,978.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.45 % |
| BAM.PR.M | Perpetual-Premium | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 24.15 Evaluated at bid price : 24.40 Bid-YTW : 4.90 % |
| BAM.PR.Z | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 24.52 Evaluated at bid price : 24.85 Bid-YTW : 4.31 % |
| BAM.PF.B | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 22.98 Evaluated at bid price : 23.82 Bid-YTW : 4.16 % |
| RS.PR.A | SplitShare | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 11.15 Bid-YTW : 2.44 % |
| TRP.PR.F | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 2.81 % |
| BAM.PR.B | Floater | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |
| BNS.PR.I | FixedReset Prem | 1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 3.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 231,727 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 23.18 Evaluated at bid price : 24.40 Bid-YTW : 3.57 % |
| BMO.PR.C | FixedReset Prem | 90,730 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.94 % |
| RY.PR.J | FixedReset Disc | 62,575 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.30 % |
| TD.PF.A | FixedReset Disc | 57,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 23.09 Evaluated at bid price : 24.26 Bid-YTW : 3.57 % |
| RY.PR.Z | FixedReset Disc | 48,408 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 23.22 Evaluated at bid price : 24.41 Bid-YTW : 3.56 % |
| PWF.PF.A | Perpetual-Discount | 44,970 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-21 Maturity Price : 24.09 Evaluated at bid price : 24.47 Bid-YTW : 4.60 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.83 Spot Rate : 2.1800 Average : 1.8751 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 26.27 – 26.89 Spot Rate : 0.6200 Average : 0.4032 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 24.12 – 24.65 Spot Rate : 0.5300 Average : 0.3383 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.35 – 21.20 Spot Rate : 0.8500 Average : 0.6881 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.70 Spot Rate : 1.5000 Average : 1.3782 YTW SCENARIO |
| BAM.PR.M | Perpetual-Premium | Quote: 24.40 – 24.91 Spot Rate : 0.5100 Average : 0.3920 YTW SCENARIO |