| 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 | 3.13 % | 3.66 % | 42,614 | 19.87 | 1 | 0.4615 % | 2,790.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.8326 % | 5,093.7 |
| Floater | 3.13 % | 3.15 % | 70,813 | 19.36 | 3 | 1.8326 % | 2,935.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2353 % | 3,658.0 |
| SplitShare | 4.69 % | 4.30 % | 43,324 | 3.60 | 6 | 0.2353 % | 4,368.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2353 % | 3,408.4 |
| Perpetual-Premium | 5.17 % | -5.91 % | 44,980 | 0.09 | 23 | 0.0510 % | 3,247.1 |
| Perpetual-Discount | 4.79 % | 4.84 % | 60,078 | 15.81 | 11 | -0.0594 % | 3,834.5 |
| FixedReset Disc | 4.05 % | 4.08 % | 116,227 | 17.31 | 42 | -0.4918 % | 2,779.8 |
| Insurance Straight | 4.98 % | 4.51 % | 95,738 | 4.23 | 19 | 0.0990 % | 3,644.6 |
| FloatingReset | 2.52 % | 2.85 % | 32,443 | 20.11 | 2 | -0.1503 % | 2,695.5 |
| FixedReset Prem | 4.75 % | 3.83 % | 113,150 | 2.28 | 28 | -0.0084 % | 2,705.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4918 % | 2,841.5 |
| FixedReset Ins Non | 4.13 % | 3.92 % | 84,866 | 17.27 | 19 | -0.0482 % | 2,915.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.72 % |
| BAM.PR.X | FixedReset Disc | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 16.32 Evaluated at bid price : 16.32 Bid-YTW : 4.80 % |
| RY.PR.J | FixedReset Disc | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.84 Evaluated at bid price : 23.83 Bid-YTW : 4.07 % |
| BAM.PF.F | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 21.92 Evaluated at bid price : 22.20 Bid-YTW : 4.69 % |
| TD.PF.E | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.93 Evaluated at bid price : 24.15 Bid-YTW : 4.11 % |
| BAM.PF.A | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 23.13 Evaluated at bid price : 23.50 Bid-YTW : 4.57 % |
| ELF.PR.G | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 4.98 % |
| FTS.PR.M | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.08 Evaluated at bid price : 22.45 Bid-YTW : 4.27 % |
| BMO.PR.Y | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.89 Evaluated at bid price : 24.00 Bid-YTW : 3.97 % |
| FTS.PR.H | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.08 % |
| FTS.PR.K | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 4.22 % |
| BAM.PR.Z | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.77 Evaluated at bid price : 23.30 Bid-YTW : 4.60 % |
| TRP.PR.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 4.50 % |
| BAM.PF.G | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 21.79 Evaluated at bid price : 22.10 Bid-YTW : 4.52 % |
| TRP.PR.E | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 4.56 % |
| BAM.PF.E | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.68 % |
| BAM.PF.B | FixedReset Disc | 4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 21.98 Evaluated at bid price : 22.22 Bid-YTW : 4.52 % |
| BAM.PR.K | Floater | 5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Q | FixedReset Disc | 113,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.90 Evaluated at bid price : 24.02 Bid-YTW : 4.05 % |
| BAM.PR.Z | FixedReset Disc | 69,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 22.77 Evaluated at bid price : 23.30 Bid-YTW : 4.60 % |
| BMO.PR.F | FixedReset Prem | 57,645 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.95 % |
| TD.PF.M | FixedReset Prem | 56,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 3.83 % |
| CM.PR.R | FixedReset Prem | 53,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.30 % |
| BNS.PR.I | FixedReset Prem | 44,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-16 Maturity Price : 23.64 Evaluated at bid price : 25.25 Bid-YTW : 3.77 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.E | FixedReset Disc | Quote: 24.15 – 25.20 Spot Rate : 1.0500 Average : 0.6740 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.80 – 20.25 Spot Rate : 1.4500 Average : 1.2211 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.83 – 24.83 Spot Rate : 1.0000 Average : 0.7914 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.20 – 22.97 Spot Rate : 0.7700 Average : 0.5674 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 23.91 – 24.84 Spot Rate : 0.9300 Average : 0.7497 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 13.54 – 14.09 Spot Rate : 0.5500 Average : 0.3729 YTW SCENARIO |