| 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 | 1.5147 % | 2,156.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5147 % | 3,957.0 |
| Floater | 5.43 % | 5.68 % | 39,376 | 14.40 | 3 | 1.5147 % | 2,280.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0941 % | 3,288.0 |
| SplitShare | 4.87 % | 4.69 % | 79,975 | 3.85 | 8 | -0.0941 % | 3,926.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0941 % | 3,063.7 |
| Perpetual-Premium | 5.57 % | -12.13 % | 86,090 | 0.09 | 10 | 0.1299 % | 2,960.6 |
| Perpetual-Discount | 5.36 % | 5.40 % | 74,557 | 14.80 | 23 | 0.1525 % | 3,126.9 |
| FixedReset Disc | 5.21 % | 5.33 % | 196,176 | 15.00 | 61 | -0.2064 % | 2,205.4 |
| Deemed-Retractible | 5.20 % | 5.75 % | 93,132 | 8.16 | 27 | -0.0408 % | 3,087.8 |
| FloatingReset | 4.22 % | 4.23 % | 54,210 | 2.70 | 5 | -0.2248 % | 2,410.5 |
| FixedReset Prem | 5.06 % | 3.58 % | 300,513 | 2.22 | 22 | -0.0776 % | 2,586.8 |
| FixedReset Bank Non | 1.98 % | 3.96 % | 134,431 | 2.72 | 3 | -0.2088 % | 2,633.8 |
| FixedReset Ins Non | 4.97 % | 6.52 % | 111,725 | 8.32 | 22 | -0.5101 % | 2,266.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.G | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 21.35 Evaluated at bid price : 21.64 Bid-YTW : 5.19 % |
| MFC.PR.M | FixedReset Ins Non | -2.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.48 Bid-YTW : 7.59 % |
| NA.PR.E | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 5.33 % |
| MFC.PR.F | FixedReset Ins Non | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.55 Bid-YTW : 8.94 % |
| TD.PF.K | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 5.08 % |
| TD.PF.I | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 22.35 Evaluated at bid price : 22.95 Bid-YTW : 5.04 % |
| TRP.PR.A | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 14.62 Evaluated at bid price : 14.62 Bid-YTW : 6.04 % |
| BMO.PR.D | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 22.20 Evaluated at bid price : 22.69 Bid-YTW : 5.21 % |
| BAM.PR.X | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 5.83 % |
| GWO.PR.N | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.47 Bid-YTW : 8.93 % |
| CM.PR.Q | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.37 % |
| IFC.PR.A | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.25 Bid-YTW : 8.37 % |
| PVS.PR.F | SplitShare | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.96 % |
| IAF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.75 Bid-YTW : 6.46 % |
| MFC.PR.J | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.11 Bid-YTW : 6.52 % |
| EMA.PR.H | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 22.72 Evaluated at bid price : 23.78 Bid-YTW : 5.17 % |
| NA.PR.W | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.43 % |
| CU.PR.C | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 5.34 % |
| CCS.PR.C | Deemed-Retractible | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 5.98 % |
| CM.PR.O | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.29 % |
| BAM.PR.B | Floater | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 12.24 Evaluated at bid price : 12.24 Bid-YTW : 5.69 % |
| PWF.PR.A | Floater | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.12 % |
| HSE.PR.A | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 6.30 % |
| BAM.PR.K | Floater | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 12.26 Evaluated at bid price : 12.26 Bid-YTW : 5.68 % |
| PWF.PR.P | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IGM.PR.B | Perpetual-Discount | 683,011 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-05-08 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.06 % |
| BMO.PR.C | FixedReset Disc | 201,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 22.90 Evaluated at bid price : 23.89 Bid-YTW : 5.08 % |
| GWO.PR.S | Deemed-Retractible | 200,038 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.50 % |
| VNR.PR.A | FixedReset Prem | 179,733 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 23.30 Evaluated at bid price : 25.00 Bid-YTW : 4.35 % |
| TD.PF.C | FixedReset Disc | 124,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.11 % |
| RY.PR.H | FixedReset Disc | 83,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-08 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.13 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset Disc | Quote: 14.62 – 15.35 Spot Rate : 0.7300 Average : 0.4948 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 20.01 – 20.50 Spot Rate : 0.4900 Average : 0.3078 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.48 – 19.00 Spot Rate : 0.5200 Average : 0.3575 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 17.70 – 18.12 Spot Rate : 0.4200 Average : 0.2755 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 20.15 – 20.60 Spot Rate : 0.4500 Average : 0.3065 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 22.95 – 23.35 Spot Rate : 0.4000 Average : 0.3060 YTW SCENARIO |