| 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 | 0.2504 % | 2,041.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2504 % | 3,745.6 |
| Floater | 5.76 % | 6.10 % | 49,003 | 13.70 | 3 | 0.2504 % | 2,158.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0453 % | 3,290.3 |
| SplitShare | 4.68 % | 4.92 % | 77,812 | 4.26 | 7 | -0.0453 % | 3,929.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0453 % | 3,065.8 |
| Perpetual-Premium | 5.53 % | 3.29 % | 89,981 | 0.09 | 12 | -0.0198 % | 2,952.6 |
| Perpetual-Discount | 5.42 % | 5.46 % | 73,455 | 14.69 | 20 | 0.1542 % | 3,112.4 |
| FixedReset Disc | 5.29 % | 5.41 % | 155,737 | 14.92 | 63 | 0.3024 % | 2,174.3 |
| Deemed-Retractible | 5.23 % | 5.82 % | 92,738 | 8.05 | 27 | 0.2868 % | 3,078.8 |
| FloatingReset | 3.95 % | 4.37 % | 48,000 | 2.60 | 4 | 0.9126 % | 2,420.4 |
| FixedReset Prem | 5.11 % | 3.78 % | 252,811 | 2.12 | 21 | 0.0816 % | 2,586.2 |
| FixedReset Bank Non | 1.98 % | 4.00 % | 147,543 | 2.62 | 3 | 0.0417 % | 2,649.7 |
| FixedReset Ins Non | 5.09 % | 6.81 % | 98,246 | 8.25 | 22 | 0.1046 % | 2,230.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.48 Bid-YTW : 9.03 % |
| TRP.PR.G | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 6.04 % |
| CU.PR.D | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 22.19 Evaluated at bid price : 22.50 Bid-YTW : 5.44 % |
| BAM.PF.E | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 17.28 Evaluated at bid price : 17.28 Bid-YTW : 6.11 % |
| BIP.PR.D | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 22.40 Evaluated at bid price : 22.92 Bid-YTW : 5.85 % |
| RY.PR.S | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 21.34 Evaluated at bid price : 21.63 Bid-YTW : 4.84 % |
| CM.PR.P | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 5.45 % |
| TD.PF.A | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 5.26 % |
| IFC.PR.C | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.27 Bid-YTW : 7.85 % |
| BMO.PR.S | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.29 % |
| SLF.PR.J | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.79 Bid-YTW : 9.25 % |
| CCS.PR.C | Deemed-Retractible | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 5.98 % |
| SLF.PR.I | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.29 Bid-YTW : 6.76 % |
| BIP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.11 % |
| BAM.PF.A | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.70 % |
| IFC.PR.E | Deemed-Retractible | 1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.82 % |
| TRP.PR.F | FloatingReset | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 6.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.W | Perpetual-Premium | 86,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-06-13 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.29 % |
| MFC.PR.L | FixedReset Ins Non | 46,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.26 Bid-YTW : 8.12 % |
| IAF.PR.I | FixedReset Ins Non | 39,218 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.26 Bid-YTW : 6.04 % |
| CU.PR.I | FixedReset Prem | 38,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.03 % |
| TD.PF.A | FixedReset Disc | 36,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-14 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 5.26 % |
| TRP.PR.K | FixedReset Prem | 34,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 4.29 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset Disc | Quote: 12.51 – 13.15 Spot Rate : 0.6400 Average : 0.4512 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 18.37 – 18.94 Spot Rate : 0.5700 Average : 0.3840 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 13.03 – 13.50 Spot Rate : 0.4700 Average : 0.3356 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.48 – 14.88 Spot Rate : 0.4000 Average : 0.2708 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 13.60 – 13.99 Spot Rate : 0.3900 Average : 0.2626 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 18.64 – 19.05 Spot Rate : 0.4100 Average : 0.3029 YTW SCENARIO |