| 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 | 0.2233 % | 1,414.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2233 % | 2,595.8 |
| Floater | 5.46 % | 5.84 % | 32,284 | 14.05 | 4 | 0.2233 % | 1,495.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2892 % | 3,426.8 |
| SplitShare | 4.90 % | 5.14 % | 60,962 | 3.89 | 7 | 0.2892 % | 4,092.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2892 % | 3,193.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3001 % | 2,955.2 |
| Perpetual-Discount | 5.69 % | 5.93 % | 77,736 | 13.94 | 35 | 0.3001 % | 3,169.7 |
| FixedReset Disc | 6.47 % | 5.36 % | 175,607 | 14.50 | 83 | -0.2678 % | 1,761.6 |
| Deemed-Retractible | 5.45 % | 5.65 % | 88,080 | 14.22 | 27 | 0.3420 % | 3,138.5 |
| FloatingReset | 5.00 % | 5.04 % | 45,502 | 15.49 | 3 | -0.9992 % | 1,742.1 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2678 % | 2,436.2 |
| FixedReset Bank Non | 2.00 % | 3.60 % | 147,038 | 1.63 | 2 | 0.1862 % | 2,760.5 |
| FixedReset Ins Non | 6.76 % | 5.51 % | 107,847 | 14.43 | 22 | -0.2326 % | 1,766.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -14.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 6.30 % |
| SLF.PR.G | FixedReset Ins Non | -5.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 8.70 Evaluated at bid price : 8.70 Bid-YTW : 5.24 % |
| MFC.PR.F | FixedReset Ins Non | -4.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 8.55 Evaluated at bid price : 8.55 Bid-YTW : 5.39 % |
| IFC.PR.A | FixedReset Ins Non | -4.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 5.66 % |
| CU.PR.C | FixedReset Disc | -4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.82 % |
| TRP.PR.F | FloatingReset | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 9.48 Evaluated at bid price : 9.48 Bid-YTW : 5.53 % |
| SLF.PR.H | FixedReset Ins Non | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 5.51 % |
| TRP.PR.G | FixedReset Disc | -2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.26 % |
| TD.PF.E | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 5.42 % |
| HSE.PR.G | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 10.18 Evaluated at bid price : 10.18 Bid-YTW : 9.94 % |
| BAM.PF.B | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 6.15 % |
| TD.PF.K | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 5.30 % |
| PWF.PR.T | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.63 % |
| BIP.PR.F | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.55 % |
| TRP.PR.K | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 22.25 Evaluated at bid price : 22.55 Bid-YTW : 5.45 % |
| RY.PR.M | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 5.30 % |
| PWF.PR.A | Floater | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 9.10 Evaluated at bid price : 9.10 Bid-YTW : 4.75 % |
| CM.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.29 % |
| BIK.PR.A | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 22.20 Evaluated at bid price : 22.75 Bid-YTW : 6.41 % |
| SLF.PR.I | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.91 Evaluated at bid price : 14.91 Bid-YTW : 5.38 % |
| SLF.PR.J | FloatingReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 9.05 Evaluated at bid price : 9.05 Bid-YTW : 4.38 % |
| MFC.PR.M | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.18 Evaluated at bid price : 14.18 Bid-YTW : 5.37 % |
| POW.PR.G | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 23.66 Evaluated at bid price : 23.95 Bid-YTW : 5.93 % |
| TD.PF.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.43 Evaluated at bid price : 14.43 Bid-YTW : 5.11 % |
| IAF.PR.G | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.54 % |
| CCS.PR.C | Deemed-Retractible | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.80 % |
| POW.PR.A | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 5.86 % |
| HSE.PR.A | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 6.10 Evaluated at bid price : 6.10 Bid-YTW : 9.09 % |
| IFC.PR.E | Deemed-Retractible | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 22.99 Evaluated at bid price : 23.34 Bid-YTW : 5.65 % |
| POW.PR.D | Perpetual-Discount | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.80 % |
| MFC.PR.I | FixedReset Ins Non | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 5.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 104,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 5.20 % |
| BMO.PR.D | FixedReset Disc | 58,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.35 % |
| TD.PF.A | FixedReset Disc | 56,401 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.43 Evaluated at bid price : 14.43 Bid-YTW : 5.11 % |
| BNS.PR.H | FixedReset Disc | 45,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 22.34 Evaluated at bid price : 22.70 Bid-YTW : 5.13 % |
| NA.PR.C | FixedReset Disc | 44,303 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 5.66 % |
| BMO.PR.S | FixedReset Disc | 43,733 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-01 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 5.38 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.F | Perpetual-Discount | Quote: 23.46 – 24.49 Spot Rate : 1.0300 Average : 0.5795 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 8.15 – 9.70 Spot Rate : 1.5500 Average : 1.2480 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 11.40 – 11.95 Spot Rate : 0.5500 Average : 0.3144 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 14.15 – 14.76 Spot Rate : 0.6100 Average : 0.3869 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 8.70 – 9.31 Spot Rate : 0.6100 Average : 0.4233 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.20 – 23.75 Spot Rate : 0.5500 Average : 0.3660 YTW SCENARIO |