| 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 | -0.0818 % | 1,586.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0818 % | 2,911.6 |
| Floater | 5.26 % | 5.33 % | 56,655 | 14.91 | 3 | -0.0818 % | 1,678.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1340 % | 3,491.3 |
| SplitShare | 4.68 % | 4.72 % | 46,168 | 3.27 | 8 | 0.1340 % | 4,169.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1340 % | 3,253.1 |
| Perpetual-Premium | 5.57 % | 4.77 % | 79,007 | 4.05 | 4 | 0.0498 % | 3,086.5 |
| Perpetual-Discount | 5.48 % | 5.67 % | 77,878 | 14.38 | 31 | 0.0900 % | 3,329.5 |
| FixedReset Disc | 5.74 % | 4.45 % | 124,816 | 16.10 | 67 | 0.1344 % | 1,997.0 |
| Deemed-Retractible | 5.24 % | 5.33 % | 91,572 | 14.55 | 27 | 0.1570 % | 3,276.1 |
| FloatingReset | 2.96 % | 2.35 % | 35,156 | 1.46 | 3 | -0.8601 % | 1,749.8 |
| FixedReset Prem | 5.27 % | 4.36 % | 237,736 | 0.94 | 11 | 0.1371 % | 2,606.2 |
| FixedReset Bank Non | 1.95 % | 2.46 % | 107,983 | 1.46 | 2 | 0.3038 % | 2,836.6 |
| FixedReset Ins Non | 5.80 % | 4.53 % | 94,028 | 16.02 | 22 | 0.4779 % | 2,051.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.F | FixedReset Disc | -12.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.87 % |
| SLF.PR.J | FloatingReset | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 9.00 Evaluated at bid price : 9.00 Bid-YTW : 4.43 % |
| MFC.PR.L | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 4.81 % |
| SLF.PR.G | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 4.33 % |
| IFC.PR.C | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 4.67 % |
| BAM.PF.D | Perpetual-Discount | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.91 Evaluated at bid price : 21.91 Bid-YTW : 5.67 % |
| BAM.PR.R | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 5.42 % |
| TD.PF.D | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 4.23 % |
| CM.PR.T | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 22.14 Evaluated at bid price : 22.63 Bid-YTW : 4.33 % |
| TRP.PR.K | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 23.44 Evaluated at bid price : 23.80 Bid-YTW : 5.22 % |
| PWF.PR.T | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.62 % |
| IAF.PR.B | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.33 % |
| MFC.PR.K | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 4.46 % |
| RY.PR.H | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 4.06 % |
| BMO.PR.D | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.31 Evaluated at bid price : 21.61 Bid-YTW : 4.12 % |
| BAM.PF.H | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 23.76 Evaluated at bid price : 24.52 Bid-YTW : 5.12 % |
| RY.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.08 % |
| NA.PR.S | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.45 % |
| TRP.PR.C | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 5.41 % |
| TRP.PR.A | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 5.35 % |
| CM.PR.Q | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.45 % |
| TD.PF.E | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.19 % |
| PWF.PR.P | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 10.01 Evaluated at bid price : 10.01 Bid-YTW : 4.82 % |
| RY.PR.M | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.97 % |
| SLF.PR.I | FixedReset Ins Non | 13.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 4.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.F | FloatingReset | 120,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 2.35 % |
| BAM.PR.X | FixedReset Disc | 95,797 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 5.36 % |
| IAF.PR.I | FixedReset Ins Non | 90,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.33 % |
| RY.PR.M | FixedReset Disc | 65,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.97 % |
| BMO.PR.D | FixedReset Disc | 54,125 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.31 Evaluated at bid price : 21.61 Bid-YTW : 4.12 % |
| CM.PR.R | FixedReset Disc | 50,683 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-06 Maturity Price : 21.31 Evaluated at bid price : 21.61 Bid-YTW : 4.37 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.F | FixedReset Disc | Quote: 21.00 – 24.06 Spot Rate : 3.0600 Average : 1.6991 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 24.90 – 25.68 Spot Rate : 0.7800 Average : 0.4605 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 16.25 – 16.99 Spot Rate : 0.7400 Average : 0.4945 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 10.10 – 10.91 Spot Rate : 0.8100 Average : 0.5832 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 21.95 – 22.49 Spot Rate : 0.5400 Average : 0.3179 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.91 – 22.50 Spot Rate : 0.5900 Average : 0.3994 YTW SCENARIO |