| 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 | -0.0581 % | 1,948.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0581 % | 3,575.1 |
| Floater | 6.03 % | 6.44 % | 70,193 | 13.15 | 3 | -0.0581 % | 2,060.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0570 % | 3,310.7 |
| SplitShare | 4.70 % | 4.78 % | 76,911 | 4.24 | 7 | 0.0570 % | 3,953.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0570 % | 3,084.8 |
| Perpetual-Premium | 5.62 % | -10.01 % | 77,511 | 0.09 | 7 | -0.0506 % | 2,939.2 |
| Perpetual-Discount | 5.51 % | 5.63 % | 66,656 | 14.40 | 26 | 0.0237 % | 3,055.4 |
| FixedReset Disc | 5.51 % | 5.40 % | 172,976 | 14.72 | 70 | -0.0836 % | 2,071.0 |
| Deemed-Retractible | 5.31 % | 5.94 % | 90,520 | 8.03 | 27 | 0.0852 % | 3,055.5 |
| FloatingReset | 4.10 % | 4.96 % | 53,236 | 2.52 | 4 | 0.3734 % | 2,330.4 |
| FixedReset Prem | 5.13 % | 3.97 % | 207,266 | 1.86 | 16 | -0.1216 % | 2,569.6 |
| FixedReset Bank Non | 1.99 % | 4.37 % | 157,715 | 2.55 | 3 | -0.1117 % | 2,632.4 |
| FixedReset Ins Non | 5.29 % | 7.33 % | 95,910 | 8.16 | 22 | -0.2409 % | 2,151.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.37 % |
| PWF.PR.A | Floater | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 5.59 % |
| BMO.PR.C | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 22.19 Evaluated at bid price : 22.60 Bid-YTW : 5.21 % |
| MFC.PR.G | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.04 Bid-YTW : 7.50 % |
| BMO.PR.D | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 5.36 % |
| NA.PR.G | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.25 % |
| BAM.PF.B | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 6.19 % |
| BAM.PF.A | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.00 % |
| MFC.PR.K | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.54 Bid-YTW : 7.61 % |
| NA.PR.S | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.68 % |
| BIP.PR.F | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.15 % |
| MFC.PR.I | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.57 Bid-YTW : 7.29 % |
| TRP.PR.B | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 11.27 Evaluated at bid price : 11.27 Bid-YTW : 5.90 % |
| BAM.PF.J | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 22.46 Evaluated at bid price : 23.13 Bid-YTW : 5.19 % |
| MFC.PR.J | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.52 Bid-YTW : 7.35 % |
| TRP.PR.C | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 12.31 Evaluated at bid price : 12.31 Bid-YTW : 5.92 % |
| W.PR.K | FixedReset Prem | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.21 % |
| IAF.PR.G | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.46 % |
| GWO.PR.P | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 5.78 % |
| MFC.PR.F | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.45 Bid-YTW : 9.75 % |
| BNS.PR.I | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 4.78 % |
| TRP.PR.F | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 13.59 Evaluated at bid price : 13.59 Bid-YTW : 6.62 % |
| RY.PR.M | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.30 % |
| BAM.PR.B | Floater | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 10.96 Evaluated at bid price : 10.96 Bid-YTW : 6.44 % |
| CM.PR.Q | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.56 % |
| IAF.PR.B | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.77 Bid-YTW : 6.29 % |
| CU.PR.C | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.42 % |
| BIP.PR.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 84,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.59 % |
| CM.PR.Y | FixedReset Disc | 80,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 22.90 Evaluated at bid price : 24.32 Bid-YTW : 5.16 % |
| IAF.PR.G | FixedReset Ins Non | 39,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.46 % |
| TD.PF.K | FixedReset Disc | 30,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 5.23 % |
| CM.PR.S | FixedReset Disc | 29,592 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 5.39 % |
| BAM.PR.X | FixedReset Disc | 27,847 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-11 Maturity Price : 12.91 Evaluated at bid price : 12.91 Bid-YTW : 6.15 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 19.31 – 20.00 Spot Rate : 0.6900 Average : 0.5351 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 18.50 – 18.88 Spot Rate : 0.3800 Average : 0.2433 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.96 – 23.34 Spot Rate : 0.3800 Average : 0.2435 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.50 – 25.88 Spot Rate : 0.3800 Average : 0.2532 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.60 – 15.00 Spot Rate : 0.4000 Average : 0.2796 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 16.81 – 17.14 Spot Rate : 0.3300 Average : 0.2182 YTW SCENARIO |