| 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 | 0.2895 % | 1,939.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2895 % | 3,559.6 |
| Floater | 6.14 % | 6.33 % | 36,813 | 13.46 | 4 | 0.2895 % | 2,051.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1759 % | 3,328.0 |
| SplitShare | 4.68 % | 4.67 % | 84,260 | 4.18 | 7 | 0.1759 % | 3,974.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1759 % | 3,100.9 |
| Perpetual-Premium | 5.59 % | -12.75 % | 66,179 | 0.09 | 7 | 0.0503 % | 2,964.0 |
| Perpetual-Discount | 5.46 % | 5.54 % | 60,433 | 14.50 | 25 | 0.0783 % | 3,100.5 |
| FixedReset Disc | 5.40 % | 5.27 % | 171,743 | 15.02 | 69 | 0.5035 % | 2,122.8 |
| Deemed-Retractible | 5.24 % | 5.94 % | 76,065 | 8.00 | 27 | 0.1285 % | 3,100.1 |
| FloatingReset | 4.06 % | 4.29 % | 46,785 | 2.48 | 4 | 0.1188 % | 2,354.6 |
| FixedReset Prem | 5.12 % | 3.65 % | 174,415 | 1.95 | 17 | 0.0114 % | 2,593.6 |
| FixedReset Bank Non | 1.98 % | 3.89 % | 121,481 | 2.49 | 3 | 0.0278 % | 2,655.4 |
| FixedReset Ins Non | 5.28 % | 7.42 % | 90,049 | 8.09 | 22 | 0.5149 % | 2,156.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EMA.PR.H | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 22.95 Evaluated at bid price : 24.25 Bid-YTW : 5.05 % |
| IFC.PR.A | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.15 Bid-YTW : 9.19 % |
| MFC.PR.L | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.94 Bid-YTW : 8.26 % |
| TD.PF.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 5.21 % |
| TRP.PR.G | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.97 % |
| IFC.PR.G | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 7.02 % |
| SLF.PR.G | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.80 Bid-YTW : 9.64 % |
| NA.PR.G | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 21.34 Evaluated at bid price : 21.64 Bid-YTW : 5.11 % |
| IAF.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.05 Bid-YTW : 6.79 % |
| TD.PF.K | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 5.12 % |
| BAM.PR.X | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 6.10 % |
| BMO.PR.W | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 5.31 % |
| RY.PR.S | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.77 % |
| MFC.PR.K | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.59 Bid-YTW : 7.64 % |
| BMO.PR.T | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 5.27 % |
| BMO.PR.S | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 5.15 % |
| CM.PR.P | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.33 % |
| TRP.PR.D | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 5.75 % |
| GWO.PR.N | FixedReset Ins Non | 2.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.40 Bid-YTW : 8.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 120,059 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.33 % |
| CM.PR.P | FixedReset Disc | 72,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.33 % |
| HSE.PR.G | FixedReset Disc | 51,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 6.30 % |
| HSE.PR.E | FixedReset Disc | 51,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 6.37 % |
| BAM.PR.T | FixedReset Disc | 48,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 6.17 % |
| BAM.PF.G | FixedReset Disc | 42,123 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-04 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 6.18 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.R | FixedReset Disc | Quote: 22.05 – 22.55 Spot Rate : 0.5000 Average : 0.3025 YTW SCENARIO |
| EMA.PR.H | FixedReset Disc | Quote: 24.25 – 24.70 Spot Rate : 0.4500 Average : 0.3062 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 18.35 – 18.81 Spot Rate : 0.4600 Average : 0.3324 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 15.06 – 15.40 Spot Rate : 0.3400 Average : 0.2200 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 19.27 – 19.65 Spot Rate : 0.3800 Average : 0.2629 YTW SCENARIO |
| BMO.PR.E | FixedReset Disc | Quote: 21.17 – 21.45 Spot Rate : 0.2800 Average : 0.1673 YTW SCENARIO |