| 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 | 0.5510 % | 1,908.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5510 % | 3,502.2 |
| Floater | 6.31 % | 6.46 % | 55,821 | 13.26 | 4 | 0.5510 % | 2,018.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1016 % | 3,383.3 |
| SplitShare | 4.66 % | 4.49 % | 54,955 | 4.02 | 7 | 0.1016 % | 4,040.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1016 % | 3,152.5 |
| Perpetual-Premium | 5.61 % | -16.97 % | 66,510 | 0.09 | 6 | 0.0000 % | 2,985.2 |
| Perpetual-Discount | 5.42 % | 5.57 % | 65,696 | 14.48 | 28 | 0.1266 % | 3,163.7 |
| FixedReset Disc | 5.58 % | 5.65 % | 171,666 | 14.25 | 73 | -0.3500 % | 2,056.6 |
| Deemed-Retractible | 5.24 % | 5.84 % | 73,720 | 7.90 | 27 | 0.0396 % | 3,144.1 |
| FloatingReset | 4.54 % | 6.70 % | 61,876 | 7.99 | 3 | -0.8612 % | 2,342.9 |
| FixedReset Prem | 5.25 % | 4.05 % | 129,036 | 1.59 | 14 | -0.0167 % | 2,583.8 |
| FixedReset Bank Non | 1.97 % | 4.32 % | 85,170 | 2.29 | 3 | 0.3612 % | 2,672.1 |
| FixedReset Ins Non | 5.49 % | 8.15 % | 106,051 | 7.87 | 21 | -0.6123 % | 2,103.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -3.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.89 Bid-YTW : 10.98 % |
| IFC.PR.A | FixedReset Ins Non | -3.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.10 Bid-YTW : 10.25 % |
| BAM.PF.B | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 6.26 % |
| CM.PR.Q | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 6.03 % |
| SLF.PR.G | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.10 Bid-YTW : 10.54 % |
| HSE.PR.E | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.15 % |
| HSE.PR.G | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 7.13 % |
| TRP.PR.C | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 6.52 % |
| GWO.PR.T | Deemed-Retractible | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 6.03 % |
| RY.PR.J | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.78 % |
| BMO.PR.Y | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.73 % |
| BIP.PR.A | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 7.17 % |
| HSE.PR.C | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 7.02 % |
| NA.PR.G | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 5.86 % |
| GWO.PR.N | FixedReset Ins Non | -1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.37 Bid-YTW : 9.14 % |
| MFC.PR.I | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.88 Bid-YTW : 7.90 % |
| TRP.PR.B | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 6.42 % |
| GWO.PR.R | Deemed-Retractible | -1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.19 % |
| BMO.PR.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.62 % |
| TD.PF.K | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 5.52 % |
| IAF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.57 % |
| TD.PF.I | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 5.52 % |
| TD.PF.A | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 5.65 % |
| SLF.PR.I | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.05 Bid-YTW : 8.15 % |
| IFC.PR.C | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.35 Bid-YTW : 8.48 % |
| BAM.PR.K | Floater | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 6.54 % |
| BAM.PF.G | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Y | FixedReset Disc | 211,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 23.04 Evaluated at bid price : 24.64 Bid-YTW : 5.25 % |
| BMO.PR.D | FixedReset Disc | 135,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.49 % |
| TD.PF.B | FixedReset Disc | 41,490 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 5.58 % |
| BAM.PR.R | FixedReset Disc | 38,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 14.58 Evaluated at bid price : 14.58 Bid-YTW : 6.41 % |
| MFC.PR.H | FixedReset Ins Non | 37,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.69 Bid-YTW : 6.94 % |
| TRP.PR.E | FixedReset Disc | 36,611 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-19 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 6.28 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.66 – 24.68 Spot Rate : 1.0200 Average : 0.7242 YTW SCENARIO |
| GWO.PR.T | Deemed-Retractible | Quote: 23.35 – 23.99 Spot Rate : 0.6400 Average : 0.4399 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 16.94 – 17.30 Spot Rate : 0.3600 Average : 0.2260 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 22.40 – 22.80 Spot Rate : 0.4000 Average : 0.2852 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 25.61 – 26.02 Spot Rate : 0.4100 Average : 0.2992 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.46 – 25.74 Spot Rate : 0.2800 Average : 0.1923 YTW SCENARIO |