| 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 | 1.1893 % | 1,990.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1893 % | 3,652.5 |
| Floater | 6.13 % | 6.21 % | 58,235 | 13.63 | 4 | 1.1893 % | 2,104.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0168 % | 3,441.9 |
| SplitShare | 4.63 % | 4.13 % | 42,946 | 3.84 | 7 | 0.0168 % | 4,110.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0168 % | 3,207.1 |
| Perpetual-Premium | 5.53 % | -16.78 % | 56,415 | 0.09 | 10 | 0.0547 % | 3,048.5 |
| Perpetual-Discount | 5.30 % | 5.39 % | 71,015 | 14.77 | 25 | 0.0091 % | 3,267.6 |
| FixedReset Disc | 5.59 % | 5.78 % | 202,768 | 14.20 | 66 | 0.9170 % | 2,112.8 |
| Deemed-Retractible | 5.18 % | 5.29 % | 74,585 | 14.91 | 27 | -0.0204 % | 3,215.1 |
| FloatingReset | 6.13 % | 6.38 % | 134,799 | 13.39 | 2 | 1.6504 % | 2,509.5 |
| FixedReset Prem | 5.11 % | 3.58 % | 152,930 | 1.54 | 20 | -0.0443 % | 2,632.5 |
| FixedReset Bank Non | 1.95 % | 3.94 % | 60,272 | 2.07 | 3 | 0.0549 % | 2,711.3 |
| FixedReset Ins Non | 5.49 % | 5.85 % | 131,491 | 14.11 | 22 | 0.7558 % | 2,132.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.12 % |
| BIK.PR.A | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 5.17 % |
| TD.PF.C | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.71 % |
| BAM.PF.J | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 23.37 Evaluated at bid price : 25.00 Bid-YTW : 4.66 % |
| CM.PR.Y | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 23.03 Evaluated at bid price : 24.56 Bid-YTW : 5.28 % |
| TD.PF.K | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 5.66 % |
| NA.PR.G | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.98 % |
| BMO.PR.Y | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.74 % |
| CM.PR.Q | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.95 % |
| SLF.PR.I | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.85 % |
| CM.PR.P | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 5.98 % |
| BAM.PF.G | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.24 % |
| CM.PR.O | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 5.92 % |
| BAM.PR.T | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.27 % |
| HSE.PR.C | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 7.13 % |
| RY.PR.S | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 5.58 % |
| NA.PR.S | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.91 % |
| SLF.PR.H | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 5.97 % |
| BMO.PR.E | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 5.73 % |
| BAM.PR.B | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 6.21 % |
| BMO.PR.T | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 5.70 % |
| BAM.PR.C | Floater | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 11.06 Evaluated at bid price : 11.06 Bid-YTW : 6.26 % |
| BAM.PF.E | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 6.24 % |
| BIP.PR.A | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 6.18 % |
| EMA.PR.F | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 6.31 % |
| MFC.PR.N | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 5.87 % |
| TRP.PR.E | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.18 % |
| BAM.PF.B | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 5.95 % |
| BAM.PR.K | Floater | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 6.21 % |
| TRP.PR.B | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 11.61 Evaluated at bid price : 11.61 Bid-YTW : 6.19 % |
| TRP.PR.C | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 6.38 % |
| PWF.PR.P | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 6.15 % |
| HSE.PR.G | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.33 % |
| BMO.PR.S | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 5.61 % |
| IFC.PR.G | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.00 % |
| SLF.PR.G | FixedReset Ins Non | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 12.96 Evaluated at bid price : 12.96 Bid-YTW : 5.80 % |
| IFC.PR.A | FixedReset Ins Non | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 14.67 Evaluated at bid price : 14.67 Bid-YTW : 5.80 % |
| NA.PR.W | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 6.00 % |
| TRP.PR.D | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 6.11 % |
| MFC.PR.F | FixedReset Ins Non | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 5.88 % |
| GWO.PR.N | FixedReset Ins Non | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.32 % |
| SLF.PR.J | FloatingReset | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 5.89 % |
| BAM.PR.X | FixedReset Disc | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 6.17 % |
| HSE.PR.A | FixedReset Disc | 4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 11.07 Evaluated at bid price : 11.07 Bid-YTW : 7.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 179,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 6.15 % |
| CM.PR.R | FixedReset Disc | 145,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 5.85 % |
| CM.PR.S | FixedReset Disc | 143,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 5.89 % |
| TD.PF.J | FixedReset Disc | 135,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 5.72 % |
| BNS.PR.G | FixedReset Prem | 129,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.53 % |
| MFC.PR.M | FixedReset Ins Non | 116,608 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-12 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.86 % |
| There were 59 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 18.48 – 19.17 Spot Rate : 0.6900 Average : 0.4317 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.35 – 25.82 Spot Rate : 0.4700 Average : 0.3266 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 18.55 – 18.97 Spot Rate : 0.4200 Average : 0.2906 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 18.62 – 18.99 Spot Rate : 0.3700 Average : 0.2473 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.18 – 25.55 Spot Rate : 0.3700 Average : 0.2540 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 16.69 – 17.05 Spot Rate : 0.3600 Average : 0.2447 YTW SCENARIO |