| 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 | -0.3765 % | 1,429.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3765 % | 2,623.0 |
| Floater | 5.40 % | 5.69 % | 30,559 | 14.30 | 4 | -0.3765 % | 1,511.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5501 % | 3,405.5 |
| SplitShare | 4.93 % | 5.23 % | 74,249 | 3.92 | 7 | 0.5501 % | 4,066.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5501 % | 3,173.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4748 % | 2,913.2 |
| Perpetual-Discount | 5.78 % | 6.02 % | 82,242 | 13.84 | 35 | 0.4748 % | 3,124.7 |
| FixedReset Disc | 6.42 % | 5.39 % | 188,802 | 14.63 | 83 | 0.3347 % | 1,772.0 |
| Deemed-Retractible | 5.44 % | 5.68 % | 90,139 | 13.94 | 27 | 0.6291 % | 3,113.6 |
| FloatingReset | 5.02 % | 4.94 % | 50,902 | 15.56 | 3 | -0.7485 % | 1,757.1 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3347 % | 2,450.6 |
| FixedReset Bank Non | 2.01 % | 3.95 % | 171,595 | 1.65 | 2 | 0.3545 % | 2,743.4 |
| FixedReset Ins Non | 6.68 % | 5.48 % | 118,285 | 14.44 | 22 | 0.4980 % | 1,779.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset Disc | -3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 5.68 % |
| TRP.PR.G | FixedReset Disc | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.33 Evaluated at bid price : 14.33 Bid-YTW : 5.96 % |
| TRP.PR.E | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 6.11 % |
| MFC.PR.L | FixedReset Ins Non | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 13.12 Evaluated at bid price : 13.12 Bid-YTW : 5.47 % |
| MFC.PR.M | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 13.78 Evaluated at bid price : 13.78 Bid-YTW : 5.55 % |
| MFC.PR.N | FixedReset Ins Non | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.33 % |
| TRP.PR.F | FloatingReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 9.62 Evaluated at bid price : 9.62 Bid-YTW : 5.70 % |
| TD.PF.D | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 15.12 Evaluated at bid price : 15.12 Bid-YTW : 5.39 % |
| MFC.PR.Q | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.47 % |
| BAM.PR.C | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 7.65 Evaluated at bid price : 7.65 Bid-YTW : 5.69 % |
| HSE.PR.A | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 6.12 Evaluated at bid price : 6.12 Bid-YTW : 9.11 % |
| MFC.PR.O | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 24.18 Evaluated at bid price : 24.60 Bid-YTW : 5.48 % |
| TRP.PR.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 7.69 Evaluated at bid price : 7.69 Bid-YTW : 5.66 % |
| CU.PR.H | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 23.43 Evaluated at bid price : 23.91 Bid-YTW : 5.49 % |
| IFC.PR.I | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 23.30 Evaluated at bid price : 23.60 Bid-YTW : 5.85 % |
| BAM.PF.I | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 23.10 Evaluated at bid price : 23.46 Bid-YTW : 5.17 % |
| SLF.PR.B | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 22.11 Evaluated at bid price : 22.33 Bid-YTW : 5.45 % |
| CM.PR.R | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.68 % |
| SLF.PR.C | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.43 % |
| BMO.PR.B | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 22.29 Evaluated at bid price : 22.63 Bid-YTW : 5.00 % |
| SLF.PR.E | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.49 % |
| SLF.PR.A | Deemed-Retractible | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 21.84 Evaluated at bid price : 22.08 Bid-YTW : 5.45 % |
| TD.PF.I | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 5.10 % |
| IAF.PR.I | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 5.50 % |
| TD.PF.L | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 5.08 % |
| BAM.PR.T | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 6.29 % |
| RY.PR.M | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.42 % |
| SLF.PR.D | Deemed-Retractible | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.43 % |
| PVS.PR.E | SplitShare | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.42 % |
| MFC.PR.I | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 5.42 % |
| TD.PF.M | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.03 % |
| IFC.PR.C | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 5.59 % |
| PWF.PR.T | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 5.61 % |
| CU.PR.E | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 21.96 Evaluated at bid price : 22.36 Bid-YTW : 5.48 % |
| MFC.PR.R | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.52 % |
| IFC.PR.E | Deemed-Retractible | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 22.87 Evaluated at bid price : 23.20 Bid-YTW : 5.68 % |
| MFC.PR.B | Deemed-Retractible | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 5.49 % |
| RY.PR.S | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 4.75 % |
| MFC.PR.H | FixedReset Ins Non | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.57 % |
| IAF.PR.B | Deemed-Retractible | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.65 % |
| BAM.PF.J | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 22.47 Evaluated at bid price : 22.98 Bid-YTW : 5.22 % |
| MFC.PR.J | FixedReset Ins Non | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 5.34 % |
| NA.PR.G | FixedReset Disc | 4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 5.54 % |
| BAM.PF.B | FixedReset Disc | 5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 6.13 % |
| GWO.PR.N | FixedReset Ins Non | 8.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 9.49 Evaluated at bid price : 9.49 Bid-YTW : 4.66 % |
| PWF.PR.P | FixedReset Disc | 15.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 9.38 Evaluated at bid price : 9.38 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.H | Perpetual-Discount | 57,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 23.43 Evaluated at bid price : 23.91 Bid-YTW : 5.49 % |
| TD.PF.G | FixedReset Disc | 37,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 24.21 Evaluated at bid price : 24.66 Bid-YTW : 5.21 % |
| CM.PR.R | FixedReset Disc | 36,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.68 % |
| TD.PF.A | FixedReset Disc | 24,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 14.54 Evaluated at bid price : 14.54 Bid-YTW : 5.09 % |
| SLF.PR.H | FixedReset Ins Non | 20,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 12.31 Evaluated at bid price : 12.31 Bid-YTW : 5.41 % |
| NA.PR.C | FixedReset Disc | 19,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-21 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.81 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.Q | FixedReset Ins Non | Quote: 15.00 – 15.75 Spot Rate : 0.7500 Average : 0.5219 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 13.30 – 13.85 Spot Rate : 0.5500 Average : 0.3446 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 11.00 – 11.50 Spot Rate : 0.5000 Average : 0.3742 YTW SCENARIO |
| NA.PR.C | FixedReset Disc | Quote: 17.12 – 17.48 Spot Rate : 0.3600 Average : 0.2555 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 24.25 – 24.68 Spot Rate : 0.4300 Average : 0.3463 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 19.00 – 19.40 Spot Rate : 0.4000 Average : 0.3225 YTW SCENARIO |