April 13, 2009

Strong performance today on normal volume. Not much news – government holiday!

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
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 0.5505 % 916.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5505 % 1,482.2
Floater 5.32 % 5.30 % 68,733 15.02 2 0.5505 % 1,145.0
OpRet 5.16 % 4.71 % 142,281 3.89 15 0.1493 % 2,107.0
SplitShare 6.82 % 11.37 % 45,975 5.65 3 0.2461 % 1,695.5
Interest-Bearing 6.10 % 8.50 % 28,900 0.69 1 0.1018 % 1,953.4
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.5142 % 1,589.1
Perpetual-Discount 6.86 % 6.98 % 147,104 12.60 71 0.5142 % 1,463.6
FixedReset 6.01 % 5.47 % 667,801 7.65 35 0.2712 % 1,874.0
Performance Highlights
Issue Index Change Notes
SLF.PR.B Perpetual-Discount -1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.31 %
MFC.PR.C Perpetual-Discount -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 7.13 %
GWO.PR.G Perpetual-Discount -1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 18.31
Evaluated at bid price : 18.31
Bid-YTW : 7.18 %
PWF.PR.G Perpetual-Discount -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 7.15 %
BNS.PR.M Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 17.01
Evaluated at bid price : 17.01
Bid-YTW : 6.65 %
CM.PR.L FixedReset 1.01 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 5.65 %
BMO.PR.K Perpetual-Discount 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 7.02 %
MFC.PR.B Perpetual-Discount 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 17.01
Evaluated at bid price : 17.01
Bid-YTW : 6.93 %
GWO.PR.H Perpetual-Discount 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 7.30 %
ELF.PR.G Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 14.10
Evaluated at bid price : 14.10
Bid-YTW : 8.50 %
W.PR.H Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 6.98 %
CM.PR.P Perpetual-Discount 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 19.61
Evaluated at bid price : 19.61
Bid-YTW : 7.05 %
PWF.PR.L Perpetual-Discount 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 7.12 %
PWF.PR.I Perpetual-Discount 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 7.13 %
PWF.PR.K Perpetual-Discount 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 6.80 %
PWF.PR.J OpRet 1.59 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2013-07-30
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 4.05 %
PWF.PR.H Perpetual-Discount 1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 7.08 %
CIU.PR.A Perpetual-Discount 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.57 %
GWO.PR.I Perpetual-Discount 1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 15.90
Evaluated at bid price : 15.90
Bid-YTW : 7.16 %
TCA.PR.Y Perpetual-Discount 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 45.01
Evaluated at bid price : 46.85
Bid-YTW : 5.95 %
SLF.PR.D Perpetual-Discount 1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 15.70
Evaluated at bid price : 15.70
Bid-YTW : 7.17 %
HSB.PR.C Perpetual-Discount 2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 6.99 %
BAM.PR.N Perpetual-Discount 2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 14.20
Evaluated at bid price : 14.20
Bid-YTW : 8.48 %
CU.PR.B Perpetual-Discount 2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 23.01
Evaluated at bid price : 23.25
Bid-YTW : 6.55 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.X FixedReset 85,069 Recent new issue.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-09-23
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : 5.98 %
MFC.PR.D FixedReset 79,097 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2039-04-13
Maturity Price : 25.16
Evaluated at bid price : 25.21
Bid-YTW : 6.44 %
HSB.PR.E FixedReset 60,745 Recent new issue.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-07-30
Maturity Price : 25.00
Evaluated at bid price : 25.21
Bid-YTW : 6.52 %
TD.PR.K FixedReset 41,346 Recent new issue.
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-08-30
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : 6.01 %
RY.PR.T FixedReset 34,683 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-09-23
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 5.86 %
CM.PR.L FixedReset 30,348 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 5.65 %
There were 20 other index-included issues trading in excess of 10,000 shares.

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