| 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 | -0.1625 % | 2,088.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1625 % | 3,831.8 |
| Floater | 5.63 % | 5.98 % | 50,232 | 13.90 | 3 | -0.1625 % | 2,208.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0298 % | 3,282.1 |
| SplitShare | 4.88 % | 4.84 % | 72,432 | 3.78 | 8 | -0.0298 % | 3,919.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0298 % | 3,058.2 |
| Perpetual-Premium | 5.58 % | -7.21 % | 95,804 | 0.09 | 10 | 0.0788 % | 2,957.6 |
| Perpetual-Discount | 5.42 % | 5.48 % | 77,011 | 14.64 | 23 | -0.2553 % | 3,102.9 |
| FixedReset Disc | 5.26 % | 5.31 % | 182,113 | 15.02 | 61 | -0.0781 % | 2,193.8 |
| Deemed-Retractible | 5.22 % | 5.79 % | 108,311 | 8.09 | 27 | -0.0914 % | 3,079.1 |
| FloatingReset | 4.24 % | 4.27 % | 50,183 | 2.64 | 5 | -0.1296 % | 2,408.9 |
| FixedReset Prem | 5.07 % | 3.82 % | 280,719 | 2.18 | 23 | -0.0520 % | 2,587.7 |
| FixedReset Bank Non | 1.98 % | 3.91 % | 149,334 | 2.66 | 3 | -0.1628 % | 2,640.5 |
| FixedReset Ins Non | 5.00 % | 6.72 % | 101,233 | 8.24 | 22 | -0.0296 % | 2,256.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.M | Perpetual-Discount | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.90 % |
| BAM.PR.T | FixedReset Disc | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 5.98 % |
| SLF.PR.G | FixedReset Ins Non | -1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 8.90 % |
| CCS.PR.C | Deemed-Retractible | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 6.06 % |
| BAM.PF.D | Perpetual-Discount | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.81 % |
| IFC.PR.E | Deemed-Retractible | -1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.88 Bid-YTW : 5.86 % |
| GWO.PR.S | Deemed-Retractible | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.31 Bid-YTW : 5.68 % |
| BAM.PR.N | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.85 % |
| EML.PR.A | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.59 % |
| BAM.PR.X | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.82 % |
| BAM.PF.C | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.82 % |
| TD.PF.C | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.14 % |
| TRP.PR.G | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.93 % |
| BMO.PR.W | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.22 % |
| NA.PR.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 5.30 % |
| BMO.PR.D | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 22.02 Evaluated at bid price : 22.40 Bid-YTW : 5.19 % |
| BMO.PR.T | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 5.19 % |
| GWO.PR.T | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 5.79 % |
| TD.PF.J | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 5.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 97,169 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.14 % |
| GWO.PR.G | Deemed-Retractible | 85,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.71 % |
| PWF.PR.L | Perpetual-Discount | 82,259 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.52 % |
| BMO.PR.F | FixedReset Prem | 67,005 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.90 % |
| RY.PR.J | FixedReset Disc | 65,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 5.17 % |
| CM.PR.R | FixedReset Disc | 62,896 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-30 Maturity Price : 22.18 Evaluated at bid price : 22.64 Bid-YTW : 5.33 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.D | Perpetual-Discount | Quote: 21.35 – 21.97 Spot Rate : 0.6200 Average : 0.4603 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.10 – 23.76 Spot Rate : 0.6600 Average : 0.5069 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.03 – 25.38 Spot Rate : 0.3500 Average : 0.2053 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 23.88 – 24.27 Spot Rate : 0.3900 Average : 0.2627 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 21.85 – 22.20 Spot Rate : 0.3500 Average : 0.2365 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 24.96 – 25.29 Spot Rate : 0.3300 Average : 0.2171 YTW SCENARIO |