| 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 | -0.2723 % | 2,075.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2723 % | 3,807.9 |
| Floater | 5.66 % | 6.02 % | 51,383 | 13.78 | 3 | -0.2723 % | 2,194.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0455 % | 3,308.5 |
| SplitShare | 4.70 % | 4.68 % | 79,633 | 4.29 | 7 | 0.0455 % | 3,951.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0455 % | 3,082.8 |
| Perpetual-Premium | 5.53 % | 4.94 % | 83,207 | 1.78 | 12 | -0.0495 % | 2,948.7 |
| Perpetual-Discount | 5.45 % | 5.48 % | 74,835 | 14.66 | 20 | -0.1192 % | 3,097.9 |
| FixedReset Disc | 5.32 % | 5.49 % | 148,230 | 14.77 | 63 | -0.3588 % | 2,161.6 |
| Deemed-Retractible | 5.23 % | 5.90 % | 92,968 | 8.01 | 27 | 0.0190 % | 3,079.0 |
| FloatingReset | 3.95 % | 4.37 % | 43,208 | 2.58 | 4 | 0.0383 % | 2,415.1 |
| FixedReset Prem | 5.12 % | 4.00 % | 229,367 | 2.09 | 21 | -0.0223 % | 2,584.4 |
| FixedReset Bank Non | 1.98 % | 4.01 % | 147,963 | 2.59 | 3 | -0.0972 % | 2,648.6 |
| FixedReset Ins Non | 5.08 % | 6.84 % | 102,358 | 8.20 | 22 | -0.2037 % | 2,233.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.E | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 6.71 % |
| TD.PF.J | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.20 % |
| BAM.PR.Z | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.08 % |
| IFC.PR.E | Deemed-Retractible | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 5.92 % |
| 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 : 20.33 Bid-YTW : 6.94 % |
| BAM.PF.D | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 5.87 % |
| BMO.PR.C | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 22.85 Evaluated at bid price : 23.75 Bid-YTW : 5.12 % |
| MFC.PR.N | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.80 Bid-YTW : 7.97 % |
| BMO.PR.S | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 5.41 % |
| BMO.PR.Y | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset Prem | 119,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 3.76 % |
| TD.PF.L | FixedReset Prem | 109,265 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 23.17 Evaluated at bid price : 25.01 Bid-YTW : 4.92 % |
| BMO.PR.F | FixedReset Prem | 108,560 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 23.21 Evaluated at bid price : 25.14 Bid-YTW : 5.05 % |
| TD.PF.H | FixedReset Prem | 104,540 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 3.78 % |
| RY.PR.Z | FixedReset Disc | 55,818 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 5.19 % |
| TD.PF.A | FixedReset Disc | 54,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-24 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 5.34 % |
| There were 17 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: 21.23 – 21.75 Spot Rate : 0.5200 Average : 0.3516 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 23.85 – 24.43 Spot Rate : 0.5800 Average : 0.4205 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 21.45 – 21.84 Spot Rate : 0.3900 Average : 0.2561 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.66 – 11.97 Spot Rate : 0.3100 Average : 0.2082 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 22.07 – 22.35 Spot Rate : 0.2800 Average : 0.1899 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.08 – 23.32 Spot Rate : 0.2400 Average : 0.1564 YTW SCENARIO |