| 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 | 0.0299 % | 1,912.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0299 % | 3,509.5 |
| Floater | 6.19 % | 6.45 % | 68,829 | 13.28 | 3 | 0.0299 % | 2,022.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0397 % | 3,320.3 |
| SplitShare | 4.69 % | 4.64 % | 75,110 | 4.22 | 7 | -0.0397 % | 3,965.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0397 % | 3,093.7 |
| Perpetual-Premium | 5.63 % | -5.97 % | 78,094 | 0.08 | 7 | 0.0169 % | 2,938.2 |
| Perpetual-Discount | 5.54 % | 5.66 % | 59,324 | 14.33 | 26 | 0.1039 % | 3,043.8 |
| FixedReset Disc | 5.62 % | 5.47 % | 163,137 | 14.55 | 70 | -0.2684 % | 2,033.1 |
| Deemed-Retractible | 5.33 % | 6.00 % | 83,311 | 8.02 | 27 | -0.0515 % | 3,050.7 |
| FloatingReset | 4.10 % | 4.91 % | 48,823 | 2.51 | 4 | -0.2134 % | 2,316.2 |
| FixedReset Prem | 5.12 % | 4.14 % | 200,070 | 1.84 | 16 | 0.1046 % | 2,576.0 |
| FixedReset Bank Non | 1.99 % | 4.34 % | 161,503 | 2.53 | 3 | -0.1676 % | 2,630.2 |
| FixedReset Ins Non | 5.43 % | 7.69 % | 96,143 | 8.10 | 22 | -0.3335 % | 2,102.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EMA.PR.F | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 6.11 % |
| BAM.PR.X | FixedReset Disc | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 6.23 % |
| IAF.PR.G | FixedReset Ins Non | -2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.36 % |
| BNS.PR.I | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 4.91 % |
| CU.PR.C | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 5.70 % |
| TRP.PR.F | FloatingReset | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 13.07 Evaluated at bid price : 13.07 Bid-YTW : 6.85 % |
| IAF.PR.B | Deemed-Retractible | -1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.23 Bid-YTW : 6.62 % |
| TRP.PR.C | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 11.77 Evaluated at bid price : 11.77 Bid-YTW : 6.08 % |
| MFC.PR.Q | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.87 Bid-YTW : 7.72 % |
| NA.PR.G | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.34 % |
| SLF.PR.H | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.18 Bid-YTW : 9.23 % |
| NA.PR.S | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.63 % |
| IAF.PR.I | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.12 Bid-YTW : 7.07 % |
| NA.PR.W | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 5.86 % |
| PWF.PR.A | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 5.78 % |
| BMO.PR.E | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.22 % |
| MFC.PR.J | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.02 Bid-YTW : 7.65 % |
| TD.PF.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 5.46 % |
| TRP.PR.G | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.14 % |
| BAM.PF.F | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.40 % |
| SLF.PR.I | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.65 Bid-YTW : 7.52 % |
| CU.PR.D | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 22.01 Evaluated at bid price : 22.24 Bid-YTW : 5.55 % |
| BAM.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 6.45 % |
| BIP.PR.B | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 23.65 Evaluated at bid price : 24.83 Bid-YTW : 5.84 % |
| PWF.PR.Z | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 22.75 Evaluated at bid price : 23.05 Bid-YTW : 5.66 % |
| TD.PF.D | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 5.29 % |
| MFC.PR.G | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.68 Bid-YTW : 7.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.J | FloatingReset | 104,347 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.38 Bid-YTW : 10.40 % |
| EIT.PR.B | SplitShare | 97,400 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.83 % |
| TD.PF.B | FixedReset Disc | 64,069 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.33 % |
| NA.PR.S | FixedReset Disc | 57,576 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.63 % |
| EIT.PR.A | SplitShare | 57,200 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.69 % |
| BAM.PR.X | FixedReset Disc | 56,410 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-18 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 6.23 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CIU.PR.A | Perpetual-Discount | Quote: 20.56 – 21.08 Spot Rate : 0.5200 Average : 0.3217 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 21.23 – 21.95 Spot Rate : 0.7200 Average : 0.5229 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 18.27 – 18.74 Spot Rate : 0.4700 Average : 0.3311 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 12.10 – 12.44 Spot Rate : 0.3400 Average : 0.2271 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 20.80 – 21.10 Spot Rate : 0.3000 Average : 0.1954 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 22.51 – 22.92 Spot Rate : 0.4100 Average : 0.3146 YTW SCENARIO |