| 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 | 1.1038 % | 1,934.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1038 % | 3,550.3 |
| Floater | 6.12 % | 6.38 % | 70,349 | 13.37 | 3 | 1.1038 % | 2,046.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1930 % | 3,313.9 |
| SplitShare | 4.70 % | 4.81 % | 73,159 | 4.20 | 7 | -0.1930 % | 3,957.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1930 % | 3,087.8 |
| Perpetual-Premium | 5.62 % | -9.20 % | 71,558 | 0.09 | 7 | -0.1162 % | 2,949.5 |
| Perpetual-Discount | 5.51 % | 5.62 % | 61,090 | 14.47 | 26 | 0.1211 % | 3,071.7 |
| FixedReset Disc | 5.54 % | 5.37 % | 162,474 | 14.72 | 70 | 0.1656 % | 2,062.9 |
| Deemed-Retractible | 5.28 % | 5.97 % | 75,871 | 8.01 | 27 | 0.2078 % | 3,079.3 |
| FloatingReset | 4.08 % | 4.92 % | 51,144 | 2.49 | 4 | -0.2515 % | 2,333.8 |
| FixedReset Prem | 5.11 % | 3.73 % | 190,664 | 1.83 | 16 | -0.0121 % | 2,583.8 |
| FixedReset Bank Non | 1.98 % | 4.32 % | 148,000 | 2.51 | 3 | 0.0976 % | 2,640.9 |
| FixedReset Ins Non | 5.38 % | 7.64 % | 94,545 | 8.10 | 22 | 0.0395 % | 2,112.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 11.66 Evaluated at bid price : 11.66 Bid-YTW : 6.15 % |
| SLF.PR.J | FloatingReset | -1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.45 Bid-YTW : 10.37 % |
| TD.PF.I | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 5.11 % |
| CU.PR.D | Perpetual-Discount | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 22.06 Evaluated at bid price : 22.31 Bid-YTW : 5.54 % |
| MFC.PR.I | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.81 Bid-YTW : 7.78 % |
| RY.PR.M | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.35 % |
| IAF.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.86 Bid-YTW : 7.47 % |
| BAM.PR.Z | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 6.07 % |
| CM.PR.Q | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.62 % |
| PWF.PR.L | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 22.73 Evaluated at bid price : 23.02 Bid-YTW : 5.62 % |
| HSE.PR.A | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 6.16 % |
| MFC.PR.F | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 9.54 % |
| BAM.PR.X | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 12.69 Evaluated at bid price : 12.69 Bid-YTW : 6.07 % |
| GWO.PR.N | FixedReset Ins Non | 1.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.90 Bid-YTW : 9.21 % |
| BAM.PR.B | Floater | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 10.88 Evaluated at bid price : 10.88 Bid-YTW : 6.38 % |
| BIP.PR.F | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.99 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Disc | 152,046 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 22.11 Evaluated at bid price : 22.48 Bid-YTW : 5.20 % |
| CM.PR.S | FixedReset Disc | 61,207 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.37 % |
| TRP.PR.D | FixedReset Disc | 37,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.00 % |
| TD.PF.J | FixedReset Disc | 33,770 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.21 % |
| HSE.PR.A | FixedReset Disc | 33,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-24 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 6.16 % |
| EIT.PR.B | SplitShare | 29,600 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.85 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 19.09 – 20.50 Spot Rate : 1.4100 Average : 1.0158 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 22.31 – 22.68 Spot Rate : 0.3700 Average : 0.2346 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 20.80 – 21.47 Spot Rate : 0.6700 Average : 0.5375 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.65 – 18.12 Spot Rate : 0.4700 Average : 0.3454 YTW SCENARIO |
| TD.PF.L | FixedReset Disc | Quote: 24.51 – 24.80 Spot Rate : 0.2900 Average : 0.1885 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.90 – 13.34 Spot Rate : 0.4400 Average : 0.3404 YTW SCENARIO |