| 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 | 1.4562 % | 1,949.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4562 % | 3,576.5 |
| Floater | 6.07 % | 6.31 % | 76,480 | 13.45 | 3 | 1.4562 % | 2,061.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2963 % | 3,317.6 |
| SplitShare | 4.69 % | 4.71 % | 84,386 | 4.19 | 7 | 0.2963 % | 3,962.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2963 % | 3,091.3 |
| Perpetual-Premium | 5.61 % | -11.63 % | 70,867 | 0.09 | 7 | -0.0056 % | 2,954.8 |
| Perpetual-Discount | 5.50 % | 5.58 % | 60,741 | 14.53 | 26 | -0.1797 % | 3,075.8 |
| FixedReset Disc | 5.52 % | 5.31 % | 164,096 | 14.78 | 70 | 0.3189 % | 2,074.4 |
| Deemed-Retractible | 5.28 % | 6.01 % | 72,525 | 8.01 | 27 | -0.1322 % | 3,080.5 |
| FloatingReset | 4.06 % | 4.61 % | 49,624 | 2.48 | 4 | 0.4108 % | 2,346.5 |
| FixedReset Prem | 5.11 % | 3.88 % | 188,203 | 1.82 | 16 | 0.1632 % | 2,585.5 |
| FixedReset Bank Non | 1.97 % | 4.03 % | 137,215 | 2.50 | 3 | 0.1391 % | 2,650.1 |
| FixedReset Ins Non | 5.37 % | 7.63 % | 91,841 | 8.08 | 22 | -0.1866 % | 2,117.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.66 Bid-YTW : 9.66 % |
| GWO.PR.R | Deemed-Retractible | -1.79 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.90 Bid-YTW : 6.47 % |
| MFC.PR.I | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.73 Bid-YTW : 7.84 % |
| BAM.PR.R | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 6.19 % |
| TRP.PR.C | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.98 % |
| SLF.PR.B | Deemed-Retractible | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 6.35 % |
| BIP.PR.A | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.55 % |
| TD.PF.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 5.25 % |
| CM.PR.Q | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 5.50 % |
| CM.PR.T | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 22.89 Evaluated at bid price : 24.25 Bid-YTW : 4.87 % |
| RY.PR.H | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.18 % |
| IFC.PR.G | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.99 Bid-YTW : 7.09 % |
| TRP.PR.E | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.97 % |
| CM.PR.P | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 5.49 % |
| NA.PR.E | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 5.24 % |
| NA.PR.S | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.51 % |
| HSE.PR.A | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 12.48 Evaluated at bid price : 12.48 Bid-YTW : 6.03 % |
| SLF.PR.J | FloatingReset | 1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.70 Bid-YTW : 10.15 % |
| BAM.PR.Z | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.09 % |
| BAM.PR.K | Floater | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 6.31 % |
| BAM.PF.I | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 23.14 Evaluated at bid price : 24.29 Bid-YTW : 5.24 % |
| BAM.PR.B | Floater | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 10.93 Evaluated at bid price : 10.93 Bid-YTW : 6.35 % |
| CU.PR.C | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 5.25 % |
| BAM.PR.X | FixedReset Disc | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 6.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Deemed-Retractible | 332,090 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 6.33 % |
| CGI.PR.D | SplitShare | 140,000 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 24.78 Bid-YTW : 4.05 % |
| TD.PF.C | FixedReset Disc | 78,513 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.26 % |
| TD.PF.A | FixedReset Disc | 72,374 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 5.25 % |
| BMO.PR.T | FixedReset Disc | 63,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 5.44 % |
| BAM.PF.G | FixedReset Disc | 62,153 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-27 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.25 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset Disc | Quote: 12.48 – 15.00 Spot Rate : 2.5200 Average : 1.4808 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.15 – 14.72 Spot Rate : 0.5700 Average : 0.3936 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 17.60 – 17.97 Spot Rate : 0.3700 Average : 0.2562 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 14.41 – 14.87 Spot Rate : 0.4600 Average : 0.3506 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 20.74 – 21.09 Spot Rate : 0.3500 Average : 0.2438 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 24.55 – 24.85 Spot Rate : 0.3000 Average : 0.1944 YTW SCENARIO |