| 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 | -0.2632 % | 1,958.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2632 % | 3,594.4 |
| Floater | 6.08 % | 6.26 % | 37,141 | 13.52 | 4 | -0.2632 % | 2,071.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0563 % | 3,348.7 |
| SplitShare | 4.65 % | 4.64 % | 78,242 | 4.14 | 7 | -0.0563 % | 3,999.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0563 % | 3,120.3 |
| Perpetual-Premium | 5.60 % | -18.72 % | 53,918 | 0.09 | 7 | 0.2696 % | 2,986.8 |
| Perpetual-Discount | 5.45 % | 5.57 % | 58,872 | 14.58 | 25 | 0.0625 % | 3,119.9 |
| FixedReset Disc | 5.42 % | 5.48 % | 164,797 | 14.62 | 69 | -0.3848 % | 2,120.6 |
| Deemed-Retractible | 5.22 % | 5.78 % | 65,053 | 7.98 | 27 | -0.0158 % | 3,111.0 |
| FloatingReset | 4.05 % | 4.17 % | 38,085 | 2.44 | 4 | -0.2099 % | 2,361.4 |
| FixedReset Prem | 5.13 % | 3.98 % | 164,228 | 1.91 | 17 | 0.1421 % | 2,596.8 |
| FixedReset Bank Non | 1.98 % | 4.04 % | 94,357 | 2.45 | 3 | -0.1669 % | 2,651.3 |
| FixedReset Ins Non | 5.25 % | 7.38 % | 88,172 | 8.01 | 22 | -0.2678 % | 2,172.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.W | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 5.57 % |
| HSE.PR.G | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.70 % |
| GWO.PR.N | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.38 Bid-YTW : 9.13 % |
| MFC.PR.F | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.32 Bid-YTW : 10.16 % |
| PWF.PR.T | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 5.57 % |
| TRP.PR.E | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 6.16 % |
| TRP.PR.D | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 16.41 Evaluated at bid price : 16.41 Bid-YTW : 6.02 % |
| HSE.PR.A | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 6.51 % |
| TRP.PR.B | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 11.73 Evaluated at bid price : 11.73 Bid-YTW : 6.04 % |
| BIP.PR.A | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.77 % |
| MFC.PR.Q | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.45 Bid-YTW : 7.56 % |
| MFC.PR.N | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.13 Bid-YTW : 8.53 % |
| RY.PR.J | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 5.44 % |
| BAM.PR.Z | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 6.17 % |
| NA.PR.S | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 5.59 % |
| PWF.PR.S | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 21.65 Evaluated at bid price : 21.65 Bid-YTW : 5.57 % |
| TD.PF.D | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.40 % |
| BIP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.83 % |
| BAM.PF.F | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 6.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 205,562 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.34 % |
| TD.PF.K | FixedReset Disc | 169,503 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 5.29 % |
| TD.PF.I | FixedReset Disc | 71,919 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.22 % |
| CM.PR.S | FixedReset Disc | 69,697 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.54 % |
| BMO.PR.T | FixedReset Disc | 60,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-18 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 5.45 % |
| IAF.PR.G | FixedReset Ins Non | 52,298 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.57 Bid-YTW : 6.62 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 19.07 – 20.00 Spot Rate : 0.9300 Average : 0.6744 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 24.10 – 24.70 Spot Rate : 0.6000 Average : 0.4117 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 17.27 – 17.71 Spot Rate : 0.4400 Average : 0.2779 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 18.67 – 19.10 Spot Rate : 0.4300 Average : 0.2911 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 11.73 – 12.09 Spot Rate : 0.3600 Average : 0.2693 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 24.35 – 24.70 Spot Rate : 0.3500 Average : 0.2603 YTW SCENARIO |