| 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 | 0.6625 % | 1,968.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6625 % | 3,612.7 |
| Floater | 6.07 % | 6.19 % | 37,911 | 13.61 | 4 | 0.6625 % | 2,082.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0338 % | 3,340.8 |
| SplitShare | 4.66 % | 4.63 % | 77,130 | 4.12 | 7 | -0.0338 % | 3,989.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0338 % | 3,112.9 |
| Perpetual-Premium | 5.62 % | -18.36 % | 56,828 | 0.09 | 7 | -0.0168 % | 2,985.3 |
| Perpetual-Discount | 5.45 % | 5.55 % | 59,426 | 14.58 | 25 | 0.0382 % | 3,125.5 |
| FixedReset Disc | 5.39 % | 5.20 % | 164,120 | 15.04 | 69 | 0.4034 % | 2,135.8 |
| Deemed-Retractible | 5.22 % | 5.85 % | 63,900 | 7.95 | 27 | 0.0758 % | 3,121.3 |
| FloatingReset | 4.04 % | 4.25 % | 37,398 | 2.43 | 4 | 0.1583 % | 2,357.7 |
| FixedReset Prem | 5.14 % | 3.62 % | 164,169 | 1.90 | 17 | -0.0732 % | 2,598.5 |
| FixedReset Bank Non | 1.98 % | 3.92 % | 90,795 | 2.44 | 3 | 0.0139 % | 2,657.6 |
| FixedReset Ins Non | 5.23 % | 7.37 % | 84,808 | 8.05 | 22 | 0.4197 % | 2,181.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Deemed-Retractible | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.44 Bid-YTW : 6.04 % |
| POW.PR.B | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 23.49 Evaluated at bid price : 23.76 Bid-YTW : 5.66 % |
| CM.PR.R | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 22.05 Evaluated at bid price : 22.41 Bid-YTW : 5.25 % |
| PWF.PR.S | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 21.74 Evaluated at bid price : 21.74 Bid-YTW : 5.55 % |
| MFC.PR.L | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.50 Bid-YTW : 8.05 % |
| BMO.PR.S | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 5.20 % |
| GWO.PR.N | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.20 Bid-YTW : 9.10 % |
| CM.PR.Q | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 5.37 % |
| BAM.PR.B | Floater | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 6.19 % |
| TRP.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 5.97 % |
| BIP.PR.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 21.73 Evaluated at bid price : 22.03 Bid-YTW : 5.72 % |
| IAF.PR.G | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.12 Bid-YTW : 6.18 % |
| BMO.PR.D | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 22.10 Evaluated at bid price : 22.49 Bid-YTW : 5.10 % |
| BIP.PR.F | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 21.63 Evaluated at bid price : 21.95 Bid-YTW : 5.86 % |
| GWO.PR.R | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.61 Bid-YTW : 6.12 % |
| BAM.PR.C | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 11.26 Evaluated at bid price : 11.26 Bid-YTW : 6.21 % |
| RY.PR.M | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.15 % |
| TD.PF.D | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.06 % |
| TD.PF.E | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 5.07 % |
| MFC.PR.K | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.53 Bid-YTW : 7.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 168,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 23.18 Evaluated at bid price : 25.06 Bid-YTW : 4.94 % |
| SLF.PR.B | Deemed-Retractible | 143,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.19 % |
| MFC.PR.O | FixedReset Ins Non | 100,130 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.06 % |
| BMO.PR.T | FixedReset Disc | 87,760 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-25 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.13 % |
| W.PR.M | FixedReset Prem | 61,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.15 % |
| TRP.PR.J | FixedReset Prem | 43,820 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.29 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset Ins Non | Quote: 19.29 – 19.67 Spot Rate : 0.3800 Average : 0.2497 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 24.25 – 24.60 Spot Rate : 0.3500 Average : 0.2482 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 13.51 – 13.76 Spot Rate : 0.2500 Average : 0.1500 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 21.76 – 22.23 Spot Rate : 0.4700 Average : 0.3909 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 11.55 – 11.83 Spot Rate : 0.2800 Average : 0.2067 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 23.81 – 24.04 Spot Rate : 0.2300 Average : 0.1590 YTW SCENARIO |