| 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 | 2.9686 % | 2,142.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.9686 % | 3,931.8 |
| Floater | 5.69 % | 5.78 % | 51,233 | 14.22 | 4 | 2.9686 % | 2,265.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1066 % | 3,442.1 |
| SplitShare | 4.63 % | 4.53 % | 38,314 | 3.79 | 7 | 0.1066 % | 4,110.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1066 % | 3,207.3 |
| Perpetual-Premium | 5.57 % | -5.97 % | 66,552 | 0.09 | 10 | 0.0918 % | 3,045.0 |
| Perpetual-Discount | 5.28 % | 5.36 % | 72,559 | 14.85 | 25 | 0.0923 % | 3,284.7 |
| FixedReset Disc | 5.47 % | 5.80 % | 211,813 | 14.20 | 66 | 0.5140 % | 2,158.4 |
| Deemed-Retractible | 5.16 % | 5.27 % | 68,938 | 14.90 | 27 | -0.0078 % | 3,231.5 |
| FloatingReset | 6.14 % | 6.43 % | 126,013 | 13.29 | 2 | -0.1467 % | 2,521.6 |
| FixedReset Prem | 5.09 % | 3.39 % | 148,642 | 1.49 | 20 | 0.0705 % | 2,647.8 |
| FixedReset Bank Non | 1.94 % | 3.71 % | 69,032 | 2.02 | 3 | 0.1363 % | 2,731.0 |
| FixedReset Ins Non | 5.37 % | 5.77 % | 154,434 | 14.24 | 22 | 0.3931 % | 2,191.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.B | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 5.97 % |
| IFC.PR.C | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.07 % |
| CM.PR.P | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.77 % |
| TD.PF.I | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.69 % |
| W.PR.M | FixedReset Prem | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.74 Bid-YTW : 3.38 % |
| CU.PR.C | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 5.76 % |
| TRP.PR.G | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.33 % |
| EIT.PR.A | SplitShare | 1.06 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.12 % |
| BMO.PR.S | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 5.57 % |
| CM.PR.Q | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 5.84 % |
| TRP.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.05 % |
| IAF.PR.I | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 5.79 % |
| RY.PR.Z | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 5.55 % |
| TD.PF.C | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 5.69 % |
| RY.PR.M | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 5.66 % |
| MFC.PR.F | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 12.79 Evaluated at bid price : 12.79 Bid-YTW : 5.94 % |
| MFC.PR.I | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 5.82 % |
| TRP.PR.C | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 12.53 Evaluated at bid price : 12.53 Bid-YTW : 6.33 % |
| NA.PR.W | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 5.82 % |
| BAM.PF.F | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 5.93 % |
| BNS.PR.I | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.61 % |
| HSE.PR.A | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 6.94 % |
| HSE.PR.E | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 7.05 % |
| IAF.PR.G | FixedReset Ins Non | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 5.79 % |
| BAM.PR.K | Floater | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.78 % |
| BAM.PR.C | Floater | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.86 % |
| PWF.PR.A | Floater | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 5.47 % |
| BAM.PR.B | Floater | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 5.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 40,879 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 5.57 % |
| BMO.PR.E | FixedReset Disc | 36,484 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.71 % |
| BMO.PR.D | FixedReset Disc | 31,463 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 5.71 % |
| IAF.PR.I | FixedReset Ins Non | 30,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 5.79 % |
| CM.PR.O | FixedReset Disc | 29,501 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 5.83 % |
| RY.PR.M | FixedReset Disc | 28,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-30 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 5.66 % |
| 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.G | FixedReset Disc | Quote: 18.52 – 19.50 Spot Rate : 0.9800 Average : 0.7111 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.33 – 18.84 Spot Rate : 0.5100 Average : 0.3621 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.55 – 17.99 Spot Rate : 0.4400 Average : 0.2934 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 13.53 – 14.00 Spot Rate : 0.4700 Average : 0.3306 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 11.85 – 12.30 Spot Rate : 0.4500 Average : 0.3150 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 20.95 – 21.23 Spot Rate : 0.2800 Average : 0.1621 YTW SCENARIO |