| 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 | -0.1214 % | 1,482.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1214 % | 2,719.7 |
| Floater | 5.21 % | 5.46 % | 33,147 | 14.69 | 4 | -0.1214 % | 1,567.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2549 % | 3,361.5 |
| SplitShare | 4.94 % | 5.52 % | 80,238 | 3.89 | 7 | -0.2549 % | 4,014.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2549 % | 3,132.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4207 % | 2,893.9 |
| Perpetual-Discount | 5.82 % | 6.00 % | 84,529 | 13.86 | 35 | 0.4207 % | 3,104.0 |
| FixedReset Disc | 6.32 % | 5.16 % | 205,575 | 14.86 | 83 | -0.1951 % | 1,798.9 |
| Deemed-Retractible | 5.53 % | 5.79 % | 93,656 | 13.81 | 27 | 0.4429 % | 3,066.8 |
| FloatingReset | 4.95 % | 4.95 % | 58,354 | 15.55 | 3 | 0.8769 % | 1,753.2 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1951 % | 2,487.9 |
| FixedReset Bank Non | 1.99 % | 3.11 % | 175,077 | 1.68 | 2 | 0.0000 % | 2,774.2 |
| FixedReset Ins Non | 6.58 % | 5.32 % | 127,753 | 14.41 | 22 | 0.8383 % | 1,807.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.85 % |
| BIP.PR.B | FixedReset Disc | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 22.25 Evaluated at bid price : 23.00 Bid-YTW : 6.03 % |
| TRP.PR.G | FixedReset Disc | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.98 % |
| IFC.PR.A | FixedReset Ins Non | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 5.29 % |
| MFC.PR.F | FixedReset Ins Non | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 9.02 Evaluated at bid price : 9.02 Bid-YTW : 5.06 % |
| BMO.PR.Y | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.14 % |
| BAM.PF.H | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 23.01 Evaluated at bid price : 23.70 Bid-YTW : 5.31 % |
| TRP.PR.E | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 5.70 % |
| TD.PF.H | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 22.78 Evaluated at bid price : 23.21 Bid-YTW : 4.87 % |
| RY.PR.M | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 5.06 % |
| PVS.PR.H | SplitShare | -1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 5.52 % |
| RY.PR.J | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 5.01 % |
| BNS.PR.I | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.58 % |
| TD.PF.G | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 24.03 Evaluated at bid price : 24.51 Bid-YTW : 5.16 % |
| BMO.PR.S | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 5.00 % |
| BAM.PF.I | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 22.37 Evaluated at bid price : 22.70 Bid-YTW : 5.34 % |
| BAM.PR.R | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 6.15 % |
| BMO.PR.T | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.00 % |
| PWF.PR.P | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 5.25 % |
| PWF.PR.L | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.09 % |
| SLF.PR.C | Deemed-Retractible | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.63 % |
| TD.PF.I | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.90 % |
| GWO.PR.F | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 6.04 % |
| NA.PR.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 23.25 Evaluated at bid price : 23.73 Bid-YTW : 5.32 % |
| SLF.PR.I | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 5.27 % |
| CM.PR.Y | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.05 % |
| BAM.PR.N | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.00 % |
| SLF.PR.B | Deemed-Retractible | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.57 % |
| BAM.PR.M | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 5.94 % |
| BAM.PF.C | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 6.00 % |
| SLF.PR.E | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 5.63 % |
| POW.PR.B | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.15 % |
| TRP.PR.A | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 11.68 Evaluated at bid price : 11.68 Bid-YTW : 5.67 % |
| BAM.PF.D | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 5.99 % |
| SLF.PR.D | Deemed-Retractible | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 5.58 % |
| SLF.PR.G | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 9.30 Evaluated at bid price : 9.30 Bid-YTW : 4.82 % |
| SLF.PR.J | FloatingReset | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 9.05 Evaluated at bid price : 9.05 Bid-YTW : 4.52 % |
| RY.PR.Q | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 24.47 Evaluated at bid price : 24.84 Bid-YTW : 4.95 % |
| HSE.PR.A | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 6.12 Evaluated at bid price : 6.12 Bid-YTW : 8.81 % |
| CU.PR.C | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 4.79 % |
| IAF.PR.I | FixedReset Ins Non | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 16.39 Evaluated at bid price : 16.39 Bid-YTW : 5.25 % |
| HSE.PR.G | FixedReset Disc | 4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 9.35 % |
| IFC.PR.C | FixedReset Ins Non | 20.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 14.44 Evaluated at bid price : 14.44 Bid-YTW : 5.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 78,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.52 % |
| RY.PR.Q | FixedReset Disc | 72,210 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 24.47 Evaluated at bid price : 24.84 Bid-YTW : 4.95 % |
| RY.PR.R | FixedReset Disc | 63,696 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 23.79 Evaluated at bid price : 24.95 Bid-YTW : 5.15 % |
| BMO.PR.Y | FixedReset Disc | 54,332 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.14 % |
| TRP.PR.D | FixedReset Disc | 48,141 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.85 % |
| TD.PF.H | FixedReset Disc | 39,572 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-12 Maturity Price : 22.78 Evaluated at bid price : 23.21 Bid-YTW : 4.87 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 15.87 – 18.80 Spot Rate : 2.9300 Average : 2.4128 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 23.00 – 24.03 Spot Rate : 1.0300 Average : 0.6457 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 13.40 – 14.17 Spot Rate : 0.7700 Average : 0.4562 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 24.20 – 24.88 Spot Rate : 0.6800 Average : 0.4174 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 15.25 – 16.05 Spot Rate : 0.8000 Average : 0.5401 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 15.76 – 16.45 Spot Rate : 0.6900 Average : 0.4337 YTW SCENARIO |