| 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 | -0.9134 % | 1,416.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9134 % | 2,599.1 |
| Floater | 5.45 % | 5.72 % | 31,752 | 14.25 | 4 | -0.9134 % | 1,497.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5572 % | 3,386.5 |
| SplitShare | 4.96 % | 5.43 % | 71,643 | 3.91 | 7 | -0.5572 % | 4,044.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5572 % | 3,155.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1998 % | 2,919.1 |
| Perpetual-Discount | 5.77 % | 6.00 % | 81,343 | 13.87 | 35 | 0.1998 % | 3,131.0 |
| FixedReset Disc | 6.47 % | 5.42 % | 186,302 | 14.54 | 83 | -0.7619 % | 1,758.5 |
| Deemed-Retractible | 5.45 % | 5.71 % | 89,092 | 13.93 | 27 | -0.1941 % | 3,107.5 |
| FloatingReset | 5.10 % | 5.14 % | 51,197 | 15.20 | 3 | -1.4329 % | 1,732.0 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7619 % | 2,431.9 |
| FixedReset Bank Non | 2.01 % | 3.88 % | 172,774 | 1.65 | 2 | 0.1039 % | 2,746.3 |
| FixedReset Ins Non | 6.73 % | 5.47 % | 117,813 | 14.27 | 22 | -0.7617 % | 1,766.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -13.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 6.35 % |
| BMO.PR.W | FixedReset Disc | -10.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 5.77 % |
| IFC.PR.C | FixedReset Ins Non | -7.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 6.07 % |
| IFC.PR.A | FixedReset Ins Non | -6.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 10.68 Evaluated at bid price : 10.68 Bid-YTW : 5.59 % |
| TRP.PR.H | FloatingReset | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 7.50 Evaluated at bid price : 7.50 Bid-YTW : 5.14 % |
| SLF.PR.G | FixedReset Ins Non | -3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 8.81 Evaluated at bid price : 8.81 Bid-YTW : 5.31 % |
| HSE.PR.G | FixedReset Disc | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 9.80 % |
| BAM.PR.X | FixedReset Disc | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 9.70 Evaluated at bid price : 9.70 Bid-YTW : 6.03 % |
| BIP.PR.F | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.67 % |
| TD.PF.J | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 16.43 Evaluated at bid price : 16.43 Bid-YTW : 5.22 % |
| CM.PR.Q | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.83 % |
| BMO.PR.C | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 5.52 % |
| MFC.PR.B | Deemed-Retractible | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 5.61 % |
| TD.PF.K | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 5.26 % |
| BAM.PR.C | Floater | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 7.51 Evaluated at bid price : 7.51 Bid-YTW : 5.80 % |
| GWO.PR.N | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 9.32 Evaluated at bid price : 9.32 Bid-YTW : 4.75 % |
| MFC.PR.H | FixedReset Ins Non | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 16.06 Evaluated at bid price : 16.06 Bid-YTW : 5.67 % |
| HSE.PR.E | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 9.71 % |
| TD.PF.I | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 5.19 % |
| BNS.PR.E | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.13 Evaluated at bid price : 23.71 Bid-YTW : 5.26 % |
| TRP.PR.C | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 8.36 Evaluated at bid price : 8.36 Bid-YTW : 5.99 % |
| MFC.PR.F | FixedReset Ins Non | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 9.01 Evaluated at bid price : 9.01 Bid-YTW : 5.16 % |
| NA.PR.X | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.51 Evaluated at bid price : 24.05 Bid-YTW : 5.57 % |
| MFC.PR.J | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 15.27 Evaluated at bid price : 15.27 Bid-YTW : 5.43 % |
| MFC.PR.R | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.60 % |
| BMO.PR.Y | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.45 % |
| PVS.PR.F | SplitShare | -1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 5.51 % |
| BMO.PR.E | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 5.17 % |
| TD.PF.E | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.44 % |
| TD.PF.B | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 5.20 % |
| RY.PR.H | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 5.04 % |
| BAM.PR.K | Floater | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 7.46 Evaluated at bid price : 7.46 Bid-YTW : 5.84 % |
| RY.PR.R | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 24.10 Evaluated at bid price : 24.50 Bid-YTW : 5.37 % |
| PWF.PR.T | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.93 Evaluated at bid price : 13.93 Bid-YTW : 5.68 % |
| CM.PR.P | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 5.47 % |
| BMO.PR.B | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 21.84 Evaluated at bid price : 22.36 Bid-YTW : 5.05 % |
| TD.PF.A | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.37 Evaluated at bid price : 14.37 Bid-YTW : 5.15 % |
| W.PR.K | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.08 Evaluated at bid price : 23.77 Bid-YTW : 5.56 % |
| RY.PR.W | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.30 % |
| TD.PF.G | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.89 Evaluated at bid price : 24.40 Bid-YTW : 5.26 % |
| PVS.PR.H | SplitShare | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.41 % |
| PVS.PR.G | SplitShare | -1.01 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.30 % |
| BMO.PR.F | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 5.10 % |
| BAM.PF.B | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 6.05 % |
| SLF.PR.H | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 5.35 % |
| MFC.PR.L | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.29 Evaluated at bid price : 13.29 Bid-YTW : 5.40 % |
| MFC.PR.Q | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 5.40 % |
| MFC.PR.G | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 15.22 Evaluated at bid price : 15.22 Bid-YTW : 5.56 % |
| RY.PR.P | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 24.31 Evaluated at bid price : 24.80 Bid-YTW : 5.30 % |
| MFC.PR.M | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.46 % |
| CU.PR.C | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 4.67 % |
| NA.PR.C | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.72 % |
| IFC.PR.I | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.66 Evaluated at bid price : 24.00 Bid-YTW : 5.75 % |
| NA.PR.W | FixedReset Disc | 3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset Disc | 41,715 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 23.74 Evaluated at bid price : 24.25 Bid-YTW : 5.14 % |
| TD.PF.B | FixedReset Disc | 36,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 5.20 % |
| CM.PR.P | FixedReset Disc | 35,872 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 5.47 % |
| BMO.PR.E | FixedReset Disc | 30,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 5.17 % |
| CM.PR.O | FixedReset Disc | 29,701 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.62 % |
| TD.PF.C | FixedReset Disc | 25,735 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-22 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 5.21 % |
| There were 16 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: 15.12 – 18.80 Spot Rate : 3.6800 Average : 2.4431 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 12.95 – 14.72 Spot Rate : 1.7700 Average : 1.0419 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 13.05 – 14.12 Spot Rate : 1.0700 Average : 0.7688 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 8.15 – 9.75 Spot Rate : 1.6000 Average : 1.3418 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 24.30 – 24.95 Spot Rate : 0.6500 Average : 0.3981 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 10.68 – 11.38 Spot Rate : 0.7000 Average : 0.4819 YTW SCENARIO |