| 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 | -1.1588 % | 1,420.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1588 % | 2,607.3 |
| Floater | 5.43 % | 5.72 % | 32,861 | 14.23 | 4 | -1.1588 % | 1,502.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0290 % | 3,413.8 |
| SplitShare | 4.92 % | 5.19 % | 63,424 | 3.90 | 7 | 0.0290 % | 4,076.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0290 % | 3,180.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3783 % | 2,939.9 |
| Perpetual-Discount | 5.72 % | 5.95 % | 79,938 | 13.94 | 35 | 0.3783 % | 3,153.4 |
| FixedReset Disc | 6.49 % | 5.36 % | 178,062 | 14.57 | 83 | 0.3696 % | 1,754.5 |
| Deemed-Retractible | 5.44 % | 5.71 % | 91,998 | 14.02 | 27 | 0.2219 % | 3,124.9 |
| FloatingReset | 5.13 % | 5.14 % | 47,615 | 15.18 | 3 | 0.6199 % | 1,733.4 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3696 % | 2,426.4 |
| FixedReset Bank Non | 2.00 % | 3.70 % | 153,095 | 1.64 | 2 | -0.1035 % | 2,750.2 |
| FixedReset Ins Non | 6.76 % | 5.42 % | 112,747 | 14.51 | 22 | 1.1582 % | 1,765.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -6.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.85 Evaluated at bid price : 8.85 Bid-YTW : 4.84 % |
| MFC.PR.I | FixedReset Ins Non | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.48 % |
| HSE.PR.A | FixedReset Disc | -3.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 5.82 Evaluated at bid price : 5.82 Bid-YTW : 9.32 % |
| PWF.PR.A | Floater | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.95 Evaluated at bid price : 8.95 Bid-YTW : 4.83 % |
| IAF.PR.B | Deemed-Retractible | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.71 % |
| SLF.PR.I | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.45 % |
| CU.PR.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 15.03 Evaluated at bid price : 15.03 Bid-YTW : 4.73 % |
| CM.PR.Y | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 5.36 % |
| HSE.PR.C | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 10.56 Evaluated at bid price : 10.56 Bid-YTW : 9.56 % |
| BAM.PF.H | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 23.56 Evaluated at bid price : 24.25 Bid-YTW : 5.20 % |
| NA.PR.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 22.60 Evaluated at bid price : 23.07 Bid-YTW : 5.49 % |
| BIK.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 22.20 Evaluated at bid price : 22.75 Bid-YTW : 6.41 % |
| SLF.PR.J | FloatingReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.90 Evaluated at bid price : 8.90 Bid-YTW : 4.62 % |
| MFC.PR.L | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 5.27 % |
| TD.PF.G | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 24.11 Evaluated at bid price : 24.58 Bid-YTW : 5.16 % |
| BAM.PF.A | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 5.93 % |
| MFC.PR.H | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.46 % |
| BMO.PR.F | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.15 % |
| RY.PR.Z | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 4.90 % |
| GWO.PR.P | Deemed-Retractible | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 23.17 Evaluated at bid price : 23.43 Bid-YTW : 5.86 % |
| TD.PF.K | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 5.18 % |
| BMO.PR.T | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 13.52 Evaluated at bid price : 13.52 Bid-YTW : 5.30 % |
| TRP.PR.K | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 22.58 Evaluated at bid price : 22.90 Bid-YTW : 5.36 % |
| RY.PR.W | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.29 % |
| PWF.PR.T | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 5.49 % |
| TD.PF.J | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 5.16 % |
| CM.PR.O | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 13.32 Evaluated at bid price : 13.32 Bid-YTW : 5.60 % |
| SLF.PR.G | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.86 Evaluated at bid price : 8.86 Bid-YTW : 5.00 % |
| TRP.PR.C | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.24 Evaluated at bid price : 8.24 Bid-YTW : 5.88 % |
| CM.PR.P | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.36 % |
| BAM.PF.E | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 12.97 Evaluated at bid price : 12.97 Bid-YTW : 6.12 % |
| MFC.PR.N | FixedReset Ins Non | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.06 Evaluated at bid price : 14.06 Bid-YTW : 5.22 % |
| BAM.PF.B | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 5.94 % |
| TRP.PR.A | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 11.22 Evaluated at bid price : 11.22 Bid-YTW : 5.98 % |
| BAM.PR.X | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 9.67 Evaluated at bid price : 9.67 Bid-YTW : 5.89 % |
| IFC.PR.A | FixedReset Ins Non | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 5.39 % |
| PWF.PR.P | FixedReset Disc | 12.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 6.15 % |
| SLF.PR.H | FixedReset Ins Non | 37.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 12.16 Evaluated at bid price : 12.16 Bid-YTW : 5.25 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.G | FixedReset Ins Non | 64,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 5.42 % |
| IAF.PR.G | FixedReset Ins Non | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 5.48 % |
| RY.PR.Q | FixedReset Disc | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 23.51 Evaluated at bid price : 24.05 Bid-YTW : 5.12 % |
| TD.PF.D | FixedReset Disc | 49,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 15.18 Evaluated at bid price : 15.18 Bid-YTW : 5.26 % |
| TD.PF.J | FixedReset Disc | 43,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 5.16 % |
| BAM.PF.E | FixedReset Disc | 31,866 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-28 Maturity Price : 12.97 Evaluated at bid price : 12.97 Bid-YTW : 6.12 % |
| There were 23 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: 15.18 – 18.80 Spot Rate : 3.6200 Average : 2.1254 YTW SCENARIO |
| BIK.PR.A | FixedReset Disc | Quote: 22.75 – 24.00 Spot Rate : 1.2500 Average : 0.7764 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 20.18 – 21.35 Spot Rate : 1.1700 Average : 0.7223 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 15.44 – 16.50 Spot Rate : 1.0600 Average : 0.6531 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 15.40 – 16.50 Spot Rate : 1.1000 Average : 0.7826 YTW SCENARIO |
| TD.PF.M | FixedReset Disc | Quote: 20.75 – 21.67 Spot Rate : 0.9200 Average : 0.6160 YTW SCENARIO |