| 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 | -1.0442 % | 1,493.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0442 % | 2,740.3 |
| Floater | 5.17 % | 5.42 % | 40,620 | 14.69 | 4 | -1.0442 % | 1,579.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3536 % | 3,477.8 |
| SplitShare | 4.83 % | 4.65 % | 65,455 | 3.87 | 7 | 0.3536 % | 4,153.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3536 % | 3,240.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1711 % | 3,026.2 |
| Perpetual-Discount | 5.56 % | 5.74 % | 77,335 | 14.23 | 35 | -0.1711 % | 3,245.9 |
| FixedReset Disc | 6.14 % | 5.21 % | 173,556 | 14.77 | 83 | -0.3150 % | 1,855.6 |
| Deemed-Retractible | 5.32 % | 5.41 % | 86,499 | 14.44 | 27 | -0.2920 % | 3,213.1 |
| FloatingReset | 4.78 % | 4.74 % | 50,977 | 16.01 | 3 | -0.7738 % | 1,821.2 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3150 % | 2,566.2 |
| FixedReset Bank Non | 1.99 % | 3.67 % | 142,849 | 1.60 | 2 | -0.2050 % | 2,774.2 |
| FixedReset Ins Non | 6.41 % | 5.31 % | 112,381 | 14.69 | 22 | 0.0675 % | 1,862.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset Disc | -6.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 7.02 Evaluated at bid price : 7.02 Bid-YTW : 7.99 % |
| PWF.PR.P | FixedReset Disc | -4.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 9.85 Evaluated at bid price : 9.85 Bid-YTW : 5.41 % |
| TRP.PR.B | FixedReset Disc | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 7.59 Evaluated at bid price : 7.59 Bid-YTW : 5.85 % |
| BAM.PF.B | FixedReset Disc | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.88 % |
| TD.PF.J | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 5.14 % |
| HSE.PR.C | FixedReset Disc | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 8.68 % |
| TRP.PR.A | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 11.74 Evaluated at bid price : 11.74 Bid-YTW : 5.78 % |
| MFC.PR.I | FixedReset Ins Non | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.39 Evaluated at bid price : 16.39 Bid-YTW : 5.33 % |
| BAM.PF.F | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 5.72 % |
| PWF.PR.A | Floater | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 9.20 Evaluated at bid price : 9.20 Bid-YTW : 4.70 % |
| HSE.PR.E | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 8.80 % |
| BMO.PR.C | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 5.21 % |
| BAM.PR.R | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 12.48 Evaluated at bid price : 12.48 Bid-YTW : 5.74 % |
| BAM.PR.T | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 5.77 % |
| SLF.PR.G | FixedReset Ins Non | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 9.20 Evaluated at bid price : 9.20 Bid-YTW : 5.18 % |
| BIP.PR.A | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.89 % |
| MFC.PR.H | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 5.44 % |
| TRP.PR.F | FloatingReset | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 10.03 Evaluated at bid price : 10.03 Bid-YTW : 5.23 % |
| BAM.PR.K | Floater | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 7.97 Evaluated at bid price : 7.97 Bid-YTW : 5.47 % |
| TD.PF.K | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.11 % |
| MFC.PR.N | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 5.32 % |
| MFC.PR.F | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 9.33 Evaluated at bid price : 9.33 Bid-YTW : 5.15 % |
| TRP.PR.E | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 6.03 % |
| BIK.PR.A | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 22.87 Evaluated at bid price : 24.00 Bid-YTW : 6.06 % |
| ELF.PR.G | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 5.72 % |
| TD.PF.I | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 5.11 % |
| BAM.PR.Z | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 5.79 % |
| SLF.PR.I | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 5.31 % |
| TRP.PR.D | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 5.99 % |
| IFC.PR.E | Deemed-Retractible | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 23.50 Evaluated at bid price : 23.90 Bid-YTW : 5.53 % |
| MFC.PR.L | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.32 % |
| TD.PF.L | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.04 % |
| HSE.PR.G | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 11.32 Evaluated at bid price : 11.32 Bid-YTW : 8.91 % |
| BAM.PF.A | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 5.70 % |
| MFC.PR.Q | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 5.20 % |
| IFC.PR.I | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 23.66 Evaluated at bid price : 24.00 Bid-YTW : 5.77 % |
| BIP.PR.E | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.19 % |
| BNS.PR.H | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 22.90 Evaluated at bid price : 23.30 Bid-YTW : 5.08 % |
| BIP.PR.B | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 23.03 Evaluated at bid price : 23.76 Bid-YTW : 5.77 % |
| IFC.PR.A | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.18 % |
| CM.PR.O | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.35 % |
| TD.PF.G | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 24.59 Evaluated at bid price : 24.96 Bid-YTW : 5.23 % |
| TD.PF.D | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.05 % |
| TD.PF.M | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 21.57 Evaluated at bid price : 21.85 Bid-YTW : 4.98 % |
| IFC.PR.G | FixedReset Ins Non | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.33 % |
| RY.PR.S | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.58 % |
| MFC.PR.R | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.25 % |
| IAF.PR.I | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.14 % |
| MFC.PR.M | FixedReset Ins Non | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.17 % |
| IAF.PR.G | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 5.28 % |
| RY.PR.M | FixedReset Disc | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 4.96 % |
| TD.PF.E | FixedReset Disc | 3.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.15 % |
| CU.PR.C | FixedReset Disc | 5.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.87 Evaluated at bid price : 15.87 Bid-YTW : 4.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Disc | 129,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 22.52 Evaluated at bid price : 22.95 Bid-YTW : 5.09 % |
| TD.PF.K | FixedReset Disc | 93,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.11 % |
| RY.PR.R | FixedReset Disc | 88,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 23.88 Evaluated at bid price : 25.10 Bid-YTW : 5.26 % |
| BNS.PR.H | FixedReset Disc | 69,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 22.90 Evaluated at bid price : 23.30 Bid-YTW : 5.08 % |
| CM.PR.O | FixedReset Disc | 68,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.35 % |
| PWF.PR.T | FixedReset Disc | 52,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-09 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.21 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 14.30 – 18.00 Spot Rate : 3.7000 Average : 2.0713 YTW SCENARIO |
| BMO.PR.C | FixedReset Disc | Quote: 18.87 – 19.80 Spot Rate : 0.9300 Average : 0.5308 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.05 – 26.05 Spot Rate : 1.0000 Average : 0.6480 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 13.00 – 13.78 Spot Rate : 0.7800 Average : 0.4338 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 16.98 – 17.52 Spot Rate : 0.5400 Average : 0.3201 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 9.85 – 10.50 Spot Rate : 0.6500 Average : 0.5078 YTW SCENARIO |