| 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 | 0.5369 % | 1,458.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5369 % | 2,676.9 |
| Floater | 5.72 % | 5.77 % | 76,499 | 14.26 | 3 | 0.5369 % | 1,542.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2453 % | 3,472.7 |
| SplitShare | 4.84 % | 4.77 % | 56,345 | 3.77 | 7 | 0.2453 % | 4,147.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2453 % | 3,235.8 |
| Perpetual-Premium | 5.16 % | 5.04 % | 66,194 | 4.05 | 1 | -0.0786 % | 3,052.6 |
| Perpetual-Discount | 5.62 % | 5.78 % | 77,715 | 14.29 | 35 | -0.2586 % | 3,244.5 |
| FixedReset Disc | 6.15 % | 5.07 % | 135,554 | 15.03 | 75 | 0.1981 % | 1,836.9 |
| Deemed-Retractible | 5.34 % | 5.57 % | 77,787 | 14.33 | 27 | -0.1419 % | 3,205.9 |
| FloatingReset | 2.42 % | 2.80 % | 32,382 | 1.52 | 4 | 1.0033 % | 1,731.5 |
| FixedReset Prem | 5.50 % | 5.10 % | 325,797 | 15.30 | 3 | 0.1336 % | 2,560.0 |
| FixedReset Bank Non | 1.98 % | 2.84 % | 125,830 | 1.52 | 2 | -0.1633 % | 2,795.8 |
| FixedReset Ins Non | 6.42 % | 5.14 % | 96,173 | 14.91 | 22 | 0.6631 % | 1,856.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.D | Perpetual-Discount | -5.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.89 % |
| GWO.PR.R | Deemed-Retractible | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.77 % |
| PWF.PR.P | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 8.47 Evaluated at bid price : 8.47 Bid-YTW : 5.80 % |
| TD.PF.L | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.98 % |
| MFC.PR.C | Deemed-Retractible | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.46 % |
| ELF.PR.H | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 23.23 Evaluated at bid price : 23.51 Bid-YTW : 5.87 % |
| RY.PR.Q | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 24.43 Evaluated at bid price : 24.85 Bid-YTW : 4.99 % |
| NA.PR.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 23.76 Evaluated at bid price : 24.25 Bid-YTW : 5.16 % |
| BAM.PF.E | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 5.76 % |
| BIP.PR.F | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.27 % |
| CU.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 14.36 Evaluated at bid price : 14.36 Bid-YTW : 4.98 % |
| TRP.PR.C | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 8.61 Evaluated at bid price : 8.61 Bid-YTW : 5.53 % |
| IFC.PR.I | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 23.71 Evaluated at bid price : 24.05 Bid-YTW : 5.65 % |
| BIP.PR.A | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 6.67 % |
| MFC.PR.F | FixedReset Ins Non | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 9.13 Evaluated at bid price : 9.13 Bid-YTW : 4.92 % |
| GWO.PR.N | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 9.15 Evaluated at bid price : 9.15 Bid-YTW : 4.59 % |
| TRP.PR.F | FloatingReset | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 9.70 Evaluated at bid price : 9.70 Bid-YTW : 5.46 % |
| MFC.PR.M | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 14.83 Evaluated at bid price : 14.83 Bid-YTW : 5.08 % |
| MFC.PR.N | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 5.07 % |
| BMO.PR.A | FloatingReset | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 2.60 % |
| TRP.PR.B | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 7.75 Evaluated at bid price : 7.75 Bid-YTW : 5.36 % |
| IFC.PR.A | FixedReset Ins Non | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 11.24 Evaluated at bid price : 11.24 Bid-YTW : 5.10 % |
| BAM.PR.X | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 9.74 Evaluated at bid price : 9.74 Bid-YTW : 5.75 % |
| IFC.PR.C | FixedReset Ins Non | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 14.39 Evaluated at bid price : 14.39 Bid-YTW : 5.31 % |
| SLF.PR.G | FixedReset Ins Non | 3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 9.52 Evaluated at bid price : 9.52 Bid-YTW : 4.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.C | Deemed-Retractible | 76,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.30 % |
| MFC.PR.I | FixedReset Ins Non | 57,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.13 % |
| CU.PR.F | Perpetual-Discount | 44,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 5.28 % |
| TRP.PR.A | FixedReset Disc | 43,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 11.36 Evaluated at bid price : 11.36 Bid-YTW : 5.79 % |
| MFC.PR.L | FixedReset Ins Non | 40,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.15 % |
| RY.PR.Q | FixedReset Disc | 39,695 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-14 Maturity Price : 24.43 Evaluated at bid price : 24.85 Bid-YTW : 4.99 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.E | FixedReset Disc | Quote: 20.12 – 21.81 Spot Rate : 1.6900 Average : 1.1160 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.01 – 22.27 Spot Rate : 1.2600 Average : 0.7081 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 14.33 – 15.21 Spot Rate : 0.8800 Average : 0.6231 YTW SCENARIO |
| BMO.PR.C | FixedReset Disc | Quote: 19.35 – 20.00 Spot Rate : 0.6500 Average : 0.4339 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.18 – 26.18 Spot Rate : 1.0000 Average : 0.7855 YTW SCENARIO |
| MFC.PR.R | FixedReset Ins Non | Quote: 20.95 – 21.65 Spot Rate : 0.7000 Average : 0.4914 YTW SCENARIO |