| 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 | 0.1246 % | 1,564.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1246 % | 2,871.1 |
| Floater | 5.34 % | 5.38 % | 69,346 | 14.87 | 3 | 0.1246 % | 1,654.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1083 % | 3,473.1 |
| SplitShare | 4.84 % | 4.85 % | 53,155 | 3.76 | 7 | 0.1083 % | 4,147.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1083 % | 3,236.1 |
| Perpetual-Premium | 5.15 % | 4.99 % | 71,124 | 4.04 | 1 | 0.9501 % | 3,061.0 |
| Perpetual-Discount | 5.54 % | 5.67 % | 81,202 | 14.40 | 35 | 0.1586 % | 3,295.6 |
| FixedReset Disc | 5.69 % | 4.52 % | 149,241 | 15.83 | 75 | -0.1951 % | 1,986.2 |
| Deemed-Retractible | 5.28 % | 5.47 % | 80,408 | 14.45 | 27 | 0.1773 % | 3,244.9 |
| FloatingReset | 2.35 % | 2.39 % | 30,968 | 1.51 | 4 | 0.3187 % | 1,777.9 |
| FixedReset Prem | 5.42 % | 4.04 % | 353,418 | 0.98 | 3 | -0.3537 % | 2,598.2 |
| FixedReset Bank Non | 1.95 % | 2.47 % | 105,471 | 1.50 | 2 | 0.0404 % | 2,829.0 |
| FixedReset Ins Non | 5.91 % | 4.67 % | 101,530 | 15.70 | 22 | -0.5520 % | 2,014.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.J | FixedReset Ins Non | -4.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 4.82 % |
| TRP.PR.C | FixedReset Disc | -4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 8.72 Evaluated at bid price : 8.72 Bid-YTW : 5.46 % |
| MFC.PR.N | FixedReset Ins Non | -4.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.74 % |
| EML.PR.A | FixedReset Ins Non | -4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.25 Evaluated at bid price : 23.90 Bid-YTW : 5.61 % |
| MFC.PR.L | FixedReset Ins Non | -3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 14.59 Evaluated at bid price : 14.59 Bid-YTW : 4.83 % |
| BAM.PR.X | FixedReset Disc | -3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 10.32 Evaluated at bid price : 10.32 Bid-YTW : 5.42 % |
| BAM.PF.E | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 5.54 % |
| PWF.PR.P | FixedReset Disc | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 4.77 % |
| TD.PF.I | FixedReset Disc | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.31 % |
| TRP.PR.A | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 12.08 Evaluated at bid price : 12.08 Bid-YTW : 5.43 % |
| NA.PR.E | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 4.52 % |
| TRP.PR.K | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.54 Evaluated at bid price : 23.89 Bid-YTW : 5.19 % |
| BAM.PF.A | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 5.48 % |
| SLF.PR.I | FixedReset Ins Non | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.59 % |
| MFC.PR.M | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 4.58 % |
| CM.PR.S | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.50 % |
| IFC.PR.G | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.75 % |
| MFC.PR.G | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.70 % |
| BAM.PR.Z | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 5.54 % |
| BAM.PF.G | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 5.51 % |
| BMO.PR.D | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 4.29 % |
| IAF.PR.B | Deemed-Retractible | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.31 Evaluated at bid price : 21.58 Bid-YTW : 5.37 % |
| SLF.PR.G | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 10.45 Evaluated at bid price : 10.45 Bid-YTW : 4.29 % |
| BAM.PF.C | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.61 Evaluated at bid price : 21.61 Bid-YTW : 5.67 % |
| BAM.PR.M | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.65 % |
| BMO.PR.Z | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 24.58 Evaluated at bid price : 24.88 Bid-YTW : 5.09 % |
| BAM.PR.N | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.66 % |
| TD.PF.E | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 4.36 % |
| BAM.PF.D | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 22.20 Evaluated at bid price : 22.20 Bid-YTW : 5.58 % |
| BMO.PR.Y | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 4.34 % |
| SLF.PR.H | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.58 % |
| IAF.PR.G | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 4.68 % |
| BIP.PR.C | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.05 Evaluated at bid price : 23.55 Bid-YTW : 5.71 % |
| TRP.PR.B | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 8.39 Evaluated at bid price : 8.39 Bid-YTW : 4.96 % |
| IFC.PR.A | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 12.38 Evaluated at bid price : 12.38 Bid-YTW : 4.61 % |
| TD.PF.F | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 24.26 Evaluated at bid price : 24.55 Bid-YTW : 4.99 % |
| IAF.PR.I | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 4.38 % |
| BIP.PR.D | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.63 Evaluated at bid price : 22.05 Bid-YTW : 5.71 % |
| CU.PR.F | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.89 Evaluated at bid price : 21.89 Bid-YTW : 5.22 % |
| CU.PR.G | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.91 Evaluated at bid price : 21.91 Bid-YTW : 5.21 % |
| CU.PR.D | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 22.98 Evaluated at bid price : 23.41 Bid-YTW : 5.29 % |
| CU.PR.H | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 24.47 Evaluated at bid price : 24.77 Bid-YTW : 5.36 % |
| CU.PR.E | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.27 Evaluated at bid price : 23.52 Bid-YTW : 5.27 % |
| BIP.PR.F | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 5.91 % |
| PWF.PR.Z | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 22.42 Evaluated at bid price : 22.70 Bid-YTW : 5.68 % |
| BIP.PR.A | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 6.17 % |
| BAM.PF.I | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.79 Evaluated at bid price : 24.15 Bid-YTW : 5.00 % |
| BMO.PR.F | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 22.82 Evaluated at bid price : 23.90 Bid-YTW : 4.29 % |
| MFC.PR.F | FixedReset Ins Non | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 4.43 % |
| BAM.PF.F | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 5.58 % |
| MFC.PR.I | FixedReset Ins Non | 5.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 4.72 % |
| TRP.PR.E | FixedReset Disc | 5.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 13.72 Evaluated at bid price : 13.72 Bid-YTW : 5.42 % |
| BAM.PR.R | FixedReset Disc | 8.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 5.33 % |
| MFC.PR.Q | FixedReset Ins Non | 9.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.L | Perpetual-Discount | 133,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.85 % |
| NA.PR.C | FixedReset Disc | 97,085 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.49 % |
| BMO.PR.C | FixedReset Disc | 90,401 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.83 Evaluated at bid price : 22.35 Bid-YTW : 4.23 % |
| BNS.PR.H | FixedReset Disc | 89,831 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 23.74 Evaluated at bid price : 25.03 Bid-YTW : 4.50 % |
| TD.PF.H | FixedReset Disc | 88,206 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 24.54 Evaluated at bid price : 24.85 Bid-YTW : 4.52 % |
| CM.PR.R | FixedReset Disc | 63,294 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-20 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.48 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset Ins Non | Quote: 23.90 – 24.93 Spot Rate : 1.0300 Average : 0.5943 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 15.50 – 16.45 Spot Rate : 0.9500 Average : 0.6359 YTW SCENARIO |
| BIK.PR.A | FixedReset Disc | Quote: 24.10 – 24.95 Spot Rate : 0.8500 Average : 0.5584 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 20.35 – 21.23 Spot Rate : 0.8800 Average : 0.6069 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 8.72 – 9.50 Spot Rate : 0.7800 Average : 0.5474 YTW SCENARIO |
| TRP.PR.K | FixedReset Disc | Quote: 23.89 – 24.35 Spot Rate : 0.4600 Average : 0.2769 YTW SCENARIO |