| 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 | -1.3929 % | 1,562.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3929 % | 2,867.5 |
| Floater | 5.34 % | 5.41 % | 61,367 | 14.77 | 3 | -1.3929 % | 1,652.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3220 % | 3,504.8 |
| SplitShare | 4.66 % | 4.53 % | 43,110 | 3.27 | 8 | 0.3220 % | 4,185.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3220 % | 3,265.7 |
| Perpetual-Premium | 5.55 % | 4.71 % | 84,631 | 4.04 | 4 | 0.1191 % | 3,097.9 |
| Perpetual-Discount | 5.45 % | 5.63 % | 78,141 | 14.43 | 31 | 0.3547 % | 3,348.1 |
| FixedReset Disc | 5.69 % | 4.38 % | 119,658 | 16.01 | 67 | 0.4228 % | 2,014.1 |
| Deemed-Retractible | 5.22 % | 5.31 % | 89,453 | 14.58 | 27 | 0.1059 % | 3,285.9 |
| FloatingReset | 2.92 % | 2.08 % | 41,050 | 1.45 | 3 | 0.2497 % | 1,764.2 |
| FixedReset Prem | 5.27 % | 4.40 % | 234,485 | 0.93 | 11 | 0.1586 % | 2,608.7 |
| FixedReset Bank Non | 1.95 % | 2.13 % | 103,395 | 1.45 | 2 | 0.1413 % | 2,841.2 |
| FixedReset Ins Non | 5.80 % | 4.52 % | 92,322 | 16.02 | 22 | -0.1732 % | 2,054.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -7.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 9.40 Evaluated at bid price : 9.40 Bid-YTW : 4.43 % |
| TD.PF.J | FixedReset Disc | -6.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.45 % |
| SLF.PR.G | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 10.00 Evaluated at bid price : 10.00 Bid-YTW : 4.46 % |
| BAM.PR.X | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 10.51 Evaluated at bid price : 10.51 Bid-YTW : 5.30 % |
| BAM.PR.B | Floater | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 8.04 Evaluated at bid price : 8.04 Bid-YTW : 5.40 % |
| BAM.PR.K | Floater | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 8.00 Evaluated at bid price : 8.00 Bid-YTW : 5.43 % |
| SLF.PR.I | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.52 % |
| BAM.PR.C | Floater | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 8.03 Evaluated at bid price : 8.03 Bid-YTW : 5.41 % |
| PWF.PR.P | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 9.80 Evaluated at bid price : 9.80 Bid-YTW : 4.98 % |
| IFC.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 4.52 % |
| PWF.PR.Z | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 22.81 Evaluated at bid price : 23.15 Bid-YTW : 5.59 % |
| BIP.PR.C | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 22.98 Evaluated at bid price : 23.50 Bid-YTW : 5.75 % |
| BAM.PR.R | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 5.33 % |
| POW.PR.D | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 22.18 Evaluated at bid price : 22.46 Bid-YTW : 5.61 % |
| BAM.PF.J | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 22.75 Evaluated at bid price : 23.38 Bid-YTW : 5.11 % |
| TRP.PR.G | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 5.41 % |
| CM.PR.Q | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 4.37 % |
| BIK.PR.A | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 23.29 Evaluated at bid price : 25.00 Bid-YTW : 5.85 % |
| RY.PR.S | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.04 % |
| BIP.PR.D | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 5.87 % |
| MFC.PR.F | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 9.97 Evaluated at bid price : 9.97 Bid-YTW : 4.48 % |
| NA.PR.S | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 4.48 % |
| BAM.PF.D | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 22.25 Evaluated at bid price : 22.55 Bid-YTW : 5.49 % |
| CM.PR.S | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.22 % |
| TRP.PR.D | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 13.88 Evaluated at bid price : 13.88 Bid-YTW : 5.38 % |
| BIP.PR.A | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.12 % |
| CM.PR.O | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 4.37 % |
| BIP.PR.E | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.13 % |
| BAM.PF.I | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 23.65 Evaluated at bid price : 24.03 Bid-YTW : 5.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 52,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 4.30 % |
| BAM.PR.X | FixedReset Disc | 45,772 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 10.51 Evaluated at bid price : 10.51 Bid-YTW : 5.30 % |
| BAM.PR.K | Floater | 43,819 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 8.00 Evaluated at bid price : 8.00 Bid-YTW : 5.43 % |
| TD.PF.K | FixedReset Disc | 41,437 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 4.24 % |
| RY.PR.Z | FixedReset Disc | 37,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 4.03 % |
| CM.PR.S | FixedReset Disc | 30,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-10 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.22 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 25.62 – 27.00 Spot Rate : 1.3800 Average : 0.8070 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 18.50 – 19.75 Spot Rate : 1.2500 Average : 0.7610 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.65 – 26.65 Spot Rate : 1.0000 Average : 0.6591 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 9.40 – 10.05 Spot Rate : 0.6500 Average : 0.4021 YTW SCENARIO |
| W.PR.M | FixedReset Disc | Quote: 24.65 – 25.20 Spot Rate : 0.5500 Average : 0.3412 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 8.25 – 8.85 Spot Rate : 0.6000 Average : 0.4233 YTW SCENARIO |