| 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 | -1.0698 % | 2,746.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0698 % | 5,040.4 |
| Floater | 3.16 % | 3.15 % | 94,599 | 19.37 | 3 | -1.0698 % | 2,904.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,695.1 |
| SplitShare | 4.63 % | 3.94 % | 48,106 | 3.95 | 6 | -0.0193 % | 4,412.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,443.0 |
| Perpetual-Premium | 5.11 % | -3.63 % | 66,227 | 0.09 | 30 | -0.1164 % | 3,308.9 |
| Perpetual-Discount | 4.64 % | 4.56 % | 58,931 | 16.27 | 4 | 0.2330 % | 3,931.5 |
| FixedReset Disc | 3.99 % | 3.55 % | 151,652 | 18.18 | 40 | -0.1735 % | 2,809.9 |
| Insurance Straight | 4.91 % | -2.70 % | 88,864 | 0.09 | 22 | -0.1320 % | 3,710.3 |
| FloatingReset | 2.77 % | 3.03 % | 46,161 | 19.66 | 2 | -0.5284 % | 2,577.6 |
| FixedReset Prem | 4.82 % | 2.85 % | 202,940 | 2.27 | 33 | -0.3344 % | 2,757.8 |
| FixedReset Bank Non | 1.80 % | 2.02 % | 115,934 | 0.63 | 1 | -0.2393 % | 2,893.1 |
| FixedReset Ins Non | 4.18 % | 3.44 % | 154,113 | 18.15 | 21 | 0.0455 % | 2,900.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.80 Evaluated at bid price : 23.55 Bid-YTW : 3.52 % |
| TD.PF.M | FixedReset Prem | -1.57 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.28 Bid-YTW : 3.59 % |
| GWO.PR.G | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-14 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -9.92 % |
| BNS.PR.I | FixedReset Prem | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.53 Evaluated at bid price : 25.25 Bid-YTW : 3.33 % |
| TD.PF.J | FixedReset Prem | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.71 Evaluated at bid price : 25.27 Bid-YTW : 3.51 % |
| MFC.PR.I | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 24.35 Evaluated at bid price : 24.70 Bid-YTW : 3.75 % |
| TD.PF.L | FixedReset Prem | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.73 % |
| MFC.PR.F | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 3.26 % |
| BIP.PR.A | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.48 Evaluated at bid price : 23.25 Bid-YTW : 4.58 % |
| TRP.PR.F | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.03 % |
| BMO.PR.T | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.83 Evaluated at bid price : 23.75 Bid-YTW : 3.26 % |
| IFC.PR.A | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 3.31 % |
| MFC.PR.M | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.81 Evaluated at bid price : 23.80 Bid-YTW : 3.38 % |
| IAF.PR.I | FixedReset Ins Non | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.76 Evaluated at bid price : 25.35 Bid-YTW : 3.52 % |
| MFC.PR.N | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.61 Evaluated at bid price : 23.45 Bid-YTW : 3.37 % |
| IAF.PR.G | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 24.44 Evaluated at bid price : 24.82 Bid-YTW : 3.68 % |
| TRP.PR.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.82 % |
| BAM.PF.E | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 63,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.10 Evaluated at bid price : 24.26 Bid-YTW : 3.37 % |
| BAM.PF.C | Perpetual-Premium | 52,846 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 4.87 % |
| IFC.PR.G | FixedReset Ins Non | 40,392 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.55 Evaluated at bid price : 24.93 Bid-YTW : 3.42 % |
| MFC.PR.Q | FixedReset Ins Non | 37,340 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 23.51 Evaluated at bid price : 24.80 Bid-YTW : 3.44 % |
| NA.PR.W | FixedReset Disc | 34,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-14 Maturity Price : 22.75 Evaluated at bid price : 23.70 Bid-YTW : 3.33 % |
| BMO.PR.D | FixedReset Prem | 32,060 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 2.54 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.A | Perpetual-Premium | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.6326 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.6830 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.00 – 24.27 Spot Rate : 1.2700 Average : 1.0253 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 25.90 – 27.00 Spot Rate : 1.1000 Average : 0.8844 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 25.26 – 25.80 Spot Rate : 0.5400 Average : 0.3258 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 25.01 – 25.60 Spot Rate : 0.5900 Average : 0.3879 YTW SCENARIO |