| 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 | -0.1037 % | 2,601.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1037 % | 4,772.8 |
| Floater | 3.34 % | 3.39 % | 66,289 | 18.73 | 3 | -0.1037 % | 2,750.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2780 % | 3,686.6 |
| SplitShare | 4.60 % | 3.74 % | 26,507 | 3.27 | 7 | 0.2780 % | 4,402.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2780 % | 3,435.0 |
| Perpetual-Premium | 5.13 % | -22.34 % | 54,148 | 0.09 | 25 | 0.1972 % | 3,323.1 |
| Perpetual-Discount | 4.67 % | 3.65 % | 78,068 | 0.58 | 8 | 0.1691 % | 3,993.8 |
| FixedReset Disc | 3.94 % | 3.32 % | 129,876 | 17.93 | 40 | 0.8143 % | 2,851.1 |
| Insurance Straight | 4.86 % | -6.46 % | 72,299 | 0.08 | 22 | 0.0974 % | 3,746.1 |
| FloatingReset | 2.85 % | 3.13 % | 33,293 | 19.34 | 2 | 1.4757 % | 2,603.4 |
| FixedReset Prem | 4.72 % | 2.22 % | 138,564 | 1.60 | 30 | 0.5810 % | 2,785.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8143 % | 2,914.4 |
| FixedReset Ins Non | 4.03 % | 3.22 % | 100,295 | 18.33 | 20 | 0.0901 % | 2,954.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset Disc | -4.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 22.49 Evaluated at bid price : 23.10 Bid-YTW : 4.06 % |
| IFC.PR.A | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 3.22 % |
| TD.PF.D | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 3.32 % |
| BMO.PR.W | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.04 Evaluated at bid price : 24.22 Bid-YTW : 3.19 % |
| TD.PF.L | FixedReset Prem | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 2.25 % |
| BAM.PF.G | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 22.67 Evaluated at bid price : 23.58 Bid-YTW : 3.79 % |
| BIP.PR.B | FixedReset Prem | 1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.02 Bid-YTW : 3.71 % |
| TD.PF.K | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.78 Evaluated at bid price : 25.74 Bid-YTW : 3.33 % |
| NA.PR.S | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.31 Evaluated at bid price : 24.67 Bid-YTW : 3.28 % |
| IAF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.83 Evaluated at bid price : 25.36 Bid-YTW : 3.51 % |
| BMO.PR.S | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.21 Evaluated at bid price : 24.45 Bid-YTW : 3.23 % |
| BMO.PR.D | FixedReset Prem | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 1.11 % |
| PWF.PR.T | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.28 Evaluated at bid price : 24.48 Bid-YTW : 3.32 % |
| RY.PR.M | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 3.18 % |
| CU.PR.I | FixedReset Prem | 2.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 27.35 Bid-YTW : 2.17 % |
| IFC.PR.E | Insurance Straight | 2.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 27.00 Bid-YTW : 1.35 % |
| MFC.PR.F | FixedReset Ins Non | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 3.21 % |
| BAM.PR.R | FixedReset Disc | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 3.88 % |
| TRP.PR.F | FloatingReset | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.13 % |
| TRP.PR.A | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 3.91 % |
| PWF.PR.P | FixedReset Disc | 11.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.I | Insurance Straight | 293,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.31 % |
| CM.PR.R | FixedReset Prem | 181,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 1.61 % |
| RY.PR.J | FixedReset Disc | 116,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.27 % |
| TD.PF.D | FixedReset Disc | 115,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 3.32 % |
| CM.PR.S | FixedReset Disc | 96,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-26 Maturity Price : 23.84 Evaluated at bid price : 25.24 Bid-YTW : 3.26 % |
| SLF.PR.D | Insurance Straight | 73,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-25 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -6.46 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.F | FixedReset Disc | Quote: 23.10 – 24.67 Spot Rate : 1.5700 Average : 0.8967 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 25.07 – 26.10 Spot Rate : 1.0300 Average : 0.5635 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.20 – 25.12 Spot Rate : 0.9200 Average : 0.7348 YTW SCENARIO |
| BMO.PR.D | FixedReset Prem | Quote: 25.82 – 26.30 Spot Rate : 0.4800 Average : 0.3039 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 24.00 – 24.50 Spot Rate : 0.5000 Average : 0.3347 YTW SCENARIO |
| BAM.PF.J | FixedReset Prem | Quote: 25.75 – 26.35 Spot Rate : 0.6000 Average : 0.4400 YTW SCENARIO |