| 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 | 3.08 % | 3.58 % | 45,401 | 19.97 | 1 | 0.0000 % | 2,834.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1946 % | 5,082.5 |
| Floater | 3.13 % | 3.17 % | 75,234 | 19.21 | 3 | -0.1946 % | 2,929.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1594 % | 3,659.2 |
| SplitShare | 4.69 % | 4.22 % | 47,773 | 3.61 | 6 | -0.1594 % | 4,369.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1594 % | 3,409.5 |
| Perpetual-Premium | 5.18 % | -1.16 % | 45,214 | 0.08 | 23 | -0.0323 % | 3,244.1 |
| Perpetual-Discount | 4.78 % | 4.82 % | 65,074 | 15.80 | 11 | 0.5435 % | 3,847.6 |
| FixedReset Disc | 4.02 % | 4.11 % | 113,594 | 17.30 | 42 | -0.6271 % | 2,802.5 |
| Insurance Straight | 4.97 % | 4.51 % | 98,433 | 0.54 | 19 | 0.0042 % | 3,648.4 |
| FloatingReset | 2.53 % | 2.86 % | 27,082 | 20.09 | 2 | -3.0792 % | 2,682.5 |
| FixedReset Prem | 4.74 % | 3.71 % | 113,324 | 2.29 | 28 | -0.0673 % | 2,714.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6271 % | 2,864.7 |
| FixedReset Ins Non | 4.13 % | 3.86 % | 89,854 | 17.27 | 19 | 0.0137 % | 2,920.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset Disc | -4.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 21.84 Evaluated at bid price : 22.10 Bid-YTW : 4.78 % |
| RY.PR.J | FixedReset Disc | -3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.74 Evaluated at bid price : 23.64 Bid-YTW : 4.11 % |
| TRP.PR.F | FloatingReset | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 2.86 % |
| TRP.PR.E | FixedReset Disc | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 4.64 % |
| SLF.PR.J | FloatingReset | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 2.18 % |
| TRP.PR.C | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 4.54 % |
| CM.PR.P | FixedReset Disc | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.71 Evaluated at bid price : 23.50 Bid-YTW : 3.85 % |
| BAM.PR.K | Floater | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 3.17 % |
| BMO.PR.W | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.89 Evaluated at bid price : 23.80 Bid-YTW : 3.73 % |
| TRP.PR.B | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 4.63 % |
| TD.PF.A | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.93 Evaluated at bid price : 23.87 Bid-YTW : 3.72 % |
| BMO.PR.T | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.02 Evaluated at bid price : 24.00 Bid-YTW : 3.68 % |
| BMO.PR.F | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.02 % |
| TD.PF.L | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.07 % |
| RS.PR.A | SplitShare | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.51 Bid-YTW : 4.18 % |
| BMO.PR.Y | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.00 Evaluated at bid price : 24.25 Bid-YTW : 3.91 % |
| GWO.PR.H | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-12 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : -0.49 % |
| NA.PR.G | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.64 Evaluated at bid price : 25.10 Bid-YTW : 4.11 % |
| BAM.PF.H | FixedReset Prem | 2.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.37 % |
| BAM.PR.B | Floater | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 3.19 % |
| RY.PR.M | FixedReset Disc | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.90 Evaluated at bid price : 24.09 Bid-YTW : 3.85 % |
| BAM.PF.G | FixedReset Disc | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 22.32 Evaluated at bid price : 22.90 Bid-YTW : 4.39 % |
| CIU.PR.A | Perpetual-Discount | 7.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.69 Evaluated at bid price : 23.96 Bid-YTW : 4.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.J | Perpetual-Discount | 29,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 24.56 Evaluated at bid price : 24.95 Bid-YTW : 4.77 % |
| BMO.PR.S | FixedReset Disc | 27,635 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.20 Evaluated at bid price : 24.29 Bid-YTW : 3.74 % |
| CM.PR.S | FixedReset Prem | 24,409 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.86 Evaluated at bid price : 24.97 Bid-YTW : 3.80 % |
| PWF.PF.A | Perpetual-Discount | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 24.40 Evaluated at bid price : 24.80 Bid-YTW : 4.58 % |
| BMO.PR.E | FixedReset Prem | 19,794 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 23.62 Evaluated at bid price : 25.05 Bid-YTW : 4.02 % |
| MFC.PR.C | Insurance Straight | 17,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-13 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.60 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 20.00 – 21.50 Spot Rate : 1.5000 Average : 0.9293 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.10 – 23.15 Spot Rate : 1.0500 Average : 0.6890 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.20 – 15.00 Spot Rate : 1.8000 Average : 1.4634 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.64 – 24.64 Spot Rate : 1.0000 Average : 0.6871 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.16 – 21.59 Spot Rate : 1.4300 Average : 1.1372 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.85 – 15.60 Spot Rate : 0.7500 Average : 0.5016 YTW SCENARIO |