| 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 | -1.0581 % | 2,574.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0581 % | 4,938.0 |
| Floater | 4.83 % | 4.83 % | 49,832 | 15.84 | 3 | -1.0581 % | 2,845.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1535 % | 3,499.8 |
| SplitShare | 4.86 % | 5.24 % | 37,109 | 3.19 | 8 | 0.1535 % | 4,179.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1535 % | 3,261.0 |
| Perpetual-Premium | 5.90 % | 6.01 % | 75,828 | 13.82 | 2 | -0.9000 % | 2,928.7 |
| Perpetual-Discount | 5.85 % | 5.97 % | 61,489 | 13.91 | 34 | -0.7132 % | 3,169.4 |
| FixedReset Disc | 4.60 % | 6.54 % | 123,276 | 13.48 | 57 | 0.5527 % | 2,535.6 |
| Insurance Straight | 5.86 % | 5.88 % | 93,642 | 14.10 | 19 | -0.1837 % | 3,068.2 |
| FloatingReset | 5.08 % | 5.31 % | 49,015 | 15.00 | 2 | 0.4533 % | 2,697.9 |
| FixedReset Prem | 5.06 % | 4.87 % | 137,204 | 2.00 | 9 | 0.1714 % | 2,606.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5527 % | 2,591.9 |
| FixedReset Ins Non | 4.43 % | 6.36 % | 74,347 | 13.55 | 15 | -0.2818 % | 2,706.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.R | Insurance Straight | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.18 % |
| SLF.PR.D | Insurance Straight | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.72 % |
| SLF.PR.G | FixedReset Ins Non | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 6.94 % |
| CU.PR.F | Perpetual-Discount | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.98 % |
| PWF.PR.Z | Perpetual-Discount | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.09 % |
| PWF.PR.T | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 6.75 % |
| BAM.PF.G | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 7.28 % |
| POW.PR.B | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.06 Evaluated at bid price : 22.35 Bid-YTW : 6.09 % |
| SLF.PR.C | Insurance Straight | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.76 % |
| RY.PR.J | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.65 % |
| POW.PR.D | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 6.03 % |
| IFC.PR.I | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.26 Evaluated at bid price : 22.62 Bid-YTW : 5.97 % |
| MFC.PR.M | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.60 % |
| IFC.PR.A | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.36 % |
| BAM.PF.C | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.04 % |
| GWO.PR.Q | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.03 % |
| SLF.PR.E | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.72 % |
| POW.PR.C | Perpetual-Premium | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.98 % |
| TD.PF.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.48 % |
| IFC.PR.E | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.17 Evaluated at bid price : 22.50 Bid-YTW : 5.78 % |
| PWF.PR.S | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.04 % |
| TD.PF.K | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.79 Evaluated at bid price : 23.24 Bid-YTW : 6.35 % |
| TD.PF.J | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 23.04 Evaluated at bid price : 23.64 Bid-YTW : 6.41 % |
| PWF.PR.F | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 6.09 % |
| SLF.PR.H | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.54 % |
| PWF.PR.K | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 6.09 % |
| POW.PR.G | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.93 % |
| IFC.PR.F | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.22 Evaluated at bid price : 22.60 Bid-YTW : 5.87 % |
| PWF.PF.A | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.77 % |
| CU.PR.I | FixedReset Prem | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.26 % |
| BAM.PR.R | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.07 % |
| BAM.PF.I | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.87 % |
| TRP.PR.F | FloatingReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 5.31 % |
| BMO.PR.F | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.29 % |
| BAM.PR.Z | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 22.42 Evaluated at bid price : 23.31 Bid-YTW : 6.70 % |
| PVS.PR.K | SplitShare | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 5.77 % |
| BAM.PF.E | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 7.14 % |
| PWF.PR.H | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.07 % |
| TRP.PR.C | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 7.52 % |
| RY.PR.Z | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.43 % |
| RY.PR.S | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 23.42 Evaluated at bid price : 23.80 Bid-YTW : 5.98 % |
| BNS.PR.I | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 23.61 Evaluated at bid price : 24.00 Bid-YTW : 6.01 % |
| BAM.PF.B | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.92 % |
| IFC.PR.C | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 6.54 % |
| MFC.PR.N | FixedReset Ins Non | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.50 % |
| BAM.PR.M | Perpetual-Discount | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 5.82 % |
| BAM.PR.N | Perpetual-Discount | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 5.83 % |
| TRP.PR.G | FixedReset Disc | 4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 6.80 % |
| NA.PR.W | FixedReset Disc | 11.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.37 % |
| GWO.PR.Y | Insurance Straight | 20.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.87 % |
| RY.PR.M | FixedReset Disc | 38.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 78,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.76 % |
| BMO.PR.D | FixedReset Disc | 38,876 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 24.09 Evaluated at bid price : 24.92 Bid-YTW : 6.59 % |
| RS.PR.A | SplitShare | 28,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.03 Bid-YTW : 5.46 % |
| RY.PR.J | FixedReset Disc | 22,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.65 % |
| SLF.PR.D | Insurance Straight | 18,480 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.72 % |
| PWF.PR.G | Perpetual-Premium | 17,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-14 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 6.01 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 19.30 – 24.84 Spot Rate : 5.5400 Average : 3.3161 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 19.00 – 22.75 Spot Rate : 3.7500 Average : 2.6637 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 19.80 – 21.94 Spot Rate : 2.1400 Average : 1.4012 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.20 – 22.79 Spot Rate : 1.5900 Average : 1.0401 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 19.71 – 21.50 Spot Rate : 1.7900 Average : 1.3150 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 19.50 – 20.75 Spot Rate : 1.2500 Average : 0.7775 YTW SCENARIO |