| 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 | -0.6242 % | 2,446.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6242 % | 4,692.4 |
| Floater | 6.46 % | 6.52 % | 39,849 | 13.18 | 3 | -0.6242 % | 2,704.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3853 % | 3,467.4 |
| SplitShare | 4.91 % | 5.20 % | 44,506 | 3.15 | 8 | -0.3853 % | 4,140.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3853 % | 3,230.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1754 % | 2,847.7 |
| Perpetual-Discount | 5.99 % | 6.07 % | 65,760 | 13.80 | 34 | 0.1754 % | 3,105.2 |
| FixedReset Disc | 4.79 % | 6.37 % | 113,654 | 13.55 | 56 | 0.0598 % | 2,458.9 |
| Insurance Straight | 5.98 % | 6.06 % | 84,538 | 13.83 | 18 | -0.0483 % | 3,008.8 |
| FloatingReset | 6.81 % | 7.10 % | 41,456 | 12.43 | 2 | -1.1392 % | 2,535.6 |
| FixedReset Prem | 5.03 % | 4.94 % | 129,183 | 1.94 | 10 | -0.3170 % | 2,592.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0598 % | 2,513.5 |
| FixedReset Ins Non | 4.78 % | 6.78 % | 56,995 | 13.38 | 14 | -0.0929 % | 2,548.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.J | FixedReset Disc | -4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.80 % |
| IFC.PR.A | FixedReset Ins Non | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 6.89 % |
| IFC.PR.E | Insurance Straight | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 6.14 % |
| TRP.PR.E | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 7.86 % |
| BAM.PR.X | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.88 % |
| IFC.PR.G | FixedReset Ins Non | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.81 % |
| ELF.PR.H | Perpetual-Discount | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 6.10 % |
| PVS.PR.J | SplitShare | -1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.24 % |
| BAM.PF.F | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 7.40 % |
| TRP.PR.D | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.81 % |
| PVS.PR.G | SplitShare | -1.41 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 5.83 % |
| BAM.PF.H | FixedReset Prem | -1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.90 % |
| IFC.PR.C | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.96 % |
| SLF.PR.J | FloatingReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 15.17 Evaluated at bid price : 15.17 Bid-YTW : 6.66 % |
| TRP.PR.F | FloatingReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 16.07 Evaluated at bid price : 16.07 Bid-YTW : 7.10 % |
| TD.PF.J | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 22.78 Evaluated at bid price : 23.39 Bid-YTW : 6.20 % |
| BAM.PR.K | Floater | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 12.71 Evaluated at bid price : 12.71 Bid-YTW : 6.54 % |
| MFC.PR.M | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.05 % |
| BIP.PR.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 23.09 Evaluated at bid price : 23.75 Bid-YTW : 6.44 % |
| GWO.PR.M | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.09 % |
| NA.PR.G | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 23.29 Evaluated at bid price : 23.75 Bid-YTW : 6.14 % |
| BAM.PR.Z | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 22.39 Evaluated at bid price : 23.25 Bid-YTW : 6.54 % |
| BMO.PR.E | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 23.67 Evaluated at bid price : 24.10 Bid-YTW : 6.04 % |
| BAM.PR.T | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 7.43 % |
| MFC.PR.K | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.58 % |
| IFC.PR.K | Perpetual-Discount | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.83 Evaluated at bid price : 22.16 Bid-YTW : 5.96 % |
| MIC.PR.A | Perpetual-Discount | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.40 % |
| FTS.PR.G | FixedReset Disc | 12.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 99,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.16 % |
| PWF.PR.G | Perpetual-Discount | 37,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 6.11 % |
| SLF.PR.G | FixedReset Ins Non | 37,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 6.99 % |
| GWO.PR.R | Insurance Straight | 32,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.06 % |
| IFC.PR.K | Perpetual-Discount | 30,755 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.83 Evaluated at bid price : 22.16 Bid-YTW : 5.96 % |
| RY.PR.M | FixedReset Disc | 30,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-14 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.24 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.D | Perpetual-Discount | Quote: 20.20 – 22.94 Spot Rate : 2.7400 Average : 1.6804 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 16.69 – 19.50 Spot Rate : 2.8100 Average : 1.8743 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 20.90 – 23.95 Spot Rate : 3.0500 Average : 2.4347 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 21.38 – 22.50 Spot Rate : 1.1200 Average : 0.7009 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 20.10 – 21.75 Spot Rate : 1.6500 Average : 1.2337 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.52 – 22.75 Spot Rate : 1.2300 Average : 0.8540 YTW SCENARIO |