| 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 | 0.5187 % | 2,481.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5187 % | 4,760.0 |
| Floater | 6.37 % | 6.44 % | 41,180 | 13.27 | 3 | 0.5187 % | 2,743.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0309 % | 3,471.7 |
| SplitShare | 4.90 % | 5.64 % | 45,444 | 3.14 | 8 | 0.0309 % | 4,146.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0309 % | 3,234.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0151 % | 2,846.9 |
| Perpetual-Discount | 5.99 % | 6.07 % | 70,556 | 13.80 | 34 | 0.0151 % | 3,104.4 |
| FixedReset Disc | 4.84 % | 6.43 % | 114,240 | 13.50 | 56 | 0.1841 % | 2,433.7 |
| Insurance Straight | 5.99 % | 6.07 % | 83,317 | 13.81 | 18 | -0.1102 % | 3,003.6 |
| FloatingReset | 6.81 % | 7.00 % | 43,128 | 12.54 | 2 | -0.1602 % | 2,529.9 |
| FixedReset Prem | 5.04 % | 5.15 % | 121,552 | 1.93 | 10 | 0.0120 % | 2,585.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1841 % | 2,487.7 |
| FixedReset Ins Non | 4.85 % | 6.86 % | 55,203 | 13.12 | 14 | 0.1322 % | 2,514.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 7.03 % |
| MFC.PR.J | FixedReset Ins Non | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 21.58 Evaluated at bid price : 21.94 Bid-YTW : 6.58 % |
| TRP.PR.C | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 8.04 % |
| BMO.PR.Y | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.46 % |
| GWO.PR.M | Insurance Straight | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.43 Evaluated at bid price : 23.72 Bid-YTW : 6.17 % |
| ELF.PR.H | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 22.29 Evaluated at bid price : 22.56 Bid-YTW : 6.13 % |
| CU.PR.E | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.98 % |
| SLF.PR.J | FloatingReset | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 6.77 % |
| PVS.PR.I | SplitShare | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.71 % |
| BMO.PR.E | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.04 Evaluated at bid price : 23.50 Bid-YTW : 6.19 % |
| MFC.PR.C | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.03 % |
| MFC.PR.B | Insurance Straight | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.04 % |
| TD.PF.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 6.39 % |
| BAM.PR.Z | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 22.26 Evaluated at bid price : 23.00 Bid-YTW : 6.62 % |
| TRP.PR.F | FloatingReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 7.00 % |
| PWF.PF.A | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.95 % |
| IFC.PR.E | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 6.01 % |
| MFC.PR.F | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 7.10 % |
| MFC.PR.Q | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 21.40 Evaluated at bid price : 21.70 Bid-YTW : 6.57 % |
| IFC.PR.G | FixedReset Ins Non | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.88 % |
| TRP.PR.A | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 7.88 % |
| POW.PR.C | Perpetual-Discount | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 6.05 % |
| CCS.PR.C | Insurance Straight | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.79 % |
| PVS.PR.K | SplitShare | 2.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.64 % |
| TD.PF.D | FixedReset Disc | 6.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.47 % |
| BAM.PR.T | FixedReset Disc | 6.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 92,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.04 Evaluated at bid price : 23.50 Bid-YTW : 6.19 % |
| POW.PR.G | Perpetual-Discount | 32,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 6.03 % |
| PWF.PR.S | Perpetual-Discount | 31,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.08 % |
| BAM.PR.X | FixedReset Disc | 28,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.95 % |
| BAM.PR.T | FixedReset Disc | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.53 % |
| TD.PF.I | FixedReset Disc | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-19 Maturity Price : 23.74 Evaluated at bid price : 24.60 Bid-YTW : 6.24 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| FTS.PR.K | FixedReset Disc | Quote: 17.21 – 17.93 Spot Rate : 0.7200 Average : 0.5473 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 20.10 – 21.70 Spot Rate : 1.6000 Average : 1.4275 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 16.78 – 17.60 Spot Rate : 0.8200 Average : 0.6499 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 25.25 – 25.74 Spot Rate : 0.4900 Average : 0.3296 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 20.80 – 21.32 Spot Rate : 0.5200 Average : 0.3788 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 18.21 – 19.35 Spot Rate : 1.1400 Average : 1.0108 YTW SCENARIO |