| 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 | 0.5534 % | 2,443.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5534 % | 4,686.3 |
| Floater | 6.47 % | 6.58 % | 39,484 | 13.07 | 3 | 0.5534 % | 2,700.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1606 % | 3,445.1 |
| SplitShare | 4.94 % | 5.88 % | 42,255 | 3.12 | 8 | -0.1606 % | 4,114.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1606 % | 3,210.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3497 % | 2,820.1 |
| Perpetual-Discount | 6.04 % | 6.15 % | 73,030 | 13.69 | 34 | -0.3497 % | 3,075.2 |
| FixedReset Disc | 4.93 % | 6.19 % | 120,295 | 13.81 | 56 | 0.0371 % | 2,389.4 |
| Insurance Straight | 6.01 % | 6.10 % | 84,917 | 13.72 | 18 | -0.1188 % | 2,990.8 |
| FloatingReset | 7.21 % | 7.48 % | 43,463 | 11.95 | 2 | -0.3306 % | 2,447.1 |
| FixedReset Prem | 5.11 % | 5.70 % | 128,944 | 1.90 | 10 | -0.1252 % | 2,549.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0371 % | 2,442.4 |
| FixedReset Ins Non | 5.03 % | 6.71 % | 57,442 | 13.00 | 14 | -0.3738 % | 2,426.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Disc | -5.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.35 % |
| TD.PF.D | FixedReset Disc | -4.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.61 % |
| BAM.PF.G | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.75 % |
| MFC.PR.N | FixedReset Ins Non | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.34 % |
| POW.PR.A | Perpetual-Discount | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.27 % |
| BAM.PF.D | Perpetual-Discount | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.20 % |
| IFC.PR.K | Perpetual-Discount | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.24 % |
| BAM.PR.R | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 7.48 % |
| CU.PR.E | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.10 % |
| BAM.PR.M | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.16 % |
| MFC.PR.M | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 7.25 % |
| BAM.PR.Z | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.83 % |
| SLF.PR.C | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 5.96 % |
| PVS.PR.J | SplitShare | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.65 Bid-YTW : 6.60 % |
| RY.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 6.08 % |
| RY.PR.J | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 6.24 % |
| TD.PF.B | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.17 % |
| RY.PR.N | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 22.84 Evaluated at bid price : 23.10 Bid-YTW : 5.29 % |
| RY.PR.H | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.05 % |
| BAM.PR.C | Floater | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 6.48 % |
| PWF.PR.P | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 7.38 % |
| TRP.PR.C | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 7.79 % |
| BMO.PR.W | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.16 % |
| RY.PR.M | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.17 % |
| TD.PF.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.10 % |
| RY.PR.S | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 23.04 Evaluated at bid price : 23.45 Bid-YTW : 5.56 % |
| CU.PR.H | Perpetual-Discount | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 22.01 Evaluated at bid price : 22.01 Bid-YTW : 6.07 % |
| BMO.PR.Y | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.25 % |
| CM.PR.P | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.12 % |
| TRP.PR.A | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 7.71 % |
| CCS.PR.C | Insurance Straight | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 57,708 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 6.38 % |
| CM.PR.P | FixedReset Disc | 52,924 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.12 % |
| IFC.PR.G | FixedReset Ins Non | 33,965 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.80 % |
| BAM.PF.H | FixedReset Prem | 30,878 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.94 % |
| BAM.PR.T | FixedReset Disc | 26,974 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 7.38 % |
| NA.PR.G | FixedReset Disc | 26,756 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-25 Maturity Price : 22.61 Evaluated at bid price : 23.06 Bid-YTW : 6.08 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 17.90 – 20.05 Spot Rate : 2.1500 Average : 1.4942 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 15.80 – 17.49 Spot Rate : 1.6900 Average : 1.1551 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 24.80 – 25.99 Spot Rate : 1.1900 Average : 0.7020 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 20.71 – 21.86 Spot Rate : 1.1500 Average : 0.6972 YTW SCENARIO |
| IFC.PR.C | FixedReset Disc | Quote: 17.10 – 18.25 Spot Rate : 1.1500 Average : 0.7208 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 20.71 – 22.53 Spot Rate : 1.8200 Average : 1.4104 YTW SCENARIO |