| 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 | -0.5385 % | 2,485.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5385 % | 4,766.7 |
| Floater | 6.36 % | 6.46 % | 61,259 | 13.17 | 2 | -0.5385 % | 2,747.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4202 % | 3,482.9 |
| SplitShare | 4.88 % | 5.23 % | 40,021 | 3.05 | 8 | 0.4202 % | 4,159.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4202 % | 3,245.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9632 % | 2,824.7 |
| Perpetual-Discount | 6.03 % | 6.15 % | 70,856 | 13.62 | 35 | -0.9632 % | 3,080.2 |
| FixedReset Disc | 4.71 % | 6.20 % | 108,106 | 13.75 | 59 | -0.1138 % | 2,510.9 |
| Insurance Straight | 5.94 % | 6.04 % | 84,846 | 13.75 | 19 | -0.8719 % | 3,028.3 |
| FloatingReset | 7.49 % | 7.84 % | 41,000 | 11.46 | 2 | 0.0000 % | 2,593.2 |
| FixedReset Prem | 5.08 % | 4.42 % | 112,009 | 1.84 | 6 | -0.0719 % | 2,608.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1138 % | 2,566.6 |
| FixedReset Ins Non | 4.70 % | 6.48 % | 59,863 | 13.42 | 14 | -0.9776 % | 2,593.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MIC.PR.A | Perpetual-Discount | -4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 6.64 % |
| BAM.PF.G | FixedReset Disc | -2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 7.73 % |
| SLF.PR.H | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.04 % |
| BAM.PF.F | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.58 % |
| POW.PR.D | Perpetual-Discount | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 6.21 % |
| BMO.PR.E | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 23.59 Evaluated at bid price : 24.05 Bid-YTW : 6.03 % |
| CIU.PR.A | Perpetual-Discount | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.98 % |
| POW.PR.G | Perpetual-Discount | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.36 % |
| MFC.PR.K | FixedReset Ins Non | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 6.48 % |
| RY.PR.H | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 6.08 % |
| BAM.PR.X | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.00 % |
| GWO.PR.M | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 6.24 % |
| CU.PR.E | Perpetual-Discount | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.89 % |
| CU.PR.H | Perpetual-Discount | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.65 Evaluated at bid price : 21.65 Bid-YTW : 6.10 % |
| GWO.PR.P | Insurance Straight | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 6.26 % |
| MFC.PR.N | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 6.88 % |
| MFC.PR.L | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.00 % |
| IFC.PR.A | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 6.59 % |
| BAM.PF.D | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.17 % |
| BAM.PF.C | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.22 % |
| GWO.PR.T | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.08 % |
| MFC.PR.B | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 5.86 % |
| TD.PF.C | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 6.18 % |
| RY.PR.N | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 23.38 Evaluated at bid price : 23.70 Bid-YTW : 5.18 % |
| POW.PR.B | Perpetual-Discount | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 6.29 % |
| NA.PR.W | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.23 % |
| BAM.PR.N | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 6.23 % |
| BMO.PR.T | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.16 % |
| BAM.PR.T | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 7.51 % |
| PWF.PR.H | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.52 Evaluated at bid price : 22.77 Bid-YTW : 6.38 % |
| FTS.PR.F | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.81 % |
| CCS.PR.C | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.99 % |
| GWO.PR.R | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.12 % |
| GWO.PR.Q | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.24 % |
| PWF.PR.R | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.76 Evaluated at bid price : 22.01 Bid-YTW : 6.31 % |
| PWF.PR.O | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.71 Evaluated at bid price : 22.95 Bid-YTW : 6.38 % |
| IFC.PR.I | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.79 Evaluated at bid price : 23.10 Bid-YTW : 5.93 % |
| TRP.PR.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 7.71 % |
| CU.PR.F | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.89 % |
| MFC.PR.J | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.79 Evaluated at bid price : 23.50 Bid-YTW : 6.11 % |
| PWF.PR.T | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 7.15 % |
| TRP.PR.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.76 % |
| MFC.PR.Q | FixedReset Ins Non | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 22.68 Evaluated at bid price : 23.27 Bid-YTW : 6.10 % |
| TRP.PR.G | FixedReset Disc | 9.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.B | Floater | 69,906 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 12.96 Evaluated at bid price : 12.96 Bid-YTW : 6.46 % |
| BMO.PR.F | FixedReset Prem | 60,798 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.90 % |
| PWF.PF.A | Perpetual-Discount | 34,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.07 % |
| GWO.PR.T | Insurance Straight | 29,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.08 % |
| PWF.PR.Z | Perpetual-Discount | 18,997 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 6.11 % |
| TRP.PR.D | FixedReset Disc | 17,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-22 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 7.66 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.50 – 24.35 Spot Rate : 5.8500 Average : 3.7453 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.17 – 15.50 Spot Rate : 1.3300 Average : 0.9133 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 24.06 – 24.80 Spot Rate : 0.7400 Average : 0.4586 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.10 – 20.00 Spot Rate : 0.9000 Average : 0.6398 YTW SCENARIO |
| BMO.PR.E | FixedReset Disc | Quote: 24.05 – 24.75 Spot Rate : 0.7000 Average : 0.4603 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 19.26 – 20.00 Spot Rate : 0.7400 Average : 0.5043 YTW SCENARIO |