| 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 | 0.3452 % | 2,514.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3452 % | 4,822.0 |
| Floater | 6.29 % | 6.41 % | 54,178 | 13.20 | 2 | 0.3452 % | 2,778.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4451 % | 3,459.7 |
| SplitShare | 4.92 % | 5.45 % | 33,551 | 3.00 | 8 | -0.4451 % | 4,131.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4451 % | 3,223.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2716 % | 2,814.3 |
| Perpetual-Discount | 6.05 % | 6.20 % | 58,990 | 13.56 | 35 | -0.2716 % | 3,068.8 |
| FixedReset Disc | 4.74 % | 6.43 % | 92,685 | 13.18 | 58 | -0.1456 % | 2,498.5 |
| Insurance Straight | 6.08 % | 6.10 % | 78,602 | 13.80 | 19 | -0.1261 % | 2,961.2 |
| FloatingReset | 7.82 % | 8.02 % | 37,256 | 11.42 | 2 | -0.5882 % | 2,606.2 |
| FixedReset Prem | 5.10 % | 4.48 % | 115,666 | 1.79 | 6 | 0.3495 % | 2,596.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1456 % | 2,554.0 |
| FixedReset Ins Non | 4.73 % | 6.80 % | 55,296 | 13.16 | 14 | 0.8635 % | 2,580.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.Q | FixedReset Disc | -11.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.16 % |
| IFC.PR.C | FixedReset Disc | -4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 7.36 % |
| MIC.PR.A | Perpetual-Discount | -3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.65 % |
| CIU.PR.A | Perpetual-Discount | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.16 % |
| IFC.PR.A | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 7.05 % |
| IFC.PR.I | Perpetual-Discount | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 22.32 Evaluated at bid price : 22.70 Bid-YTW : 6.05 % |
| CU.PR.F | Perpetual-Discount | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 6.13 % |
| TRP.PR.A | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 7.96 % |
| IFC.PR.K | Perpetual-Discount | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 6.20 % |
| CU.PR.G | Perpetual-Discount | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 6.11 % |
| TRP.PR.B | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 8.03 % |
| BIP.PR.B | FixedReset Prem | -1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.76 % |
| RS.PR.A | SplitShare | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.93 Bid-YTW : 5.77 % |
| CCS.PR.C | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.99 % |
| BAM.PR.X | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.13 % |
| IFC.PR.E | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.58 Evaluated at bid price : 21.85 Bid-YTW : 6.06 % |
| TRP.PR.D | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 7.84 % |
| TRP.PR.F | FloatingReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.02 % |
| CU.PR.H | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.65 Evaluated at bid price : 21.65 Bid-YTW : 6.11 % |
| NA.PR.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 23.55 Evaluated at bid price : 24.03 Bid-YTW : 6.33 % |
| ELF.PR.H | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 22.42 Evaluated at bid price : 22.68 Bid-YTW : 6.16 % |
| BAM.PF.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.68 % |
| SLF.PR.G | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 7.53 % |
| TD.PF.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.39 % |
| PVS.PR.G | SplitShare | -1.01 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.44 % |
| GWO.PR.Y | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.02 % |
| SLF.PR.H | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.94 % |
| CM.PR.Y | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.27 % |
| GWO.PR.S | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.18 % |
| BMO.PR.W | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 6.43 % |
| TD.PF.C | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.37 % |
| BIP.PR.A | FixedReset Disc | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.95 % |
| BMO.PR.Y | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 6.34 % |
| BAM.PF.F | FixedReset Disc | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.52 % |
| CM.PR.P | FixedReset Disc | 6.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.34 % |
| CU.PR.J | Perpetual-Discount | 10.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.14 % |
| MFC.PR.N | FixedReset Ins Non | 18.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.I | FixedReset Disc | 26,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 24.20 Evaluated at bid price : 24.56 Bid-YTW : 5.87 % |
| RY.PR.H | FixedReset Disc | 20,572 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.31 % |
| RS.PR.A | SplitShare | 19,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.93 Bid-YTW : 5.77 % |
| CM.PR.T | FixedReset Prem | 17,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.95 % |
| TD.PF.A | FixedReset Disc | 15,158 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.39 % |
| TRP.PR.E | FixedReset Disc | 13,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-06 Maturity Price : 17.59 Evaluated at bid price : 17.59 Bid-YTW : 7.80 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 19.50 – 22.15 Spot Rate : 2.6500 Average : 1.7552 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 20.75 – 22.40 Spot Rate : 1.6500 Average : 1.1099 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.94 – 22.00 Spot Rate : 3.0600 Average : 2.6955 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 16.86 – 17.90 Spot Rate : 1.0400 Average : 0.7137 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.50 – 17.77 Spot Rate : 1.2700 Average : 1.0146 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 22.68 – 23.45 Spot Rate : 0.7700 Average : 0.5433 YTW SCENARIO |