| 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 | -0.1241 % | 2,320.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1241 % | 4,451.5 |
| Floater | 7.90 % | 7.98 % | 55,502 | 11.41 | 2 | -0.1241 % | 2,565.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1876 % | 3,380.1 |
| SplitShare | 4.97 % | 6.58 % | 34,396 | 3.06 | 7 | -0.1876 % | 4,036.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1876 % | 3,149.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5040 % | 2,583.0 |
| Perpetual-Discount | 6.59 % | 6.67 % | 69,915 | 12.96 | 33 | -0.5040 % | 2,816.6 |
| FixedReset Disc | 5.45 % | 7.78 % | 89,671 | 11.97 | 63 | -0.3517 % | 2,196.0 |
| Insurance Straight | 6.59 % | 6.66 % | 80,376 | 12.99 | 19 | -0.7935 % | 2,728.9 |
| FloatingReset | 9.24 % | 9.61 % | 37,638 | 9.86 | 2 | 0.1987 % | 2,456.1 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3517 % | 2,324.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3517 % | 2,244.7 |
| FixedReset Ins Non | 5.61 % | 8.16 % | 42,549 | 11.59 | 14 | -0.9087 % | 2,261.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -9.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 10.16 % |
| TD.PF.D | FixedReset Disc | -6.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.12 % |
| TD.PF.E | FixedReset Disc | -4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.93 % |
| IAF.PR.I | FixedReset Ins Non | -4.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.90 % |
| POW.PR.D | Perpetual-Discount | -3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.96 % |
| IFC.PR.E | Insurance Straight | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.92 % |
| ELF.PR.H | Perpetual-Discount | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.63 % |
| CM.PR.T | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 22.60 Evaluated at bid price : 23.00 Bid-YTW : 7.39 % |
| IFC.PR.F | Insurance Straight | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.41 % |
| IFC.PR.I | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.37 % |
| MIC.PR.A | Perpetual-Discount | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.35 % |
| NA.PR.E | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 7.54 % |
| MFC.PR.J | FixedReset Ins Non | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 7.62 % |
| BIP.PR.A | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 10.00 % |
| CM.PR.S | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 21.61 Evaluated at bid price : 21.61 Bid-YTW : 7.09 % |
| BMO.PR.S | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 7.77 % |
| BMO.PR.W | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 7.79 % |
| GWO.PR.M | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 6.62 % |
| BAM.PF.J | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 22.23 Evaluated at bid price : 22.93 Bid-YTW : 7.41 % |
| PWF.PR.T | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.23 % |
| TRP.PR.A | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 13.98 Evaluated at bid price : 13.98 Bid-YTW : 9.40 % |
| SLF.PR.H | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 8.57 % |
| RY.PR.O | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 6.19 % |
| BMO.PR.T | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 7.95 % |
| GWO.PR.R | Insurance Straight | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.74 % |
| CCS.PR.C | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.40 % |
| CM.PR.Q | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 7.73 % |
| MFC.PR.M | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 8.67 % |
| TD.PF.K | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.48 % |
| IFC.PR.K | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.32 % |
| RY.PR.S | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 7.25 % |
| TD.PF.M | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 23.17 Evaluated at bid price : 23.54 Bid-YTW : 7.44 % |
| MFC.PR.Q | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 7.85 % |
| RY.PR.N | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.20 % |
| CU.PR.C | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.74 % |
| BMO.PR.Y | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.63 % |
| IFC.PR.C | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.45 % |
| GWO.PR.Y | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.61 % |
| FTS.PR.G | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 8.82 % |
| BMO.PR.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.42 % |
| BAM.PR.X | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 8.53 % |
| TD.PF.C | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 7.69 % |
| BAM.PR.R | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 13.73 Evaluated at bid price : 13.73 Bid-YTW : 9.55 % |
| BAM.PR.T | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 14.48 Evaluated at bid price : 14.48 Bid-YTW : 9.16 % |
| RY.PR.M | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.47 % |
| CU.PR.J | Perpetual-Discount | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.64 % |
| RY.PR.J | FixedReset Disc | 6.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 7.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.B | FixedReset Disc | 98,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 9.88 % |
| TD.PF.I | FixedReset Disc | 87,775 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 22.79 Evaluated at bid price : 24.03 Bid-YTW : 6.94 % |
| GWO.PR.Y | Insurance Straight | 75,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.61 % |
| SLF.PR.D | Insurance Straight | 59,272 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 6.57 % |
| BAM.PR.X | FixedReset Disc | 38,283 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 8.53 % |
| PWF.PR.P | FixedReset Disc | 21,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-14 Maturity Price : 11.81 Evaluated at bid price : 11.81 Bid-YTW : 9.44 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MIC.PR.A | Perpetual-Discount | Quote: 18.60 – 28.99 Spot Rate : 10.3900 Average : 6.0738 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 18.27 – 21.90 Spot Rate : 3.6300 Average : 2.7082 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 19.00 – 22.05 Spot Rate : 3.0500 Average : 2.3650 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 14.00 – 15.40 Spot Rate : 1.4000 Average : 0.8535 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 18.00 – 19.83 Spot Rate : 1.8300 Average : 1.3270 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 18.51 – 19.78 Spot Rate : 1.2700 Average : 0.8180 YTW SCENARIO |