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| 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 | -0.1667 % | 2,302.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1667 % | 4,416.5 |
| Floater | 9.79 % | 9.98 % | 34,189 | 9.51 | 2 | -0.1667 % | 2,545.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3721 % | 3,348.4 |
| SplitShare | 5.02 % | 7.36 % | 46,090 | 2.58 | 7 | -0.3721 % | 3,998.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3721 % | 3,120.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0156 % | 2,772.1 |
| Perpetual-Discount | 6.16 % | 6.20 % | 49,507 | 13.64 | 34 | 0.0156 % | 3,022.8 |
| FixedReset Disc | 5.80 % | 7.70 % | 87,386 | 12.00 | 63 | -0.4351 % | 2,136.2 |
| Insurance Straight | 6.07 % | 6.16 % | 68,900 | 13.65 | 19 | -0.0489 % | 2,964.9 |
| FloatingReset | 10.41 % | 10.87 % | 50,608 | 8.85 | 2 | -0.0338 % | 2,403.3 |
| FixedReset Prem | 6.94 % | 6.55 % | 349,857 | 12.83 | 1 | 0.0791 % | 2,329.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4351 % | 2,183.7 |
| FixedReset Ins Non | 5.96 % | 7.31 % | 81,135 | 12.11 | 11 | -0.1798 % | 2,337.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -5.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 8.01 % |
| BN.PF.A | FixedReset Disc | -4.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.74 % |
| BMO.PR.E | FixedReset Disc | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.09 % |
| BIP.PR.F | FixedReset Disc | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 8.13 % |
| BIP.PR.E | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.49 % |
| CM.PR.Y | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 22.73 Evaluated at bid price : 23.20 Bid-YTW : 7.16 % |
| TRP.PR.A | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 13.61 Evaluated at bid price : 13.61 Bid-YTW : 9.06 % |
| TD.PF.L | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 22.62 Evaluated at bid price : 23.15 Bid-YTW : 6.88 % |
| ELF.PR.G | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.43 % |
| BN.PR.Z | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 7.93 % |
| PVS.PR.K | SplitShare | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.70 Bid-YTW : 7.36 % |
| BMO.PR.Y | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.70 % |
| TRP.PR.D | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 8.89 % |
| PVS.PR.I | SplitShare | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.66 Bid-YTW : 7.50 % |
| TRP.PR.B | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 9.43 % |
| MFC.PR.L | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.89 % |
| PWF.PR.G | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 23.60 Evaluated at bid price : 23.87 Bid-YTW : 6.22 % |
| PWF.PF.A | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 6.19 % |
| NA.PR.S | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.75 % |
| GWO.PR.G | Insurance Straight | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.16 % |
| POW.PR.C | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 23.55 Evaluated at bid price : 23.82 Bid-YTW : 6.14 % |
| NA.PR.G | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.94 % |
| TD.PF.D | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 7.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 101,827 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 7.63 % |
| CM.PR.O | FixedReset Disc | 100,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 7.71 % |
| TD.PF.A | FixedReset Disc | 86,026 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.67 % |
| NA.PR.C | FixedReset Prem | 58,712 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 23.30 Evaluated at bid price : 25.32 Bid-YTW : 6.55 % |
| CM.PR.S | FixedReset Disc | 43,818 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 6.63 % |
| TD.PF.C | FixedReset Disc | 42,397 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-02 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 7.71 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.W | FixedReset Disc | Quote: 17.00 – 18.50 Spot Rate : 1.5000 Average : 0.8698 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 16.47 – 17.75 Spot Rate : 1.2800 Average : 0.7828 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 17.50 – 18.75 Spot Rate : 1.2500 Average : 0.8184 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.80 – 20.00 Spot Rate : 1.2000 Average : 0.8198 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 17.84 – 18.80 Spot Rate : 0.9600 Average : 0.6957 YTW SCENARIO |
| BMO.PR.E | FixedReset Disc | Quote: 20.50 – 21.25 Spot Rate : 0.7500 Average : 0.4918 YTW SCENARIO |