| 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 | 0.0909 % | 2,126.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0909 % | 4,079.2 |
| Floater | 10.65 % | 11.00 % | 46,611 | 8.67 | 1 | 0.0909 % | 2,350.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0908 % | 3,338.0 |
| SplitShare | 4.82 % | 7.36 % | 41,946 | 2.24 | 7 | -0.0908 % | 3,986.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0908 % | 3,110.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3231 % | 2,671.1 |
| Perpetual-Discount | 6.39 % | 6.55 % | 43,292 | 13.09 | 31 | -0.3231 % | 2,912.7 |
| FixedReset Disc | 5.93 % | 8.36 % | 83,485 | 11.32 | 63 | 0.5124 % | 2,103.4 |
| Insurance Straight | 6.33 % | 6.40 % | 58,414 | 13.39 | 19 | 0.1721 % | 2,842.5 |
| FloatingReset | 11.27 % | 11.65 % | 47,359 | 8.46 | 2 | 0.0000 % | 2,321.3 |
| FixedReset Prem | 6.98 % | 6.96 % | 301,879 | 12.39 | 1 | -0.0397 % | 2,314.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5124 % | 2,150.1 |
| FixedReset Ins Non | 6.14 % | 7.45 % | 86,814 | 11.90 | 9 | 0.3552 % | 2,313.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.L | Perpetual-Discount | -8.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.20 % |
| FTS.PR.K | FixedReset Disc | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 15.37 Evaluated at bid price : 15.37 Bid-YTW : 9.09 % |
| CU.PR.G | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 6.21 % |
| FTS.PR.H | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 9.56 % |
| POW.PR.B | Perpetual-Discount | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.56 % |
| MFC.PR.I | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.40 % |
| PVS.PR.I | SplitShare | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.60 Bid-YTW : 7.36 % |
| BN.PR.T | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 13.34 Evaluated at bid price : 13.34 Bid-YTW : 10.06 % |
| BIP.PR.B | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 8.69 % |
| BMO.PR.F | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 23.17 Evaluated at bid price : 23.74 Bid-YTW : 7.37 % |
| RY.PR.S | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 19.97 Evaluated at bid price : 19.97 Bid-YTW : 7.45 % |
| MIC.PR.A | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.67 % |
| BN.PF.I | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 8.89 % |
| BN.PF.B | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 9.68 % |
| CU.PR.F | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 6.19 % |
| TRP.PR.E | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 9.65 % |
| BN.PF.E | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 14.34 Evaluated at bid price : 14.34 Bid-YTW : 10.20 % |
| BN.PF.A | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 8.91 % |
| BN.PR.Z | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 8.36 % |
| BIP.PR.F | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 8.42 % |
| TRP.PR.C | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 10.70 Evaluated at bid price : 10.70 Bid-YTW : 10.40 % |
| BN.PF.G | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 10.15 % |
| BN.PR.R | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 13.14 Evaluated at bid price : 13.14 Bid-YTW : 10.09 % |
| MFC.PR.K | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.89 % |
| TRP.PR.D | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 15.03 Evaluated at bid price : 15.03 Bid-YTW : 9.83 % |
| TD.PF.E | FixedReset Disc | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.23 % |
| SLF.PR.E | Insurance Straight | 9.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 6.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 356,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 8.42 % |
| FTS.PR.M | FixedReset Disc | 155,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.88 % |
| TD.PF.A | FixedReset Disc | 121,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 8.35 % |
| CM.PR.S | FixedReset Disc | 118,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 7.23 % |
| TD.PF.K | FixedReset Disc | 93,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 7.29 % |
| TD.PF.C | FixedReset Disc | 46,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-05 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 8.39 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.L | Perpetual-Discount | Quote: 18.00 – 20.24 Spot Rate : 2.2400 Average : 1.4187 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 16.92 – 17.95 Spot Rate : 1.0300 Average : 0.5966 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 17.60 – 18.28 Spot Rate : 0.6800 Average : 0.4924 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.65 – 17.25 Spot Rate : 0.6000 Average : 0.4473 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 21.14 – 22.14 Spot Rate : 1.0000 Average : 0.8667 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 17.25 – 17.75 Spot Rate : 0.5000 Average : 0.3699 YTW SCENARIO |