| 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 | 1.3333 % | 2,202.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3333 % | 4,223.7 |
| Floater | 10.67 % | 11.05 % | 45,367 | 8.62 | 1 | 1.3333 % | 2,434.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4199 % | 3,308.1 |
| SplitShare | 4.87 % | 7.64 % | 41,994 | 2.22 | 7 | -0.4199 % | 3,950.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4199 % | 3,082.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3863 % | 2,630.6 |
| Perpetual-Discount | 6.49 % | 6.67 % | 40,513 | 12.93 | 31 | -0.3863 % | 2,868.5 |
| FixedReset Disc | 5.86 % | 8.39 % | 79,830 | 11.26 | 63 | 0.0254 % | 2,130.2 |
| Insurance Straight | 6.40 % | 6.50 % | 56,193 | 13.26 | 19 | -0.4969 % | 2,810.7 |
| FloatingReset | 11.57 % | 12.07 % | 56,477 | 8.19 | 2 | -0.4506 % | 2,331.1 |
| FixedReset Prem | 6.97 % | 6.99 % | 310,059 | 3.76 | 1 | 0.0794 % | 2,320.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0254 % | 2,177.5 |
| FixedReset Ins Non | 6.07 % | 7.68 % | 87,346 | 11.73 | 9 | 0.0242 % | 2,339.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.L | Perpetual-Discount | -6.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.22 % |
| BN.PF.B | FixedReset Disc | -5.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 15.72 Evaluated at bid price : 15.72 Bid-YTW : 10.14 % |
| SLF.PR.E | Insurance Straight | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.28 % |
| PWF.PR.K | Perpetual-Discount | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 6.76 % |
| ELF.PR.F | Perpetual-Discount | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 6.99 % |
| PVS.PR.K | SplitShare | -2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.20 Bid-YTW : 7.73 % |
| MFC.PR.M | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 8.94 % |
| ELF.PR.H | Perpetual-Discount | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 6.89 % |
| BIP.PR.E | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 8.16 % |
| GWO.PR.S | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.64 % |
| TD.PF.L | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 22.18 Evaluated at bid price : 22.90 Bid-YTW : 7.64 % |
| CCS.PR.C | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.50 % |
| GWO.PR.P | Insurance Straight | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 6.69 % |
| GWO.PR.Q | Insurance Straight | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 6.64 % |
| TRP.PR.C | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 10.77 % |
| BIK.PR.A | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 22.24 Evaluated at bid price : 23.00 Bid-YTW : 8.25 % |
| BMO.PR.S | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 8.49 % |
| BN.PR.Z | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 8.60 % |
| CM.PR.O | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.56 % |
| GWO.PR.N | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 9.13 % |
| BN.PR.B | Floater | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 11.05 % |
| BN.PF.D | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 7.03 % |
| BN.PF.J | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 8.08 % |
| IFC.PR.F | Insurance Straight | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.33 % |
| FTS.PR.K | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 8.88 % |
| TRP.PR.G | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 9.27 % |
| CM.PR.P | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.56 % |
| RY.PR.S | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.64 % |
| NA.PR.W | FixedReset Disc | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Q | FixedReset Disc | 19,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.37 % |
| TRP.PR.E | FixedReset Disc | 16,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 9.81 % |
| TRP.PR.F | FloatingReset | 15,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 14.41 Evaluated at bid price : 14.41 Bid-YTW : 12.07 % |
| TRP.PR.D | FixedReset Disc | 13,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 9.82 % |
| RY.PR.H | FixedReset Disc | 11,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 8.39 % |
| BIP.PR.F | FixedReset Disc | 10,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-12 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 8.66 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 18.00 – 22.72 Spot Rate : 4.7200 Average : 2.7117 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 18.00 – 19.79 Spot Rate : 1.7900 Average : 1.3908 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 15.72 – 16.70 Spot Rate : 0.9800 Average : 0.5852 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 23.00 – 23.84 Spot Rate : 0.8400 Average : 0.4890 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 14.40 – 15.00 Spot Rate : 0.6000 Average : 0.4303 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 19.85 – 20.39 Spot Rate : 0.5400 Average : 0.4006 YTW SCENARIO |