| 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 | 0.4405 % | 2,202.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4405 % | 4,223.7 |
| Floater | 10.67 % | 10.76 % | 47,214 | 9.01 | 1 | 0.4405 % | 2,434.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2184 % | 3,290.2 |
| SplitShare | 5.10 % | 8.38 % | 42,249 | 2.20 | 6 | 0.2184 % | 3,929.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2184 % | 3,065.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0457 % | 2,626.6 |
| Perpetual-Discount | 6.50 % | 6.67 % | 39,852 | 12.88 | 31 | -0.0457 % | 2,864.2 |
| FixedReset Disc | 5.84 % | 8.47 % | 84,133 | 11.17 | 63 | -0.0758 % | 2,138.2 |
| Insurance Straight | 6.46 % | 6.56 % | 54,304 | 13.17 | 19 | -0.8371 % | 2,783.6 |
| FloatingReset | 11.32 % | 10.89 % | 26,152 | 8.92 | 2 | -0.0681 % | 2,382.2 |
| FixedReset Prem | 6.96 % | 7.01 % | 266,773 | 3.74 | 1 | -0.0396 % | 2,321.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0758 % | 2,185.7 |
| FixedReset Ins Non | 6.30 % | 7.75 % | 87,839 | 11.69 | 9 | -0.0301 % | 2,342.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Insurance Straight | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 6.43 % |
| GWO.PR.M | Insurance Straight | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.81 % |
| BN.PF.J | FixedReset Disc | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 8.24 % |
| TD.PF.A | FixedReset Disc | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 8.60 % |
| SLF.PR.C | Insurance Straight | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.21 % |
| CCS.PR.C | Insurance Straight | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.62 % |
| GWO.PR.Y | Insurance Straight | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.43 % |
| RY.PR.Z | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 8.60 % |
| BN.PF.H | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 9.23 % |
| GWO.PR.L | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.75 % |
| BMO.PR.S | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 8.51 % |
| POW.PR.C | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 6.60 % |
| TRP.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 9.98 % |
| CU.PR.J | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 6.52 % |
| CU.PR.G | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.22 % |
| BN.PF.F | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 10.06 % |
| PVS.PR.K | SplitShare | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 7.71 % |
| BNS.PR.I | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.71 % |
| TRP.PR.G | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 9.33 % |
| SLF.PR.E | Insurance Straight | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.08 % |
| BN.PF.E | FixedReset Disc | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 14.41 Evaluated at bid price : 14.41 Bid-YTW : 10.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 130,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 8.36 % |
| CM.PR.O | FixedReset Disc | 22,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 8.57 % |
| BN.PR.X | FixedReset Disc | 21,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 9.50 % |
| BIP.PR.F | FixedReset Disc | 21,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 8.69 % |
| PWF.PR.P | FixedReset Disc | 20,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 9.33 % |
| TRP.PR.D | FixedReset Disc | 19,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-19 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 9.85 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.K | SplitShare | Quote: 21.25 – 22.35 Spot Rate : 1.1000 Average : 0.6950 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 16.95 – 17.69 Spot Rate : 0.7400 Average : 0.4742 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 14.00 – 14.55 Spot Rate : 0.5500 Average : 0.3379 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 16.99 – 17.49 Spot Rate : 0.5000 Average : 0.3085 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 17.01 – 17.44 Spot Rate : 0.4300 Average : 0.2717 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 19.19 – 20.30 Spot Rate : 1.1100 Average : 0.9555 YTW SCENARIO |