| 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 | 0.4367 % | 2,221.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4367 % | 4,260.7 |
| Floater | 10.96 % | 11.17 % | 45,801 | 8.67 | 1 | 0.4367 % | 2,455.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6748 % | 3,313.8 |
| SplitShare | 5.09 % | 8.04 % | 44,691 | 2.40 | 7 | 0.6748 % | 3,957.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6748 % | 3,087.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2105 % | 2,541.3 |
| Perpetual-Discount | 6.70 % | 6.88 % | 44,747 | 12.73 | 28 | 0.2105 % | 2,771.2 |
| FixedReset Disc | 5.80 % | 8.39 % | 81,046 | 11.22 | 64 | 0.3466 % | 2,151.8 |
| Insurance Straight | 6.68 % | 6.83 % | 52,045 | 12.75 | 19 | -0.0821 % | 2,693.6 |
| FloatingReset | 11.48 % | 11.21 % | 35,496 | 8.65 | 2 | -0.6741 % | 2,392.0 |
| FixedReset Prem | 7.00 % | 6.84 % | 255,631 | 3.72 | 1 | 0.0000 % | 2,309.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3466 % | 2,199.6 |
| FixedReset Ins Non | 6.23 % | 7.97 % | 65,195 | 11.54 | 11 | 0.1710 % | 2,300.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.51 % |
| MFC.PR.L | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.72 % |
| BIK.PR.A | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.73 Evaluated at bid price : 22.17 Bid-YTW : 8.74 % |
| SLF.PR.G | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 12.82 Evaluated at bid price : 12.82 Bid-YTW : 9.29 % |
| SLF.PR.J | FloatingReset | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 11.21 % |
| MFC.PR.I | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 7.83 % |
| PWF.PR.T | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 8.19 % |
| MFC.PR.B | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 6.67 % |
| BMO.PR.S | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 8.36 % |
| BIP.PR.B | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.34 % |
| PVS.PR.H | SplitShare | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.55 Bid-YTW : 8.11 % |
| CU.PR.D | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.80 % |
| POW.PR.C | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 6.72 % |
| PVS.PR.K | SplitShare | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 7.70 % |
| TRP.PR.D | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 9.96 % |
| PVS.PR.G | SplitShare | 1.26 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 8.04 % |
| PVS.PR.I | SplitShare | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 7.99 % |
| TRP.PR.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 10.09 % |
| BN.PF.H | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 9.39 % |
| RY.PR.O | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.59 Evaluated at bid price : 21.59 Bid-YTW : 5.78 % |
| BIP.PR.E | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 8.08 % |
| TRP.PR.A | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 13.89 Evaluated at bid price : 13.89 Bid-YTW : 9.91 % |
| BN.PF.G | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 10.31 % |
| BN.PR.X | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 9.19 % |
| BN.PR.T | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 9.64 % |
| BN.PR.R | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 9.79 % |
| MFC.PR.K | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 7.84 % |
| RY.PR.N | Perpetual-Discount | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Prem | 202,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 6.84 % |
| CU.PR.C | FixedReset Disc | 117,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.40 % |
| TRP.PR.G | FixedReset Disc | 115,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 9.49 % |
| TD.PF.M | FixedReset Disc | 48,233 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 23.16 Evaluated at bid price : 23.71 Bid-YTW : 7.65 % |
| BMO.PR.E | FixedReset Disc | 34,657 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.48 Evaluated at bid price : 21.80 Bid-YTW : 7.55 % |
| TD.PF.K | FixedReset Disc | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-20 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 7.33 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 16.25 – 24.62 Spot Rate : 8.3700 Average : 4.4311 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 16.00 – 19.00 Spot Rate : 3.0000 Average : 1.6159 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 13.89 – 15.00 Spot Rate : 1.1100 Average : 0.7721 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 20.52 – 21.32 Spot Rate : 0.8000 Average : 0.4678 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 17.00 – 17.80 Spot Rate : 0.8000 Average : 0.4792 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 17.25 – 17.79 Spot Rate : 0.5400 Average : 0.3110 YTW SCENARIO |