| 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 | -1.2605 % | 2,269.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2605 % | 4,353.3 |
| Floater | 10.72 % | 10.96 % | 49,100 | 8.80 | 1 | -1.2605 % | 2,508.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3410 % | 3,366.4 |
| SplitShare | 5.01 % | 7.48 % | 47,566 | 2.38 | 7 | -0.3410 % | 4,020.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3410 % | 3,136.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2729 % | 2,555.6 |
| Perpetual-Discount | 6.66 % | 6.84 % | 47,248 | 12.78 | 28 | -0.2729 % | 2,786.8 |
| FixedReset Disc | 5.81 % | 8.49 % | 86,498 | 11.17 | 64 | 0.0316 % | 2,148.8 |
| Insurance Straight | 6.64 % | 6.77 % | 56,990 | 12.82 | 19 | -0.3757 % | 2,710.4 |
| FloatingReset | 11.40 % | 10.92 % | 35,872 | 8.82 | 2 | 0.0000 % | 2,418.7 |
| FixedReset Prem | 7.01 % | 6.93 % | 253,592 | 3.70 | 1 | 0.0399 % | 2,305.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0316 % | 2,196.5 |
| FixedReset Ins Non | 6.18 % | 7.98 % | 62,686 | 11.60 | 11 | -0.1077 % | 2,318.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Insurance Straight | -3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 6.94 % |
| RY.PR.N | Perpetual-Discount | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.79 % |
| POW.PR.D | Perpetual-Discount | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.87 % |
| TRP.PR.G | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 9.83 % |
| TD.PF.B | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.77 % |
| SLF.PR.G | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 9.47 % |
| 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 : 21.75 Bid-YTW : 7.40 % |
| PWF.PR.S | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.87 % |
| TRP.PR.F | FloatingReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 12.44 % |
| BN.PR.B | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 10.96 % |
| BIP.PR.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 10.44 % |
| TD.PF.I | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 22.70 Evaluated at bid price : 23.72 Bid-YTW : 7.12 % |
| MFC.PR.C | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.65 % |
| SLF.PR.D | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.44 % |
| CU.PR.I | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 22.36 Evaluated at bid price : 22.75 Bid-YTW : 7.91 % |
| MFC.PR.K | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.99 % |
| PVS.PR.G | SplitShare | -1.04 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 7.48 % |
| SLF.PR.E | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 6.44 % |
| BMO.PR.Y | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 8.58 % |
| PWF.PR.O | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.84 % |
| BN.PF.A | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 8.36 % |
| SLF.PR.J | FloatingReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 10.92 % |
| BIP.PR.B | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 9.43 % |
| FTS.PR.H | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 9.37 % |
| BN.PF.H | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 9.48 % |
| PWF.PR.P | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 9.87 % |
| TRP.PR.C | FixedReset Disc | 5.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 10.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 87,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 10.33 % |
| RY.PR.Z | FixedReset Disc | 59,523 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.49 % |
| FTS.PR.H | FixedReset Disc | 46,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 9.37 % |
| MFC.PR.B | Insurance Straight | 42,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.71 % |
| TRP.PR.F | FloatingReset | 22,870 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 12.44 % |
| BIP.PR.E | FixedReset Disc | 20,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-28 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 8.08 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.J | Perpetual-Discount | Quote: 17.52 – 20.00 Spot Rate : 2.4800 Average : 1.8088 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 18.28 – 19.79 Spot Rate : 1.5100 Average : 0.9690 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 20.70 – 21.92 Spot Rate : 1.2200 Average : 0.7330 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 18.28 – 19.80 Spot Rate : 1.5200 Average : 1.1308 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.95 – 17.90 Spot Rate : 0.9500 Average : 0.5941 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 12.81 – 13.99 Spot Rate : 1.1800 Average : 0.8274 YTW SCENARIO |