| 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 | 0.0000 % | 2,233.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,283.0 |
| Floater | 10.90 % | 11.16 % | 46,817 | 8.65 | 1 | 0.0000 % | 2,468.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2148 % | 3,344.0 |
| SplitShare | 5.04 % | 7.86 % | 44,645 | 2.36 | 7 | -0.2148 % | 3,993.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2148 % | 3,115.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3973 % | 2,546.9 |
| Perpetual-Discount | 6.69 % | 6.85 % | 48,188 | 12.75 | 28 | -0.3973 % | 2,777.3 |
| FixedReset Disc | 5.81 % | 8.58 % | 88,588 | 11.06 | 64 | -0.0615 % | 2,148.8 |
| Insurance Straight | 6.67 % | 6.80 % | 55,331 | 12.78 | 19 | -0.5264 % | 2,695.7 |
| FloatingReset | 11.55 % | 11.20 % | 33,609 | 8.62 | 2 | 0.6158 % | 2,387.1 |
| FixedReset Prem | 7.02 % | 7.01 % | 239,671 | 3.68 | 1 | -0.1995 % | 2,300.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0615 % | 2,196.5 |
| FixedReset Ins Non | 6.20 % | 8.06 % | 71,069 | 11.48 | 11 | -0.2309 % | 2,313.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 11.20 % |
| BN.PF.E | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 10.60 % |
| SLF.PR.C | Insurance Straight | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 6.62 % |
| BN.PF.I | FixedReset Disc | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 9.25 % |
| BIP.PR.E | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 8.31 % |
| MFC.PR.L | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.98 % |
| BN.PR.R | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 10.23 % |
| GWO.PR.M | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.90 % |
| BNS.PR.I | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 8.11 % |
| BN.PR.M | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 7.09 % |
| RY.PR.O | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.76 % |
| PWF.PR.G | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 6.85 % |
| BN.PF.C | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 7.16 % |
| BN.PF.J | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 8.85 % |
| GWO.PR.G | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.88 % |
| PWF.PR.P | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 10.05 % |
| NA.PR.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 8.12 % |
| TD.PF.M | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 23.63 Evaluated at bid price : 24.16 Bid-YTW : 7.69 % |
| CM.PR.T | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 22.29 Evaluated at bid price : 23.08 Bid-YTW : 7.80 % |
| CM.PR.Q | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 8.74 % |
| BMO.PR.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.54 Evaluated at bid price : 21.87 Bid-YTW : 7.62 % |
| CM.PR.O | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 8.45 % |
| SLF.PR.J | FloatingReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 11.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 240,775 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 21.71 Evaluated at bid price : 22.11 Bid-YTW : 7.47 % |
| RY.PR.Z | FixedReset Disc | 143,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 8.53 % |
| MFC.PR.I | FixedReset Ins Non | 77,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 8.03 % |
| BN.PF.E | FixedReset Disc | 77,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 10.60 % |
| TD.PF.J | FixedReset Disc | 74,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 7.73 % |
| BN.PR.T | FixedReset Disc | 72,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-03 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 9.92 % |
| There were 55 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 17.79 – 25.08 Spot Rate : 7.2900 Average : 5.8475 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 21.75 – 24.40 Spot Rate : 2.6500 Average : 1.5822 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 24.54 – 25.54 Spot Rate : 1.0000 Average : 0.5613 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 21.76 – 22.50 Spot Rate : 0.7400 Average : 0.4359 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 17.20 – 17.95 Spot Rate : 0.7500 Average : 0.4712 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 19.51 – 20.40 Spot Rate : 0.8900 Average : 0.6113 YTW SCENARIO |