| 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 | 0.8516 % | 2,174.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8516 % | 4,169.9 |
| Floater | 11.20 % | 11.32 % | 62,293 | 8.61 | 2 | 0.8516 % | 2,403.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0248 % | 3,296.6 |
| SplitShare | 5.07 % | 8.35 % | 42,342 | 1.93 | 7 | 0.0248 % | 3,936.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0248 % | 3,071.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5097 % | 2,447.4 |
| Perpetual-Discount | 7.01 % | 7.18 % | 43,615 | 12.25 | 31 | -0.5097 % | 2,668.7 |
| FixedReset Disc | 6.12 % | 9.51 % | 102,447 | 10.30 | 56 | -0.6050 % | 2,089.5 |
| Insurance Straight | 6.92 % | 7.01 % | 61,163 | 12.55 | 16 | -0.3395 % | 2,597.9 |
| FloatingReset | 11.39 % | 11.57 % | 37,390 | 8.45 | 1 | -3.0000 % | 2,340.3 |
| FixedReset Prem | 4.77 % | 4.95 % | 355,196 | 0.15 | 1 | -1.0723 % | 2,295.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6050 % | 2,135.9 |
| FixedReset Ins Non | 6.36 % | 9.25 % | 63,060 | 10.80 | 13 | 0.0685 % | 2,273.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Y | FixedReset Disc | -3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 9.99 % |
| PWF.PR.K | Perpetual-Discount | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.43 % |
| RY.PR.J | FixedReset Disc | -3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.86 % |
| BIP.PR.F | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 10.23 % |
| SLF.PR.J | FloatingReset | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 11.57 % |
| CU.PR.C | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 16.53 Evaluated at bid price : 16.53 Bid-YTW : 9.84 % |
| BN.PF.C | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 7.54 % |
| BIP.PR.E | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 9.69 % |
| BN.PR.M | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 7.49 % |
| CM.PR.O | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 9.39 % |
| PWF.PR.S | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.20 % |
| GWO.PR.Y | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 7.01 % |
| POW.PR.B | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.23 % |
| CM.PR.S | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 8.54 % |
| TD.PF.L | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 23.55 Evaluated at bid price : 24.25 Bid-YTW : 7.93 % |
| NA.PR.S | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 9.44 % |
| PWF.PR.P | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 10.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 55,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 9.45 % |
| TD.PF.K | FixedReset Prem | 53,008 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 4.95 % |
| RY.PR.H | FixedReset Disc | 45,562 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 9.31 % |
| BN.PR.B | Floater | 38,402 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 11.32 % |
| IFC.PR.K | Perpetual-Discount | 38,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.99 % |
| IFC.PR.E | Insurance Straight | 31,170 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-05 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 6.97 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.J | FixedReset Disc | Quote: 17.25 – 18.50 Spot Rate : 1.2500 Average : 0.7748 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 17.05 – 17.80 Spot Rate : 0.7500 Average : 0.4648 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 18.30 – 20.00 Spot Rate : 1.7000 Average : 1.4643 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 18.04 – 18.74 Spot Rate : 0.7000 Average : 0.5153 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 22.20 – 23.00 Spot Rate : 0.8000 Average : 0.6185 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 16.66 – 17.35 Spot Rate : 0.6900 Average : 0.5256 YTW SCENARIO |