| 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 | -1.2448 % | 2,272.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2448 % | 4,358.8 |
| Floater | 10.59 % | 10.91 % | 61,939 | 8.78 | 1 | -1.2448 % | 2,512.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0415 % | 3,445.2 |
| SplitShare | 4.88 % | 7.00 % | 33,698 | 1.38 | 8 | -0.0415 % | 4,114.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0415 % | 3,210.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3837 % | 2,699.0 |
| Perpetual-Discount | 6.36 % | 6.52 % | 50,994 | 13.14 | 27 | 0.3837 % | 2,943.1 |
| FixedReset Disc | 5.24 % | 7.27 % | 125,440 | 12.22 | 56 | 0.2935 % | 2,586.1 |
| Insurance Straight | 6.25 % | 6.43 % | 56,879 | 13.23 | 21 | -0.0619 % | 2,903.8 |
| FloatingReset | 8.99 % | 9.14 % | 25,758 | 10.17 | 2 | -0.9852 % | 2,827.0 |
| FixedReset Prem | 6.92 % | 6.41 % | 211,077 | 3.07 | 2 | 0.3551 % | 2,532.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2935 % | 2,643.5 |
| FixedReset Ins Non | 5.05 % | 6.89 % | 88,885 | 13.12 | 14 | 0.7563 % | 2,816.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Disc | -3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.62 Evaluated at bid price : 23.50 Bid-YTW : 6.65 % |
| SLF.PR.J | FloatingReset | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.32 % |
| SLF.PR.H | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 6.91 % |
| BN.PF.J | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 21.97 Evaluated at bid price : 22.36 Bid-YTW : 7.55 % |
| BN.PR.B | Floater | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 10.91 % |
| GWO.PR.P | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.59 % |
| BN.PR.T | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 8.43 % |
| BN.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 8.08 % |
| TD.PF.A | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.99 Evaluated at bid price : 23.80 Bid-YTW : 6.15 % |
| BIP.PR.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 21.69 Evaluated at bid price : 22.00 Bid-YTW : 7.72 % |
| CU.PR.D | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.42 % |
| BN.PR.N | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 6.80 % |
| PWF.PR.O | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.29 Evaluated at bid price : 22.56 Bid-YTW : 6.50 % |
| MFC.PR.I | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 23.08 Evaluated at bid price : 24.35 Bid-YTW : 6.54 % |
| CU.PR.C | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.32 % |
| FFH.PR.I | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 8.41 % |
| TD.PF.D | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.57 Evaluated at bid price : 23.05 Bid-YTW : 6.74 % |
| PWF.PR.S | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.50 % |
| BN.PF.F | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 8.00 % |
| MFC.PR.K | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.54 Evaluated at bid price : 23.40 Bid-YTW : 6.39 % |
| BN.PR.R | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 8.42 % |
| PWF.PR.P | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 15.42 Evaluated at bid price : 15.42 Bid-YTW : 7.91 % |
| MFC.PR.Q | FixedReset Ins Non | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 22.58 Evaluated at bid price : 23.45 Bid-YTW : 6.52 % |
| IFC.PR.A | FixedReset Ins Non | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 6.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 111,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 23.80 Evaluated at bid price : 23.80 Bid-YTW : 6.44 % |
| FTS.PR.H | FixedReset Disc | 31,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 8.16 % |
| RY.PR.S | FixedReset Disc | 27,861 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 23.02 Evaluated at bid price : 24.55 Bid-YTW : 6.08 % |
| CU.PR.I | FixedReset Disc | 26,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 23.97 Bid-YTW : 7.38 % |
| BMO.PR.E | FixedReset Disc | 21,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 23.30 Evaluated at bid price : 25.31 Bid-YTW : 6.35 % |
| BMO.PR.T | FixedReset Disc | 16,254 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-24 Maturity Price : 23.28 Evaluated at bid price : 24.25 Bid-YTW : 6.08 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.S | Insurance Straight | Quote: 20.58 – 22.48 Spot Rate : 1.9000 Average : 1.0866 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 23.50 – 24.65 Spot Rate : 1.1500 Average : 0.7140 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 20.85 – 22.00 Spot Rate : 1.1500 Average : 0.7901 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.30 – 23.50 Spot Rate : 2.2000 Average : 1.8553 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 23.59 – 24.24 Spot Rate : 0.6500 Average : 0.4497 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.53 – 24.40 Spot Rate : 0.8700 Average : 0.6840 YTW SCENARIO |