| 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 | 0.0236 % | 2,367.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0236 % | 4,344.5 |
| Floater | 3.66 % | 3.69 % | 115,262 | 18.03 | 3 | 0.0236 % | 2,503.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1421 % | 3,079.4 |
| SplitShare | 4.73 % | 3.91 % | 55,177 | 1.34 | 5 | 0.1421 % | 3,677.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1421 % | 2,869.3 |
| Perpetual-Premium | 5.41 % | 4.83 % | 61,088 | 5.89 | 17 | -0.0116 % | 2,777.4 |
| Perpetual-Discount | 5.30 % | 5.32 % | 61,259 | 14.89 | 20 | 0.3096 % | 2,930.4 |
| FixedReset | 4.38 % | 4.43 % | 143,211 | 6.35 | 98 | 0.3667 % | 2,381.9 |
| Deemed-Retractible | 5.07 % | 5.57 % | 108,476 | 6.04 | 31 | 0.1915 % | 2,869.7 |
| FloatingReset | 2.63 % | 3.07 % | 40,611 | 4.20 | 9 | 0.1329 % | 2,615.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.O | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 4.36 % |
| CM.PR.P | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.27 Evaluated at bid price : 21.56 Bid-YTW : 4.36 % |
| HSE.PR.C | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 22.68 Evaluated at bid price : 23.25 Bid-YTW : 5.00 % |
| TD.PF.D | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 22.74 Evaluated at bid price : 23.51 Bid-YTW : 4.43 % |
| TRP.PR.E | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.53 Evaluated at bid price : 21.91 Bid-YTW : 4.46 % |
| TRP.PR.B | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 4.47 % |
| TRP.PR.A | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 4.43 % |
| MFC.PR.G | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 4.91 % |
| BMO.PR.Y | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 22.74 Evaluated at bid price : 23.54 Bid-YTW : 4.37 % |
| PWF.PR.L | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 5.29 % |
| TRP.PR.G | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 22.74 Evaluated at bid price : 23.59 Bid-YTW : 4.57 % |
| TD.PF.H | FixedReset | 2.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 3.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 131,530 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 4.60 % |
| IFC.PR.F | Deemed-Retractible | 74,250 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 5.58 % |
| BMO.PR.C | FixedReset | 57,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.32 % |
| NA.PR.W | FixedReset | 55,667 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 4.48 % |
| BMO.PR.S | FixedReset | 51,241 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.65 Evaluated at bid price : 22.07 Bid-YTW : 4.35 % |
| TRP.PR.D | FixedReset | 45,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-22 Maturity Price : 21.34 Evaluated at bid price : 21.64 Bid-YTW : 4.51 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset | Quote: 22.31 – 22.80 Spot Rate : 0.4900 Average : 0.3333 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 14.10 – 14.57 Spot Rate : 0.4700 Average : 0.3249 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.55 – 26.78 Spot Rate : 0.2300 Average : 0.1462 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 24.04 – 24.35 Spot Rate : 0.3100 Average : 0.2283 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.62 – 21.89 Spot Rate : 0.2700 Average : 0.1933 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 21.36 – 21.60 Spot Rate : 0.2400 Average : 0.1872 YTW SCENARIO |