| 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 | 3.04 % | 3.53 % | 37,823 | 20.01 | 1 | 1.0025 % | 2,870.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0514 % | 5,238.6 |
| Floater | 3.04 % | 3.04 % | 61,876 | 19.62 | 3 | 1.0514 % | 3,019.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2858 % | 3,661.2 |
| SplitShare | 4.69 % | 4.37 % | 37,516 | 3.56 | 6 | -0.2858 % | 4,372.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2858 % | 3,411.4 |
| Perpetual-Premium | 5.16 % | -11.59 % | 42,393 | 0.09 | 23 | 0.1223 % | 3,255.3 |
| Perpetual-Discount | 4.76 % | 4.80 % | 52,391 | 15.79 | 11 | 0.2550 % | 3,864.4 |
| FixedReset Disc | 4.02 % | 4.05 % | 106,089 | 16.99 | 42 | 0.1227 % | 2,801.5 |
| Insurance Straight | 4.95 % | 4.49 % | 80,495 | 0.50 | 19 | 0.1236 % | 3,665.8 |
| FloatingReset | 2.79 % | 2.39 % | 33,657 | 21.35 | 2 | -0.7587 % | 2,654.1 |
| FixedReset Prem | 4.71 % | 3.19 % | 119,408 | 2.21 | 28 | 0.3272 % | 2,731.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1227 % | 2,863.7 |
| FixedReset Ins Non | 4.13 % | 3.81 % | 79,515 | 17.40 | 18 | -0.0654 % | 2,929.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset Disc | -5.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.82 % |
| MFC.PR.F | FixedReset Ins Non | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.80 % |
| BMO.PR.T | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.77 Evaluated at bid price : 23.50 Bid-YTW : 3.77 % |
| TRP.PR.F | FloatingReset | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.19 % |
| SLF.PR.H | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 21.65 Evaluated at bid price : 22.00 Bid-YTW : 3.81 % |
| RS.PR.A | SplitShare | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.40 Bid-YTW : 4.53 % |
| SLF.PR.E | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.35 Evaluated at bid price : 24.66 Bid-YTW : 4.57 % |
| TD.PF.D | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 23.07 Evaluated at bid price : 24.40 Bid-YTW : 3.99 % |
| CU.PR.C | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 21.44 Evaluated at bid price : 21.75 Bid-YTW : 4.28 % |
| TD.PF.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.91 Evaluated at bid price : 23.82 Bid-YTW : 3.72 % |
| BAM.PF.B | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 4.52 % |
| BMO.PR.Y | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 23.00 Evaluated at bid price : 24.25 Bid-YTW : 3.91 % |
| MFC.PR.N | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.55 Evaluated at bid price : 23.24 Bid-YTW : 3.87 % |
| CU.PR.J | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.68 % |
| BAM.PR.B | Floater | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 3.03 % |
| BAM.PR.E | Ratchet | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 25.00 Evaluated at bid price : 20.15 Bid-YTW : 3.53 % |
| GWO.PR.Y | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.65 Evaluated at bid price : 25.05 Bid-YTW : 4.49 % |
| IFC.PR.I | Perpetual-Premium | 1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.54 Bid-YTW : 4.42 % |
| NA.PR.G | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 23.76 Evaluated at bid price : 25.40 Bid-YTW : 4.04 % |
| CM.PR.T | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 2.63 % |
| TD.PF.K | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 23.75 Evaluated at bid price : 25.35 Bid-YTW : 3.87 % |
| CU.PR.G | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.02 Evaluated at bid price : 24.30 Bid-YTW : 4.66 % |
| BAM.PR.K | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 3.04 % |
| FTS.PR.G | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.09 % |
| TRP.PR.G | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.62 Evaluated at bid price : 23.50 Bid-YTW : 4.31 % |
| TD.PF.M | FixedReset Prem | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.79 % |
| BIP.PR.A | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.85 Evaluated at bid price : 23.88 Bid-YTW : 4.88 % |
| BAM.PF.F | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 22.27 Evaluated at bid price : 22.69 Bid-YTW : 4.57 % |
| RY.PR.J | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.62 % |
| BAM.PF.A | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 23.75 Evaluated at bid price : 24.10 Bid-YTW : 4.45 % |
| TD.PF.E | FixedReset Disc | 3.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.57 % |
| TRP.PR.C | FixedReset Disc | 4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 4.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.J | Perpetual-Discount | 26,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.68 % |
| PWF.PF.A | Perpetual-Discount | 21,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.59 Evaluated at bid price : 25.00 Bid-YTW : 4.56 % |
| GWO.PR.Y | Insurance Straight | 16,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.65 Evaluated at bid price : 25.05 Bid-YTW : 4.49 % |
| BAM.PR.B | Floater | 14,655 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 3.03 % |
| MFC.PR.R | FixedReset Ins Non | 12,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 3.08 % |
| GWO.PR.F | Insurance Straight | 12,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-29 Maturity Price : 24.68 Evaluated at bid price : 24.99 Bid-YTW : 5.93 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 21.75 – 24.97 Spot Rate : 3.2200 Average : 1.9137 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.25 – 15.00 Spot Rate : 1.7500 Average : 1.1225 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 24.66 – 25.66 Spot Rate : 1.0000 Average : 0.5802 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 18.90 – 20.15 Spot Rate : 1.2500 Average : 0.8939 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.10 – 23.65 Spot Rate : 1.5500 Average : 1.2736 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 17.49 Spot Rate : 1.1900 Average : 0.9627 YTW SCENARIO |