| 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 | -0.2168 % | 1,865.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2168 % | 3,423.3 |
| Floater | 4.66 % | 4.66 % | 75,171 | 16.13 | 2 | -0.2168 % | 1,972.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4493 % | 3,625.8 |
| SplitShare | 4.78 % | 4.46 % | 42,866 | 3.82 | 9 | 0.4493 % | 4,330.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4493 % | 3,378.5 |
| Perpetual-Premium | 5.33 % | 3.05 % | 75,832 | 0.08 | 19 | 0.0412 % | 3,199.6 |
| Perpetual-Discount | 5.00 % | 5.01 % | 77,020 | 15.40 | 12 | 0.1999 % | 3,672.0 |
| FixedReset Disc | 5.01 % | 3.90 % | 150,304 | 17.23 | 56 | 0.2252 % | 2,327.3 |
| Insurance Straight | 5.06 % | 4.85 % | 88,663 | 15.36 | 22 | -0.0092 % | 3,551.5 |
| FloatingReset | 1.93 % | 1.86 % | 43,308 | 1.10 | 3 | 0.0164 % | 1,850.3 |
| FixedReset Prem | 5.16 % | 3.21 % | 218,211 | 0.66 | 22 | 0.0807 % | 2,675.4 |
| FixedReset Bank Non | 1.93 % | 1.81 % | 169,099 | 1.09 | 2 | 0.0200 % | 2,880.9 |
| FixedReset Ins Non | 5.07 % | 3.89 % | 87,209 | 17.25 | 22 | 0.0490 % | 2,416.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.G | FixedReset Ins Non | -5.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.37 % |
| CU.PR.G | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 22.91 Evaluated at bid price : 23.18 Bid-YTW : 4.88 % |
| RY.PR.H | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 3.48 % |
| CM.PR.Q | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.87 % |
| TRP.PR.E | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 14.62 Evaluated at bid price : 14.62 Bid-YTW : 5.23 % |
| BAM.PF.F | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 4.93 % |
| BAM.PR.X | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 4.76 % |
| SLF.PR.D | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.67 % |
| TRP.PR.C | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 10.52 Evaluated at bid price : 10.52 Bid-YTW : 4.78 % |
| BAM.PF.D | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 24.03 Evaluated at bid price : 24.45 Bid-YTW : 5.01 % |
| NA.PR.W | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 3.90 % |
| CM.PR.P | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 3.65 % |
| EIT.PR.A | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.47 % |
| BMO.PR.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 22.22 Evaluated at bid price : 22.65 Bid-YTW : 3.72 % |
| BMO.PR.S | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 3.58 % |
| RY.PR.Z | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 3.39 % |
| MFC.PR.Q | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 3.83 % |
| PVS.PR.H | SplitShare | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.46 % |
| BMO.PR.W | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 3.61 % |
| CU.PR.F | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 23.74 Evaluated at bid price : 24.02 Bid-YTW : 4.71 % |
| BAM.PR.N | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.03 % |
| GWO.PR.N | FixedReset Ins Non | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 3.92 % |
| IAF.PR.B | Insurance Straight | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.70 % |
| BAM.PR.R | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 4.72 % |
| MFC.PR.G | FixedReset Ins Non | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 21.66 Evaluated at bid price : 22.07 Bid-YTW : 3.80 % |
| TD.PF.D | FixedReset Disc | 9.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 21.62 Evaluated at bid price : 21.95 Bid-YTW : 3.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 56,093 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 22.22 Evaluated at bid price : 22.65 Bid-YTW : 3.72 % |
| TRP.PR.C | FixedReset Disc | 54,611 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 10.52 Evaluated at bid price : 10.52 Bid-YTW : 4.78 % |
| PWF.PR.T | FixedReset Disc | 52,754 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 4.21 % |
| MFC.PR.Q | FixedReset Ins Non | 50,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 3.83 % |
| GWO.PR.G | Insurance Straight | 27,892 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-21 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 5.16 % |
| TRP.PR.K | FixedReset Disc | 23,769 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-22 Maturity Price : 23.68 Evaluated at bid price : 24.81 Bid-YTW : 4.92 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 21.11 – 25.50 Spot Rate : 4.3900 Average : 2.9242 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.10 – 21.15 Spot Rate : 2.0500 Average : 1.3894 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 18.60 – 20.17 Spot Rate : 1.5700 Average : 0.9501 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.10 – 27.10 Spot Rate : 1.0000 Average : 0.6364 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 12.01 – 13.40 Spot Rate : 1.3900 Average : 1.0330 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 23.18 – 24.10 Spot Rate : 0.9200 Average : 0.5734 YTW SCENARIO |