| 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 | -0.6939 % | 2,512.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6939 % | 4,609.3 |
| Floater | 3.46 % | 3.43 % | 51,141 | 18.68 | 3 | -0.6939 % | 2,656.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1126 % | 3,699.0 |
| SplitShare | 4.64 % | 3.86 % | 34,708 | 3.72 | 6 | -0.1126 % | 4,417.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1126 % | 3,446.6 |
| Perpetual-Premium | 5.00 % | -13.28 % | 54,016 | 0.09 | 34 | -0.2022 % | 3,320.5 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2022 % | 3,996.0 |
| FixedReset Disc | 4.00 % | 3.58 % | 104,752 | 18.23 | 40 | -0.7799 % | 2,814.9 |
| Insurance Straight | 4.88 % | -9.64 % | 84,962 | 0.09 | 21 | -0.2079 % | 3,732.2 |
| FloatingReset | 3.02 % | 3.01 % | 32,182 | 19.70 | 1 | 3.6810 % | 2,629.1 |
| FixedReset Prem | 4.68 % | 3.25 % | 131,016 | 2.43 | 33 | -0.1154 % | 2,756.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7799 % | 2,877.4 |
| FixedReset Ins Non | 4.07 % | 3.36 % | 93,977 | 18.16 | 20 | -0.5361 % | 2,925.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -6.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.59 % |
| FTS.PR.K | FixedReset Disc | -5.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 3.85 % |
| NA.PR.W | FixedReset Disc | -4.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 22.60 Evaluated at bid price : 23.36 Bid-YTW : 3.43 % |
| BAM.PR.R | FixedReset Disc | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 4.25 % |
| BAM.PF.E | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 4.11 % |
| MFC.PR.Q | FixedReset Ins Non | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 24.08 Evaluated at bid price : 24.40 Bid-YTW : 3.59 % |
| PWF.PR.P | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 3.58 % |
| MFC.PR.B | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.66 % |
| BAM.PR.Z | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 23.34 Evaluated at bid price : 23.81 Bid-YTW : 4.06 % |
| BAM.PR.B | Floater | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 12.47 Evaluated at bid price : 12.47 Bid-YTW : 3.43 % |
| IFC.PR.E | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 26.12 Bid-YTW : 4.14 % |
| BMO.PR.Y | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 23.15 Evaluated at bid price : 24.70 Bid-YTW : 3.42 % |
| FTS.PR.M | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 21.96 Evaluated at bid price : 22.30 Bid-YTW : 3.85 % |
| FTS.PR.H | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 15.18 Evaluated at bid price : 15.18 Bid-YTW : 3.69 % |
| TRP.PR.A | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 3.97 % |
| TRP.PR.F | FloatingReset | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 95,333 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 22.96 Evaluated at bid price : 24.00 Bid-YTW : 3.27 % |
| BMO.PR.T | FixedReset Disc | 74,977 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 23.01 Evaluated at bid price : 24.06 Bid-YTW : 3.23 % |
| W.PR.M | FixedReset Prem | 69,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.81 % |
| BMO.PR.Y | FixedReset Disc | 55,415 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 23.15 Evaluated at bid price : 24.70 Bid-YTW : 3.42 % |
| IAF.PR.G | FixedReset Ins Non | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-20 Maturity Price : 24.58 Evaluated at bid price : 24.98 Bid-YTW : 3.70 % |
| BMO.PR.C | FixedReset Prem | 44,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.77 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.00 – 17.42 Spot Rate : 1.4200 Average : 0.8909 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 23.36 – 24.37 Spot Rate : 1.0100 Average : 0.5589 YTW SCENARIO |
| ELF.PR.G | Perpetual-Premium | Quote: 25.00 – 26.00 Spot Rate : 1.0000 Average : 0.5680 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.79 – 20.25 Spot Rate : 1.4600 Average : 1.0624 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 19.83 – 20.83 Spot Rate : 1.0000 Average : 0.6178 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.66 – 17.95 Spot Rate : 1.2900 Average : 1.0554 YTW SCENARIO |