| 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 | -7.3202 % | 2,080.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -7.3202 % | 3,990.7 |
| Floater | 10.83 % | 10.35 % | 55,227 | 9.21 | 2 | -7.3202 % | 2,299.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2884 % | 3,331.2 |
| SplitShare | 5.05 % | 7.57 % | 44,413 | 2.56 | 7 | -0.2884 % | 3,978.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2884 % | 3,103.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1844 % | 2,738.6 |
| Perpetual-Discount | 6.23 % | 6.30 % | 46,489 | 13.49 | 34 | -0.1844 % | 2,986.3 |
| FixedReset Disc | 5.85 % | 7.71 % | 85,684 | 11.99 | 63 | -0.4098 % | 2,120.0 |
| Insurance Straight | 6.08 % | 6.20 % | 65,279 | 13.59 | 19 | -0.0619 % | 2,956.3 |
| FloatingReset | 10.47 % | 11.01 % | 45,719 | 8.74 | 2 | 0.1363 % | 2,385.5 |
| FixedReset Prem | 6.96 % | 6.53 % | 343,161 | 12.82 | 1 | -0.1976 % | 2,322.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4098 % | 2,167.0 |
| FixedReset Ins Non | 5.95 % | 7.22 % | 76,982 | 12.20 | 11 | -0.0565 % | 2,342.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.K | Floater | -13.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 10.05 Evaluated at bid price : 10.05 Bid-YTW : 11.98 % |
| CU.PR.D | Perpetual-Discount | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.42 % |
| ELF.PR.H | Perpetual-Discount | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 6.70 % |
| BMO.PR.S | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.87 % |
| BN.PR.B | Floater | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 10.35 % |
| BNS.PR.I | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.69 % |
| TRP.PR.C | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 9.23 % |
| BN.PR.X | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 8.54 % |
| BMO.PR.F | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 22.89 Evaluated at bid price : 23.43 Bid-YTW : 6.93 % |
| GWO.PR.Y | Insurance Straight | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 6.19 % |
| BMO.PR.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 7.01 % |
| SLF.PR.C | Insurance Straight | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 5.98 % |
| BMO.PR.Y | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 7.71 % |
| BN.PF.F | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 9.15 % |
| BIP.PR.A | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 9.24 % |
| BMO.PR.W | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 7.78 % |
| BN.PF.I | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 8.37 % |
| MIC.PR.A | Perpetual-Discount | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 55,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.87 % |
| NA.PR.W | FixedReset Disc | 35,742 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.79 % |
| NA.PR.C | FixedReset Prem | 26,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 23.28 Evaluated at bid price : 25.25 Bid-YTW : 6.53 % |
| RY.PR.M | FixedReset Disc | 24,465 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 7.69 % |
| TRP.PR.G | FixedReset Disc | 20,202 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 8.32 % |
| BIP.PR.F | FixedReset Disc | 15,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-05-09 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.99 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.W | FixedReset Disc | Quote: 16.58 – 24.95 Spot Rate : 8.3700 Average : 4.6684 YTW SCENARIO |
| BN.PR.K | Floater | Quote: 10.05 – 11.72 Spot Rate : 1.6700 Average : 1.0851 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 20.78 – 21.54 Spot Rate : 0.7600 Average : 0.4922 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 19.15 – 19.98 Spot Rate : 0.8300 Average : 0.5700 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 11.05 – 11.77 Spot Rate : 0.7200 Average : 0.5168 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 17.33 – 17.99 Spot Rate : 0.6600 Average : 0.4650 YTW SCENARIO |