| 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 | 0.5286 % | 2,204.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5286 % | 4,227.4 |
| Floater | 10.66 % | 10.77 % | 42,183 | 8.99 | 1 | 0.5286 % | 2,436.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4896 % | 3,254.3 |
| SplitShare | 5.16 % | 8.75 % | 45,614 | 2.18 | 6 | -0.4896 % | 3,886.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4896 % | 3,032.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3258 % | 2,557.5 |
| Perpetual-Discount | 6.67 % | 6.83 % | 39,952 | 12.72 | 31 | -0.3258 % | 2,788.8 |
| FixedReset Disc | 5.88 % | 8.49 % | 82,321 | 11.12 | 63 | 0.1971 % | 2,123.2 |
| Insurance Straight | 6.59 % | 6.70 % | 55,408 | 12.98 | 19 | 0.3818 % | 2,727.6 |
| FloatingReset | 11.45 % | 11.07 % | 28,838 | 8.78 | 2 | 0.0344 % | 2,362.7 |
| FixedReset Prem | 6.98 % | 7.12 % | 247,750 | 3.72 | 1 | -0.1190 % | 2,315.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1971 % | 2,170.4 |
| FixedReset Ins Non | 6.40 % | 7.93 % | 93,614 | 11.62 | 9 | 0.4864 % | 2,304.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MIC.PR.A | Perpetual-Discount | -5.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 7.48 % |
| CU.PR.D | Perpetual-Discount | -5.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 6.89 % |
| CU.PR.I | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 22.04 Evaluated at bid price : 22.32 Bid-YTW : 7.85 % |
| PVS.PR.J | SplitShare | -1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 8.75 % |
| POW.PR.C | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 6.83 % |
| ELF.PR.F | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.07 % |
| BN.PR.N | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 7.04 % |
| IFC.PR.E | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.48 % |
| RY.PR.M | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 8.34 % |
| TRP.PR.A | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 9.83 % |
| CU.PR.J | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 6.68 % |
| GWO.PR.N | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 8.94 % |
| PWF.PR.P | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 12.52 Evaluated at bid price : 12.52 Bid-YTW : 9.32 % |
| SLF.PR.C | Insurance Straight | 4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 6.26 % |
| MFC.PR.I | FixedReset Ins Non | 4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 7.73 % |
| PWF.PR.S | Perpetual-Discount | 5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.79 % |
| TRP.PR.B | FixedReset Disc | 10.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 10.40 Evaluated at bid price : 10.40 Bid-YTW : 10.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 26,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 8.50 % |
| FTS.PR.H | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 9.51 % |
| TRP.PR.D | FixedReset Disc | 12,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 9.77 % |
| TD.PF.B | FixedReset Disc | 12,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 8.50 % |
| TD.PF.J | FixedReset Disc | 12,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-26 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 7.60 % |
| EIT.PR.A | SplitShare | 10,700 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.28 Bid-YTW : 9.30 % |
| There were 0 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: 16.93 – 25.10 Spot Rate : 8.1700 Average : 4.4197 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.60 – 20.45 Spot Rate : 3.8500 Average : 2.1728 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 20.64 – 22.19 Spot Rate : 1.5500 Average : 0.9718 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 18.19 – 19.97 Spot Rate : 1.7800 Average : 1.2547 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 17.85 – 19.25 Spot Rate : 1.4000 Average : 0.9845 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 18.02 – 19.15 Spot Rate : 1.1300 Average : 0.7627 YTW SCENARIO |