| 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 | -0.2625 % | 2,202.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2625 % | 4,223.7 |
| Floater | 11.05 % | 11.26 % | 44,412 | 8.62 | 1 | -0.2625 % | 2,434.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2944 % | 3,293.2 |
| SplitShare | 5.12 % | 8.37 % | 42,144 | 2.40 | 7 | 0.2944 % | 3,932.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2944 % | 3,068.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0485 % | 2,532.3 |
| Perpetual-Discount | 6.73 % | 6.89 % | 41,655 | 12.72 | 28 | -0.0485 % | 2,761.3 |
| FixedReset Disc | 5.85 % | 8.47 % | 76,400 | 11.12 | 64 | 0.0569 % | 2,131.5 |
| Insurance Straight | 6.67 % | 6.82 % | 50,786 | 12.78 | 19 | -0.2795 % | 2,695.0 |
| FloatingReset | 11.40 % | 11.09 % | 32,801 | 8.74 | 2 | 1.0903 % | 2,408.2 |
| FixedReset Prem | 7.00 % | 6.83 % | 241,306 | 3.73 | 1 | 0.0000 % | 2,309.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0569 % | 2,178.8 |
| FixedReset Ins Non | 6.24 % | 7.97 % | 66,587 | 11.54 | 11 | -0.2431 % | 2,295.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -11.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 11.17 Evaluated at bid price : 11.17 Bid-YTW : 10.54 % |
| SLF.PR.E | Insurance Straight | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 6.59 % |
| MFC.PR.L | FixedReset Ins Non | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.77 % |
| PWF.PR.H | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 7.01 % |
| BN.PF.G | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 10.57 % |
| PVS.PR.G | SplitShare | -1.45 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.06 Bid-YTW : 8.55 % |
| MFC.PR.C | Insurance Straight | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.61 % |
| PWF.PR.S | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.89 % |
| TRP.PR.D | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 10.03 % |
| BIK.PR.A | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 21.99 Evaluated at bid price : 22.56 Bid-YTW : 8.57 % |
| SLF.PR.J | FloatingReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 11.09 % |
| FTS.PR.K | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 8.81 % |
| BMO.PR.Y | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 8.45 % |
| PVS.PR.K | SplitShare | 2.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 7.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.K | SplitShare | 24,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 7.98 % |
| TRP.PR.A | FixedReset Disc | 20,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 13.73 Evaluated at bid price : 13.73 Bid-YTW : 10.01 % |
| CU.PR.J | Perpetual-Discount | 15,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 6.97 % |
| TRP.PR.B | FixedReset Disc | 12,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 10.65 % |
| SLF.PR.J | FloatingReset | 11,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-17 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 11.09 % |
| 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.T | FixedReset Disc | Quote: 17.10 – 24.00 Spot Rate : 6.9000 Average : 3.7483 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 16.97 – 19.00 Spot Rate : 2.0300 Average : 1.1656 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 11.17 – 13.03 Spot Rate : 1.8600 Average : 1.1572 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 17.26 – 18.10 Spot Rate : 0.8400 Average : 0.4873 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 16.55 – 17.29 Spot Rate : 0.7400 Average : 0.4758 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 13.73 – 15.00 Spot Rate : 1.2700 Average : 1.0659 YTW SCENARIO |