| 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 | 0.3578 % | 2,168.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3578 % | 4,158.8 |
| Floater | 11.23 % | 11.34 % | 56,697 | 8.60 | 2 | 0.3578 % | 2,396.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5576 % | 3,341.9 |
| SplitShare | 5.05 % | 7.29 % | 42,926 | 2.25 | 7 | -0.5576 % | 3,990.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5576 % | 3,113.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4262 % | 2,484.7 |
| Perpetual-Discount | 6.87 % | 7.07 % | 44,284 | 12.43 | 33 | 0.4262 % | 2,709.5 |
| FixedReset Disc | 5.95 % | 9.13 % | 104,469 | 10.57 | 55 | -0.2715 % | 2,117.4 |
| Insurance Straight | 6.87 % | 6.94 % | 60,990 | 12.66 | 17 | 0.1212 % | 2,619.1 |
| FloatingReset | 11.65 % | 11.80 % | 38,948 | 8.31 | 1 | 0.1410 % | 2,284.0 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2715 % | 2,320.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2715 % | 2,164.4 |
| FixedReset Ins Non | 6.65 % | 8.59 % | 125,421 | 10.96 | 11 | 0.0476 % | 2,255.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EIT.PR.A | SplitShare | -3.76 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 23.82 Bid-YTW : 16.17 % |
| BNS.PR.I | FixedReset Disc | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 8.12 % |
| CM.PR.S | FixedReset Disc | -3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 8.36 % |
| RY.PR.J | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.50 % |
| RY.PR.Z | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 9.20 % |
| RY.PR.O | Perpetual-Discount | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.04 % |
| BN.PF.A | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 9.62 % |
| BMO.PR.F | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 23.17 Evaluated at bid price : 23.85 Bid-YTW : 8.19 % |
| IFC.PR.C | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 9.65 % |
| RY.PR.N | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.00 % |
| BIP.PR.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 9.04 % |
| MFC.PR.K | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 8.43 % |
| BN.PF.H | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 10.40 % |
| TD.PF.C | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 9.13 % |
| BN.PF.G | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 11.44 % |
| BIP.PR.F | FixedReset Disc | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 9.47 % |
| POW.PR.C | Perpetual-Discount | 14.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.G | FixedReset Disc | 363,867 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 21.84 Evaluated at bid price : 22.30 Bid-YTW : 8.08 % |
| TD.PF.K | FixedReset Disc | 230,175 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 5.84 % |
| BMO.PR.E | FixedReset Disc | 84,498 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 21.98 Evaluated at bid price : 22.51 Bid-YTW : 7.87 % |
| NA.PR.S | FixedReset Disc | 63,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 9.17 % |
| NA.PR.W | FixedReset Disc | 63,244 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.53 % |
| BMO.PR.F | FixedReset Disc | 59,312 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-26 Maturity Price : 23.17 Evaluated at bid price : 23.85 Bid-YTW : 8.19 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Insurance Straight | Quote: 16.45 – 17.80 Spot Rate : 1.3500 Average : 0.7490 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 21.13 – 22.35 Spot Rate : 1.2200 Average : 0.6849 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 23.82 – 24.82 Spot Rate : 1.0000 Average : 0.5343 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 12.81 – 13.76 Spot Rate : 0.9500 Average : 0.6287 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 17.80 – 18.50 Spot Rate : 0.7000 Average : 0.4264 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 15.94 – 17.09 Spot Rate : 1.1500 Average : 0.8790 YTW SCENARIO |