| 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 | -0.8969 % | 2,349.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8969 % | 4,505.3 |
| Floater | 10.37 % | 10.56 % | 44,579 | 9.00 | 2 | -0.8969 % | 2,596.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0484 % | 3,393.1 |
| SplitShare | 4.96 % | 7.34 % | 50,428 | 1.88 | 7 | 0.0484 % | 4,052.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0484 % | 3,161.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1547 % | 2,631.6 |
| Perpetual-Discount | 6.53 % | 6.73 % | 44,535 | 12.87 | 33 | -0.1547 % | 2,869.6 |
| FixedReset Disc | 5.58 % | 7.39 % | 110,558 | 12.16 | 59 | 0.5801 % | 2,390.6 |
| Insurance Straight | 6.45 % | 6.54 % | 61,359 | 13.22 | 21 | -0.3601 % | 2,810.9 |
| FloatingReset | 9.99 % | 10.17 % | 36,484 | 9.36 | 3 | -0.2829 % | 2,590.6 |
| FixedReset Prem | 7.00 % | 7.02 % | 154,764 | 12.35 | 1 | 0.1996 % | 2,494.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5801 % | 2,443.7 |
| FixedReset Ins Non | 5.55 % | 7.34 % | 78,571 | 12.37 | 14 | 0.0566 % | 2,560.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.Y | Insurance Straight | -5.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 6.81 % |
| BN.PR.K | Floater | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 10.82 % |
| CU.PR.E | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.57 % |
| IFC.PR.K | Insurance Straight | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.55 % |
| SLF.PR.G | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 14.49 Evaluated at bid price : 14.49 Bid-YTW : 8.21 % |
| FTS.PR.F | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.23 % |
| MFC.PR.M | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 7.78 % |
| SLF.PR.D | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 5.97 % |
| BN.PR.X | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 8.50 % |
| IFC.PR.C | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 7.57 % |
| GWO.PR.G | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.55 % |
| RY.PR.Z | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.37 Evaluated at bid price : 21.64 Bid-YTW : 6.78 % |
| IFC.PR.G | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.52 Evaluated at bid price : 21.80 Bid-YTW : 7.16 % |
| TD.PF.A | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.70 Evaluated at bid price : 22.12 Bid-YTW : 6.59 % |
| BIP.PR.E | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.81 % |
| CM.PR.S | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 22.15 Evaluated at bid price : 22.15 Bid-YTW : 6.89 % |
| BN.PF.I | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 8.76 % |
| TD.PF.C | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 7.07 % |
| BN.PF.F | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 8.72 % |
| CM.PR.O | FixedReset Disc | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.64 Evaluated at bid price : 22.02 Bid-YTW : 6.72 % |
| BMO.PR.S | FixedReset Disc | 4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 22.41 Evaluated at bid price : 23.27 Bid-YTW : 6.40 % |
| BMO.PR.Y | FixedReset Disc | 8.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 86,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 23.91 Evaluated at bid price : 24.85 Bid-YTW : 6.99 % |
| PWF.PR.P | FixedReset Disc | 67,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 8.46 % |
| BMO.PR.S | FixedReset Disc | 54,573 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 22.41 Evaluated at bid price : 23.27 Bid-YTW : 6.40 % |
| CM.PR.O | FixedReset Disc | 48,790 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.64 Evaluated at bid price : 22.02 Bid-YTW : 6.72 % |
| PWF.PR.F | Perpetual-Discount | 29,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.70 % |
| PWF.PR.H | Perpetual-Discount | 22,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-01 Maturity Price : 21.29 Evaluated at bid price : 21.56 Bid-YTW : 6.75 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.C | FixedReset Disc | Quote: 20.62 – 22.95 Spot Rate : 2.3300 Average : 1.4365 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 22.02 – 23.92 Spot Rate : 1.9000 Average : 1.0803 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 18.79 – 20.70 Spot Rate : 1.9100 Average : 1.1734 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 18.55 – 21.48 Spot Rate : 2.9300 Average : 2.2779 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 20.30 – 22.50 Spot Rate : 2.2000 Average : 1.5775 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 20.86 – 22.15 Spot Rate : 1.2900 Average : 0.7664 YTW SCENARIO |