| 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 | -4.1935 % | 2,268.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -4.1935 % | 4,351.5 |
| Floater | 10.61 % | 10.68 % | 42,211 | 9.09 | 1 | -4.1935 % | 2,507.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,406.3 |
| SplitShare | 4.94 % | 7.29 % | 42,253 | 1.84 | 7 | 0.0000 % | 4,067.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,173.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8903 % | 2,632.6 |
| Perpetual-Discount | 6.53 % | 6.71 % | 47,317 | 12.89 | 31 | -0.8903 % | 2,870.8 |
| FixedReset Disc | 5.44 % | 7.06 % | 103,300 | 12.38 | 59 | -0.4469 % | 2,430.1 |
| Insurance Straight | 6.35 % | 6.50 % | 52,557 | 13.26 | 22 | -0.8775 % | 2,833.2 |
| FloatingReset | 9.96 % | 10.14 % | 31,989 | 9.49 | 3 | -0.3956 % | 2,590.6 |
| FixedReset Prem | 6.94 % | 6.86 % | 164,542 | 12.47 | 1 | 0.4766 % | 2,514.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4469 % | 2,484.0 |
| FixedReset Ins Non | 5.49 % | 7.05 % | 72,279 | 12.63 | 14 | 0.0783 % | 2,590.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.N | Perpetual-Discount | -15.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.61 % |
| SLF.PR.C | Insurance Straight | -7.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 6.30 % |
| BN.PR.B | Floater | -4.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 11.88 Evaluated at bid price : 11.88 Bid-YTW : 10.68 % |
| GWO.PR.T | Insurance Straight | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.63 % |
| BN.PR.Z | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 8.32 % |
| RY.PR.O | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.86 Evaluated at bid price : 22.14 Bid-YTW : 5.58 % |
| BN.PF.I | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 8.78 % |
| CM.PR.Q | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 6.90 % |
| CU.PR.C | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 7.47 % |
| CU.PR.I | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.70 Evaluated at bid price : 22.15 Bid-YTW : 7.78 % |
| RY.PR.Z | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.36 Evaluated at bid price : 21.63 Bid-YTW : 6.61 % |
| GWO.PR.H | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 6.58 % |
| MFC.PR.C | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 6.11 % |
| SLF.PR.D | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 6.01 % |
| CCS.PR.C | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 6.75 % |
| SLF.PR.J | FloatingReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 10.14 % |
| CU.PR.E | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.59 % |
| BN.PF.J | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 8.04 % |
| BIP.PR.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 7.81 % |
| CM.PR.O | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 22.02 Evaluated at bid price : 22.60 Bid-YTW : 6.38 % |
| NA.PR.G | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 23.27 Evaluated at bid price : 25.25 Bid-YTW : 6.41 % |
| BN.PF.E | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 8.84 % |
| FFH.PR.C | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 8.01 % |
| FFH.PR.D | FloatingReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 9.83 % |
| IFC.PR.G | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 6.95 % |
| IFC.PR.I | Insurance Straight | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 6.50 % |
| FFH.PR.G | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 8.48 % |
| TD.PF.C | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.67 % |
| BN.PR.X | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 8.16 % |
| POW.PR.C | Perpetual-Discount | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.48 % |
| MFC.PR.Q | FixedReset Ins Non | 4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.56 Evaluated at bid price : 21.85 Bid-YTW : 6.88 % |
| BN.PF.F | FixedReset Disc | 4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 8.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 340,234 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 21.84 Evaluated at bid price : 22.31 Bid-YTW : 6.38 % |
| BMO.PR.S | FixedReset Disc | 183,093 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 22.63 Evaluated at bid price : 23.70 Bid-YTW : 6.11 % |
| TD.PF.A | FixedReset Disc | 154,512 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.96 % |
| BN.PR.M | Perpetual-Discount | 101,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.72 % |
| TD.PF.B | FixedReset Disc | 82,480 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 22.52 Evaluated at bid price : 23.50 Bid-YTW : 6.09 % |
| POW.PR.D | Perpetual-Discount | 61,632 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-14 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.52 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.N | Perpetual-Discount | Quote: 18.76 – 22.95 Spot Rate : 4.1900 Average : 2.5117 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 20.06 – 23.72 Spot Rate : 3.6600 Average : 2.0804 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 17.72 – 19.10 Spot Rate : 1.3800 Average : 0.7755 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 24.91 – 26.00 Spot Rate : 1.0900 Average : 0.6078 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 17.85 – 18.89 Spot Rate : 1.0400 Average : 0.6319 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 21.15 – 22.00 Spot Rate : 0.8500 Average : 0.5403 YTW SCENARIO |