| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -1.3104 % | 2,301.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3104 % | 4,413.8 |
| Floater | 10.46 % | 10.54 % | 40,114 | 9.18 | 1 | -1.3104 % | 2,543.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1685 % | 3,417.3 |
| SplitShare | 4.93 % | 7.14 % | 40,262 | 1.83 | 7 | 0.1685 % | 4,081.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1685 % | 3,184.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0638 % | 2,655.3 |
| Perpetual-Discount | 6.47 % | 6.70 % | 48,553 | 12.89 | 31 | 0.0638 % | 2,895.5 |
| FixedReset Disc | 5.41 % | 7.31 % | 100,971 | 12.07 | 59 | 0.0653 % | 2,443.5 |
| Insurance Straight | 6.34 % | 6.50 % | 50,322 | 13.25 | 22 | -0.2610 % | 2,834.8 |
| FloatingReset | 10.03 % | 10.17 % | 31,132 | 9.45 | 3 | -0.7737 % | 2,575.9 |
| FixedReset Prem | 6.93 % | 6.84 % | 162,645 | 3.19 | 1 | 0.0394 % | 2,520.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0653 % | 2,497.8 |
| FixedReset Ins Non | 5.47 % | 7.31 % | 70,547 | 12.43 | 14 | -0.1039 % | 2,597.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.X | FixedReset Disc | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 15.23 Evaluated at bid price : 15.23 Bid-YTW : 8.72 % |
| BN.PR.Z | FixedReset Disc | -3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 8.56 % |
| GWO.PR.Y | Insurance Straight | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.54 % |
| SLF.PR.H | FixedReset Ins Non | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.31 % |
| GWO.PR.I | Insurance Straight | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 17.49 Evaluated at bid price : 17.49 Bid-YTW : 6.47 % |
| FFH.PR.D | FloatingReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 10.00 % |
| BN.PR.B | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 10.54 % |
| CCS.PR.C | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.78 % |
| FFH.PR.C | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 8.36 % |
| BN.PR.R | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 9.26 % |
| FFH.PR.I | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 8.70 % |
| RY.PR.O | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 22.48 Evaluated at bid price : 22.76 Bid-YTW : 5.43 % |
| TD.PF.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 21.87 Evaluated at bid price : 22.40 Bid-YTW : 7.01 % |
| GWO.PR.T | Insurance Straight | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.54 % |
| CM.PR.Q | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 21.69 Evaluated at bid price : 22.13 Bid-YTW : 7.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Disc | 140,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 23.09 Evaluated at bid price : 24.45 Bid-YTW : 6.82 % |
| SLF.PR.G | FixedReset Ins Non | 128,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 8.21 % |
| RY.PR.H | FixedReset Disc | 104,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 21.37 Evaluated at bid price : 21.65 Bid-YTW : 6.90 % |
| TD.PF.B | FixedReset Disc | 102,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 22.57 Evaluated at bid price : 23.60 Bid-YTW : 6.33 % |
| MFC.PR.J | FixedReset Ins Non | 82,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 21.90 Evaluated at bid price : 22.30 Bid-YTW : 7.06 % |
| BMO.PR.T | FixedReset Disc | 38,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-18 Maturity Price : 21.76 Evaluated at bid price : 22.20 Bid-YTW : 6.69 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Y | FixedReset Disc | Quote: 21.75 – 25.08 Spot Rate : 3.3300 Average : 1.8505 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 17.30 – 18.15 Spot Rate : 0.8500 Average : 0.6216 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 17.49 – 18.10 Spot Rate : 0.6100 Average : 0.3845 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 22.20 – 22.80 Spot Rate : 0.6000 Average : 0.3748 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.23 – 15.98 Spot Rate : 0.7500 Average : 0.5319 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.11 – 19.76 Spot Rate : 0.6500 Average : 0.4638 YTW SCENARIO |