| 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 | 1.6598 % | 2,339.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.6598 % | 4,487.0 |
| Floater | 10.29 % | 10.37 % | 39,708 | 9.30 | 1 | 1.6598 % | 2,585.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,424.9 |
| SplitShare | 4.92 % | 7.07 % | 39,991 | 1.83 | 7 | 0.2223 % | 4,090.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,191.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1945 % | 2,660.5 |
| Perpetual-Discount | 6.46 % | 6.67 % | 48,116 | 12.91 | 31 | 0.1945 % | 2,901.1 |
| FixedReset Disc | 5.39 % | 7.30 % | 99,119 | 12.07 | 59 | 0.2466 % | 2,449.5 |
| Insurance Straight | 6.32 % | 6.49 % | 50,772 | 13.27 | 22 | 0.2895 % | 2,843.0 |
| FloatingReset | 9.97 % | 10.16 % | 29,910 | 9.45 | 3 | 0.6276 % | 2,592.1 |
| FixedReset Prem | 6.93 % | 6.84 % | 163,123 | 3.18 | 1 | 0.0000 % | 2,520.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2466 % | 2,503.9 |
| FixedReset Ins Non | 5.49 % | 7.48 % | 68,766 | 12.42 | 14 | -0.3493 % | 2,588.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -6.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 17.59 Evaluated at bid price : 17.59 Bid-YTW : 7.53 % |
| FTS.PR.F | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.32 % |
| GWO.PR.N | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 8.49 % |
| BIP.PR.F | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 7.93 % |
| MFC.PR.M | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.59 % |
| FTS.PR.H | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 8.40 % |
| PWF.PR.P | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 8.44 % |
| FTS.PR.I | FloatingReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 10.16 % |
| BMO.PR.W | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 21.62 Evaluated at bid price : 22.00 Bid-YTW : 6.70 % |
| GWO.PR.Y | Insurance Straight | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.44 % |
| BMO.PR.Y | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 21.67 Evaluated at bid price : 22.10 Bid-YTW : 6.96 % |
| NA.PR.G | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 23.26 Evaluated at bid price : 25.21 Bid-YTW : 6.61 % |
| BN.PR.B | Floater | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 10.37 % |
| BN.PF.J | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.87 % |
| BMO.PR.T | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 22.05 Evaluated at bid price : 22.65 Bid-YTW : 6.55 % |
| SLF.PR.C | Insurance Straight | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 193,130 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 5.12 % |
| CM.PR.O | FixedReset Disc | 117,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 22.26 Evaluated at bid price : 23.00 Bid-YTW : 6.52 % |
| CM.PR.T | FixedReset Disc | 91,368 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 23.92 Evaluated at bid price : 24.93 Bid-YTW : 7.08 % |
| TD.PF.B | FixedReset Disc | 70,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 22.53 Evaluated at bid price : 23.51 Bid-YTW : 6.35 % |
| RY.PR.M | FixedReset Disc | 56,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 6.96 % |
| SLF.PR.H | FixedReset Ins Non | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-19 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.32 % |
| There were 12 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: 22.10 – 25.08 Spot Rate : 2.9800 Average : 2.4412 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.59 – 18.85 Spot Rate : 1.2600 Average : 0.7994 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.23 – 16.15 Spot Rate : 0.9200 Average : 0.7349 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 20.55 – 21.00 Spot Rate : 0.4500 Average : 0.2740 YTW SCENARIO |
| FFH.PR.G | FixedReset Disc | Quote: 16.90 – 17.40 Spot Rate : 0.5000 Average : 0.3296 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 19.66 – 20.45 Spot Rate : 0.7900 Average : 0.6243 YTW SCENARIO |