| 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 | 1.0682 % | 2,349.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0682 % | 4,505.3 |
| Floater | 10.24 % | 10.33 % | 41,531 | 9.32 | 1 | 1.0682 % | 2,596.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1018 % | 3,433.2 |
| SplitShare | 4.90 % | 7.04 % | 38,743 | 1.83 | 7 | 0.1018 % | 4,099.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1018 % | 3,198.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4938 % | 2,676.1 |
| Perpetual-Discount | 6.42 % | 6.62 % | 45,978 | 12.99 | 31 | 0.4938 % | 2,918.2 |
| FixedReset Disc | 5.33 % | 7.16 % | 105,368 | 12.08 | 59 | 0.8843 % | 2,477.7 |
| Insurance Straight | 6.33 % | 6.50 % | 50,377 | 13.25 | 22 | 0.0832 % | 2,842.5 |
| FloatingReset | 9.91 % | 10.14 % | 31,934 | 9.47 | 3 | 0.4531 % | 2,606.8 |
| FixedReset Prem | 6.91 % | 6.79 % | 160,829 | 3.18 | 1 | 0.1972 % | 2,525.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8843 % | 2,532.7 |
| FixedReset Ins Non | 5.43 % | 7.32 % | 73,477 | 12.48 | 14 | 0.0480 % | 2,617.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.B | Insurance Straight | -8.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 5.78 % |
| BN.PR.Z | FixedReset Disc | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 8.56 % |
| GWO.PR.Y | Insurance Straight | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 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 : 2054-03-21 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.32 % |
| CM.PR.T | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 5.58 % |
| BMO.PR.Y | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.95 Evaluated at bid price : 22.53 Bid-YTW : 6.82 % |
| FFH.PR.K | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 8.38 % |
| FFH.PR.D | FloatingReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.81 % |
| BN.PR.B | Floater | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 10.33 % |
| PWF.PR.S | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.61 % |
| PWF.PR.F | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.62 % |
| BN.PR.N | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.69 % |
| RY.PR.J | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.94 Evaluated at bid price : 22.50 Bid-YTW : 6.94 % |
| BMO.PR.S | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 23.28 Evaluated at bid price : 24.35 Bid-YTW : 6.21 % |
| MFC.PR.K | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.91 Evaluated at bid price : 22.36 Bid-YTW : 6.79 % |
| CCS.PR.C | Insurance Straight | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.62 % |
| BN.PR.M | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 6.60 % |
| RY.PR.Z | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 6.75 % |
| RY.PR.H | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.57 Evaluated at bid price : 21.92 Bid-YTW : 6.81 % |
| RY.PR.S | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.47 Evaluated at bid price : 23.35 Bid-YTW : 6.48 % |
| CM.PR.O | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.82 Evaluated at bid price : 23.66 Bid-YTW : 6.33 % |
| BMO.PR.W | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.04 Evaluated at bid price : 22.65 Bid-YTW : 6.49 % |
| RY.PR.M | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.57 Evaluated at bid price : 21.96 Bid-YTW : 6.84 % |
| TD.PF.D | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.40 Evaluated at bid price : 22.82 Bid-YTW : 6.87 % |
| TD.PF.A | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.63 Evaluated at bid price : 23.29 Bid-YTW : 6.35 % |
| BN.PR.X | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 8.47 % |
| CM.PR.Q | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.90 Evaluated at bid price : 22.44 Bid-YTW : 6.91 % |
| NA.PR.W | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 7.16 % |
| TD.PF.E | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.63 Evaluated at bid price : 23.02 Bid-YTW : 6.83 % |
| IFC.PR.I | Insurance Straight | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.36 % |
| RY.PR.N | Perpetual-Discount | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.25 Evaluated at bid price : 22.55 Bid-YTW : 5.48 % |
| CM.PR.P | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.49 Evaluated at bid price : 21.83 Bid-YTW : 6.73 % |
| TD.PF.C | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.80 Evaluated at bid price : 22.27 Bid-YTW : 6.64 % |
| BN.PF.I | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 8.65 % |
| BMO.PR.T | FixedReset Disc | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.45 Evaluated at bid price : 23.36 Bid-YTW : 6.34 % |
| GWO.PR.G | Insurance Straight | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.51 % |
| BIP.PR.A | FixedReset Disc | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 9.27 % |
| SLF.PR.C | Insurance Straight | 5.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 5.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.T | FixedReset Disc | 387,654 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 5.58 % |
| TD.PF.L | FixedReset Disc | 337,330 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 5.01 % |
| BMO.PR.S | FixedReset Disc | 167,014 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 23.28 Evaluated at bid price : 24.35 Bid-YTW : 6.21 % |
| TD.PF.E | FixedReset Disc | 126,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.63 Evaluated at bid price : 23.02 Bid-YTW : 6.83 % |
| RY.PR.H | FixedReset Disc | 126,057 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 21.57 Evaluated at bid price : 21.92 Bid-YTW : 6.81 % |
| CM.PR.O | FixedReset Disc | 79,828 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-21 Maturity Price : 22.82 Evaluated at bid price : 23.66 Bid-YTW : 6.33 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.B | Insurance Straight | Quote: 20.01 – 22.52 Spot Rate : 2.5100 Average : 1.5264 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 20.65 – 21.67 Spot Rate : 1.0200 Average : 0.6079 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 21.47 – 22.00 Spot Rate : 0.5300 Average : 0.3106 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 17.30 – 18.10 Spot Rate : 0.8000 Average : 0.5953 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.11 – 19.85 Spot Rate : 0.7400 Average : 0.5753 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.29 – 23.98 Spot Rate : 0.6900 Average : 0.5389 YTW SCENARIO |