| 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 | 0.4065 % | 2,358.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4065 % | 4,523.7 |
| Floater | 10.20 % | 10.30 % | 43,445 | 9.34 | 1 | 0.4065 % | 2,607.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1255 % | 3,431.5 |
| SplitShare | 4.91 % | 7.06 % | 37,187 | 1.81 | 7 | -0.1255 % | 4,098.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1255 % | 3,197.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0521 % | 2,667.2 |
| Perpetual-Discount | 6.44 % | 6.66 % | 47,179 | 12.93 | 31 | 0.0521 % | 2,908.4 |
| FixedReset Disc | 5.34 % | 6.97 % | 105,666 | 12.21 | 59 | -0.1224 % | 2,474.2 |
| Insurance Straight | 6.33 % | 6.51 % | 49,843 | 13.23 | 22 | -0.0185 % | 2,839.0 |
| FloatingReset | 9.98 % | 10.14 % | 29,734 | 9.46 | 3 | -0.3005 % | 2,600.9 |
| FixedReset Prem | 6.89 % | 6.70 % | 160,368 | 3.17 | 1 | 0.3542 % | 2,534.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1224 % | 2,529.2 |
| FixedReset Ins Non | 5.42 % | 7.14 % | 72,446 | 12.60 | 14 | 0.3100 % | 2,623.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.B | FixedReset Disc | -5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.83 Evaluated at bid price : 22.30 Bid-YTW : 6.58 % |
| BMO.PR.W | FixedReset Disc | -4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.64 Evaluated at bid price : 22.03 Bid-YTW : 6.54 % |
| BN.PF.J | FixedReset Disc | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 7.98 % |
| TD.PF.A | FixedReset Disc | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.96 Evaluated at bid price : 22.51 Bid-YTW : 6.43 % |
| PWF.PR.S | Perpetual-Discount | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.78 % |
| PVS.PR.K | SplitShare | -1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.38 Bid-YTW : 6.98 % |
| GWO.PR.Y | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.55 % |
| PWF.PR.L | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 6.76 % |
| FFH.PR.D | FloatingReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 9.98 % |
| CCS.PR.C | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.66 % |
| TD.PF.D | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 22.29 Evaluated at bid price : 22.70 Bid-YTW : 6.77 % |
| MFC.PR.Q | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.72 Evaluated at bid price : 22.07 Bid-YTW : 6.91 % |
| CU.PR.I | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.88 Evaluated at bid price : 22.42 Bid-YTW : 7.80 % |
| GWO.PR.H | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 6.50 % |
| IFC.PR.I | Insurance Straight | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 6.35 % |
| BIP.PR.F | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 7.80 % |
| CU.PR.E | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.51 % |
| POW.PR.D | Perpetual-Discount | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.55 % |
| RY.PR.N | Perpetual-Discount | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 22.42 Evaluated at bid price : 22.70 Bid-YTW : 5.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 375,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 5.16 % |
| CM.PR.T | FixedReset Disc | 320,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 5.79 % |
| RY.PR.Z | FixedReset Disc | 192,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.90 Evaluated at bid price : 22.40 Bid-YTW : 6.49 % |
| RY.PR.J | FixedReset Disc | 185,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 21.82 Evaluated at bid price : 22.31 Bid-YTW : 6.87 % |
| CM.PR.Q | FixedReset Disc | 110,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 22.61 Evaluated at bid price : 23.05 Bid-YTW : 6.61 % |
| BMO.PR.S | FixedReset Disc | 105,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-25 Maturity Price : 23.26 Evaluated at bid price : 24.35 Bid-YTW : 6.06 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.P | FixedReset Disc | Quote: 21.80 – 24.80 Spot Rate : 3.0000 Average : 1.6902 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 20.00 – 24.06 Spot Rate : 4.0600 Average : 3.2189 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 22.30 – 24.00 Spot Rate : 1.7000 Average : 1.0415 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 22.03 – 23.45 Spot Rate : 1.4200 Average : 0.8510 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 22.51 – 23.73 Spot Rate : 1.2200 Average : 0.9677 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 20.01 – 22.52 Spot Rate : 2.5100 Average : 2.2812 YTW SCENARIO |