| 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 | -0.8907 % | 2,337.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8907 % | 4,483.4 |
| Floater | 10.29 % | 10.40 % | 43,270 | 9.26 | 1 | -0.8907 % | 2,583.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0897 % | 3,434.6 |
| SplitShare | 4.90 % | 7.00 % | 37,721 | 1.81 | 7 | 0.0897 % | 4,101.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0897 % | 3,200.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0016 % | 2,667.1 |
| Perpetual-Discount | 6.44 % | 6.64 % | 46,456 | 12.95 | 31 | -0.0016 % | 2,908.4 |
| FixedReset Disc | 5.33 % | 6.95 % | 107,185 | 12.23 | 59 | 0.2053 % | 2,479.3 |
| Insurance Straight | 6.32 % | 6.47 % | 49,492 | 13.28 | 22 | 0.2590 % | 2,846.4 |
| FloatingReset | 10.00 % | 10.27 % | 30,241 | 9.31 | 3 | -0.2449 % | 2,594.5 |
| FixedReset Prem | 6.88 % | 6.68 % | 154,795 | 3.17 | 1 | 0.0784 % | 2,536.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2053 % | 2,534.4 |
| FixedReset Ins Non | 5.41 % | 7.18 % | 71,758 | 12.60 | 14 | 0.1361 % | 2,627.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.C | Insurance Straight | -6.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 6.32 % |
| RY.PR.N | Perpetual-Discount | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 5.62 % |
| RY.PR.O | Perpetual-Discount | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.86 Evaluated at bid price : 22.14 Bid-YTW : 5.59 % |
| MFC.PR.I | FixedReset Ins Non | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 7.23 % |
| BN.PF.F | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 8.76 % |
| SLF.PR.J | FloatingReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 10.33 % |
| NA.PR.G | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 23.16 Evaluated at bid price : 24.91 Bid-YTW : 6.61 % |
| TD.PF.E | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 22.23 Evaluated at bid price : 22.58 Bid-YTW : 6.83 % |
| IFC.PR.I | Insurance Straight | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.45 % |
| IFC.PR.K | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 6.47 % |
| BIP.PR.B | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 22.32 Evaluated at bid price : 22.66 Bid-YTW : 8.61 % |
| SLF.PR.E | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.01 % |
| FFH.PR.D | FloatingReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.86 % |
| PWF.PR.P | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 8.22 % |
| PWF.PR.K | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.63 % |
| MFC.PR.M | FixedReset Ins Non | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.25 % |
| PWF.PR.L | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.65 % |
| MFC.PR.N | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 7.21 % |
| MFC.PR.F | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 7.57 % |
| TD.PF.A | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 22.32 Evaluated at bid price : 23.12 Bid-YTW : 6.25 % |
| BMO.PR.W | FixedReset Disc | 8.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 23.12 Evaluated at bid price : 23.80 Bid-YTW : 6.03 % |
| IAF.PR.B | Insurance Straight | 9.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.66 Evaluated at bid price : 21.91 Bid-YTW : 5.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 211,079 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 5.31 % |
| NA.PR.S | FixedReset Disc | 163,452 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 22.12 Evaluated at bid price : 22.74 Bid-YTW : 6.62 % |
| POW.PR.G | Perpetual-Discount | 113,153 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 6.68 % |
| NA.PR.W | FixedReset Disc | 112,527 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 6.95 % |
| BN.PF.E | FixedReset Disc | 87,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-26 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 9.03 % |
| CM.PR.T | FixedReset Disc | 82,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 5.96 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.H | SplitShare | Quote: 23.80 – 24.99 Spot Rate : 1.1900 Average : 0.6631 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 17.72 – 18.90 Spot Rate : 1.1800 Average : 0.7585 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 17.40 – 18.64 Spot Rate : 1.2400 Average : 0.8551 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 25.01 – 25.80 Spot Rate : 0.7900 Average : 0.4618 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 22.40 – 24.07 Spot Rate : 1.6700 Average : 1.3702 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 22.00 – 22.75 Spot Rate : 0.7500 Average : 0.4662 YTW SCENARIO |