| 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 | -0.5641 % | 2,356.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5641 % | 4,520.0 |
| Floater | 10.21 % | 10.39 % | 49,009 | 9.23 | 1 | -0.5641 % | 2,604.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0778 % | 3,429.7 |
| SplitShare | 4.91 % | 7.13 % | 34,299 | 1.75 | 7 | -0.0778 % | 4,095.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0778 % | 3,195.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1269 % | 2,589.9 |
| Perpetual-Discount | 6.64 % | 6.77 % | 45,062 | 12.88 | 29 | -0.1269 % | 2,824.1 |
| FixedReset Disc | 5.26 % | 7.31 % | 108,772 | 12.08 | 57 | 0.0706 % | 2,529.2 |
| Insurance Straight | 6.58 % | 6.74 % | 51,990 | 12.87 | 21 | -0.4720 % | 2,756.0 |
| FloatingReset | 9.55 % | 9.53 % | 28,112 | 9.92 | 2 | -0.2621 % | 2,675.8 |
| FixedReset Prem | 6.39 % | 6.53 % | 198,199 | 3.16 | 3 | 0.1460 % | 2,517.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0706 % | 2,585.4 |
| FixedReset Ins Non | 5.35 % | 7.39 % | 71,296 | 12.41 | 14 | 0.4707 % | 2,658.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.C | Insurance Straight | -5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 6.66 % |
| TD.PF.D | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 22.33 Evaluated at bid price : 22.75 Bid-YTW : 6.83 % |
| GWO.PR.L | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.81 % |
| GWO.PR.Y | Insurance Straight | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 6.77 % |
| POW.PR.D | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 6.72 % |
| GWO.PR.M | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.66 % |
| MFC.PR.L | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.19 % |
| BN.PF.E | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 9.04 % |
| MFC.PR.I | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 22.21 Evaluated at bid price : 22.71 Bid-YTW : 7.18 % |
| RY.PR.O | Perpetual-Discount | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 22.37 Evaluated at bid price : 22.65 Bid-YTW : 5.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.M | FixedReset Disc | 312,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 8.10 % |
| RY.PR.Z | FixedReset Disc | 271,520 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.22 % |
| NA.PR.E | FixedReset Disc | 250,997 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 21.89 Evaluated at bid price : 22.30 Bid-YTW : 6.92 % |
| CM.PR.T | FixedReset Disc | 244,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-30 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.42 % |
| BMO.PR.T | FixedReset Disc | 194,172 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 23.43 Evaluated at bid price : 24.29 Bid-YTW : 6.16 % |
| BN.PR.N | Perpetual-Discount | 113,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 7.13 % |
| NA.PR.S | FixedReset Disc | 108,872 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 22.27 Evaluated at bid price : 23.00 Bid-YTW : 6.63 % |
| POW.PR.D | Perpetual-Discount | 108,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-18 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 6.72 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.G | FixedReset Disc | Quote: 17.60 – 19.00 Spot Rate : 1.4000 Average : 0.9228 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 17.13 – 18.13 Spot Rate : 1.0000 Average : 0.5861 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 18.00 – 18.90 Spot Rate : 0.9000 Average : 0.6676 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 16.81 – 17.40 Spot Rate : 0.5900 Average : 0.3951 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.30 – 15.87 Spot Rate : 0.5700 Average : 0.4008 YTW SCENARIO |
| BN.PR.B | Floater | Quote: 12.34 – 12.65 Spot Rate : 0.3100 Average : 0.2105 YTW SCENARIO |