| 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 | 0.8097 % | 2,377.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8097 % | 4,560.3 |
| Floater | 10.12 % | 10.31 % | 53,440 | 9.28 | 1 | 0.8097 % | 2,628.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0837 % | 3,430.5 |
| SplitShare | 4.91 % | 7.17 % | 34,277 | 1.74 | 7 | -0.0837 % | 4,096.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0837 % | 3,196.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3806 % | 2,560.4 |
| Perpetual-Discount | 6.71 % | 6.89 % | 46,668 | 12.72 | 29 | -0.3806 % | 2,791.9 |
| FixedReset Disc | 5.27 % | 7.41 % | 109,249 | 11.95 | 57 | 0.0154 % | 2,523.9 |
| Insurance Straight | 6.66 % | 6.79 % | 56,287 | 12.81 | 21 | -0.0330 % | 2,725.1 |
| FloatingReset | 9.57 % | 9.55 % | 26,580 | 9.89 | 2 | 0.1316 % | 2,675.8 |
| FixedReset Prem | 6.37 % | 6.49 % | 194,136 | 3.15 | 3 | 0.1059 % | 2,524.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0154 % | 2,580.0 |
| FixedReset Ins Non | 5.33 % | 7.40 % | 68,719 | 12.32 | 14 | 0.4763 % | 2,667.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.C | Insurance Straight | -5.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.76 % |
| PWF.PR.F | Perpetual-Discount | -3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.17 % |
| RY.PR.O | Perpetual-Discount | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 21.98 Evaluated at bid price : 22.25 Bid-YTW : 5.59 % |
| BN.PF.J | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 8.30 % |
| PWF.PF.A | Perpetual-Discount | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.82 % |
| BIP.PR.A | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 8.98 % |
| GWO.PR.M | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.83 % |
| RY.PR.N | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 22.13 Evaluated at bid price : 22.40 Bid-YTW : 5.55 % |
| GWO.PR.Y | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 6.81 % |
| MFC.PR.F | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 15.67 Evaluated at bid price : 15.67 Bid-YTW : 7.74 % |
| MFC.PR.Q | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 7.28 % |
| MIC.PR.A | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.20 % |
| MFC.PR.L | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 7.19 % |
| RY.PR.J | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 23.07 Evaluated at bid price : 23.60 Bid-YTW : 6.79 % |
| BIP.PR.E | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 8.15 % |
| SLF.PR.E | Insurance Straight | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 6.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 213,416 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 23.26 Evaluated at bid price : 24.15 Bid-YTW : 6.32 % |
| RY.PR.Z | FixedReset Disc | 187,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 5.60 % |
| CM.PR.P | FixedReset Disc | 163,218 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 22.52 Evaluated at bid price : 23.11 Bid-YTW : 6.43 % |
| FTS.PR.M | FixedReset Disc | 103,594 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 8.26 % |
| BN.PR.B | Floater | 57,246 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 10.31 % |
| FFH.PR.M | FixedReset Disc | 53,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-23 Maturity Price : 23.07 Evaluated at bid price : 23.65 Bid-YTW : 8.15 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.40 – 22.50 Spot Rate : 2.1000 Average : 1.1656 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 16.90 – 17.90 Spot Rate : 1.0000 Average : 0.6303 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 18.45 – 19.36 Spot Rate : 0.9100 Average : 0.5514 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 16.99 – 18.30 Spot Rate : 1.3100 Average : 1.0786 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 16.80 – 17.40 Spot Rate : 0.6000 Average : 0.3979 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.39 – 22.95 Spot Rate : 0.5600 Average : 0.3657 YTW SCENARIO |