| 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 | 4.1315 % | 2,358.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 4.1315 % | 4,523.7 |
| Floater | 10.20 % | 10.40 % | 51,789 | 9.21 | 1 | 4.1315 % | 2,607.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4101 % | 3,390.2 |
| SplitShare | 4.97 % | 8.10 % | 35,546 | 1.73 | 7 | -0.4101 % | 4,048.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4101 % | 3,158.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0199 % | 2,560.7 |
| Perpetual-Discount | 6.71 % | 6.89 % | 46,785 | 12.72 | 29 | 0.0199 % | 2,792.3 |
| FixedReset Disc | 5.24 % | 6.99 % | 120,080 | 11.69 | 57 | 0.0930 % | 2,537.8 |
| Insurance Straight | 6.66 % | 6.82 % | 55,302 | 12.75 | 21 | -0.0939 % | 2,723.5 |
| FloatingReset | 9.55 % | 9.60 % | 26,269 | 9.85 | 2 | 0.3158 % | 2,680.7 |
| FixedReset Prem | 6.40 % | 6.57 % | 199,675 | 3.14 | 3 | -0.2517 % | 2,512.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0930 % | 2,594.2 |
| FixedReset Ins Non | 5.27 % | 7.32 % | 69,654 | 12.44 | 14 | 0.5507 % | 2,696.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.H | SplitShare | -3.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.38 Bid-YTW : 9.28 % |
| CU.PR.C | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 7.91 % |
| NA.PR.G | FixedReset Prem | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 23.19 Evaluated at bid price : 25.00 Bid-YTW : 6.67 % |
| SLF.PR.E | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 6.43 % |
| RY.PR.N | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 22.00 Evaluated at bid price : 22.26 Bid-YTW : 5.49 % |
| FFH.PR.C | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 8.09 % |
| MFC.PR.N | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 7.45 % |
| TD.PF.D | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 23.00 Evaluated at bid price : 23.48 Bid-YTW : 6.71 % |
| POW.PR.A | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.82 % |
| SLF.PR.H | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 7.39 % |
| MFC.PR.M | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 7.32 % |
| BN.PR.R | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 9.12 % |
| BN.PF.G | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 8.79 % |
| MFC.PR.F | FixedReset Ins Non | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 16.11 Evaluated at bid price : 16.11 Bid-YTW : 7.54 % |
| MFC.PR.C | Insurance Straight | 3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 6.47 % |
| BN.PR.B | Floater | 4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 10.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 141,251 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 5.25 % |
| TD.PF.E | FixedReset Disc | 125,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 22.90 Evaluated at bid price : 23.32 Bid-YTW : 6.78 % |
| RY.PR.H | FixedReset Disc | 86,565 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 23.35 Evaluated at bid price : 24.23 Bid-YTW : 6.23 % |
| RY.PR.Z | FixedReset Disc | 81,808 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.41 % |
| BMO.PR.Y | FixedReset Disc | 68,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 23.14 Evaluated at bid price : 23.61 Bid-YTW : 6.68 % |
| RY.PR.M | FixedReset Disc | 57,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-25 Maturity Price : 22.52 Evaluated at bid price : 22.91 Bid-YTW : 6.66 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.11 – 19.98 Spot Rate : 3.8700 Average : 2.2006 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 22.50 – 24.80 Spot Rate : 2.3000 Average : 1.2646 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.52 – 22.50 Spot Rate : 1.9800 Average : 1.3382 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.38 – 24.10 Spot Rate : 1.7200 Average : 1.0899 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.61 – 25.00 Spot Rate : 1.3900 Average : 0.8568 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.60 – 23.75 Spot Rate : 1.1500 Average : 0.8612 YTW SCENARIO |