| 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 | 0.2429 % | 2,364.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2429 % | 4,534.6 |
| Floater | 10.18 % | 10.38 % | 51,963 | 9.22 | 1 | 0.2429 % | 2,613.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5329 % | 3,408.3 |
| SplitShare | 4.94 % | 7.66 % | 34,234 | 1.73 | 7 | 0.5329 % | 4,070.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5329 % | 3,175.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4635 % | 2,572.6 |
| Perpetual-Discount | 6.68 % | 6.84 % | 44,950 | 12.76 | 29 | 0.4635 % | 2,805.2 |
| FixedReset Disc | 5.23 % | 6.80 % | 108,358 | 11.55 | 57 | 0.1568 % | 2,541.8 |
| Insurance Straight | 6.62 % | 6.79 % | 53,193 | 12.78 | 21 | 0.5713 % | 2,739.0 |
| FloatingReset | 9.51 % | 9.55 % | 26,143 | 9.88 | 2 | 0.4197 % | 2,691.9 |
| FixedReset Prem | 6.39 % | 6.53 % | 208,945 | 3.14 | 3 | 0.1726 % | 2,517.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1568 % | 2,598.2 |
| FixedReset Ins Non | 5.25 % | 7.31 % | 71,905 | 12.37 | 14 | 0.3794 % | 2,706.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.A | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.90 % |
| IFC.PR.A | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 7.49 % |
| FTS.PR.K | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.89 % |
| GWO.PR.H | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 6.82 % |
| FTS.PR.G | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 7.34 % |
| BN.PF.F | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 8.51 % |
| BMO.PR.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 23.14 Evaluated at bid price : 24.85 Bid-YTW : 6.56 % |
| RY.PR.N | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 22.21 Evaluated at bid price : 22.50 Bid-YTW : 5.43 % |
| FFH.PR.M | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 23.12 Evaluated at bid price : 23.70 Bid-YTW : 8.14 % |
| MFC.PR.F | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 7.46 % |
| IFC.PR.K | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.70 % |
| GWO.PR.Q | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.82 % |
| GWO.PR.I | Insurance Straight | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 6.73 % |
| PWF.PR.E | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 6.83 % |
| PWF.PR.H | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 6.79 % |
| PWF.PF.A | Perpetual-Discount | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 6.72 % |
| MFC.PR.J | FixedReset Ins Non | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 22.49 Evaluated at bid price : 23.25 Bid-YTW : 6.91 % |
| IFC.PR.G | FixedReset Ins Non | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 22.34 Evaluated at bid price : 23.02 Bid-YTW : 6.87 % |
| PVS.PR.H | SplitShare | 4.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 7.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 194,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.49 % |
| BMO.PR.T | FixedReset Disc | 138,804 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 23.37 Evaluated at bid price : 24.25 Bid-YTW : 6.20 % |
| RY.PR.Z | FixedReset Disc | 129,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 4.23 % |
| RY.PR.J | FixedReset Disc | 34,108 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 23.24 Evaluated at bid price : 23.77 Bid-YTW : 6.68 % |
| TD.PF.E | FixedReset Disc | 32,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 22.88 Evaluated at bid price : 23.30 Bid-YTW : 6.78 % |
| RY.PR.M | FixedReset Disc | 29,145 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-26 Maturity Price : 22.67 Evaluated at bid price : 23.07 Bid-YTW : 6.62 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Y | FixedReset Disc | Quote: 23.60 – 25.00 Spot Rate : 1.4000 Average : 1.1409 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 17.15 – 18.39 Spot Rate : 1.2400 Average : 0.9881 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.51 – 23.75 Spot Rate : 1.2400 Average : 1.0593 YTW SCENARIO |
| PWF.PR.O | Perpetual-Discount | Quote: 21.25 – 21.82 Spot Rate : 0.5700 Average : 0.3964 YTW SCENARIO |
| FFH.PR.C | FixedReset Disc | Quote: 21.57 – 21.95 Spot Rate : 0.3800 Average : 0.2623 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 20.50 – 20.98 Spot Rate : 0.4800 Average : 0.3644 YTW SCENARIO |