| 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 | 0.5654 % | 2,377.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5654 % | 4,560.3 |
| Floater | 10.12 % | 10.33 % | 52,285 | 9.25 | 1 | 0.5654 % | 2,628.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0422 % | 3,406.9 |
| SplitShare | 4.94 % | 7.72 % | 34,038 | 1.72 | 7 | -0.0422 % | 4,068.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0422 % | 3,174.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1244 % | 2,575.8 |
| Perpetual-Discount | 6.67 % | 6.85 % | 43,617 | 12.75 | 29 | 0.1244 % | 2,808.7 |
| FixedReset Disc | 5.22 % | 7.04 % | 107,051 | 11.52 | 57 | 0.2332 % | 2,547.7 |
| Insurance Straight | 6.62 % | 6.80 % | 54,425 | 12.78 | 21 | 0.1161 % | 2,742.2 |
| FloatingReset | 9.52 % | 9.52 % | 26,359 | 9.90 | 2 | 0.3135 % | 2,700.4 |
| FixedReset Prem | 6.40 % | 6.55 % | 220,501 | 3.13 | 3 | -0.1193 % | 2,514.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2332 % | 2,604.3 |
| FixedReset Ins Non | 5.24 % | 7.31 % | 71,900 | 12.37 | 14 | 0.1890 % | 2,712.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.R | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 9.32 % |
| BN.PF.J | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 8.38 % |
| MFC.PR.I | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 22.01 Evaluated at bid price : 22.40 Bid-YTW : 7.41 % |
| GWO.PR.I | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 6.82 % |
| IFC.PR.G | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 22.18 Evaluated at bid price : 22.75 Bid-YTW : 6.99 % |
| NA.PR.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 22.19 Evaluated at bid price : 22.75 Bid-YTW : 6.90 % |
| RY.PR.O | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 22.21 Evaluated at bid price : 22.50 Bid-YTW : 5.44 % |
| FTS.PR.K | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.85 % |
| CU.PR.C | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 7.86 % |
| CM.PR.S | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 23.18 Evaluated at bid price : 23.18 Bid-YTW : 6.74 % |
| IFC.PR.C | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 7.28 % |
| BN.PF.F | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.46 % |
| MFC.PR.Q | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 21.78 Evaluated at bid price : 22.15 Bid-YTW : 7.19 % |
| BN.PF.A | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 8.05 % |
| SLF.PR.E | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.41 % |
| IFC.PR.A | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.43 % |
| BN.PR.T | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 15.94 Evaluated at bid price : 15.94 Bid-YTW : 8.98 % |
| BN.PR.Z | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 8.46 % |
| FFH.PR.C | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 21.67 Evaluated at bid price : 22.07 Bid-YTW : 7.93 % |
| BN.PR.X | FixedReset Disc | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 8.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.Z | Perpetual-Discount | 71,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 6.88 % |
| PWF.PR.L | Perpetual-Discount | 48,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 6.86 % |
| BMO.PR.S | FixedReset Disc | 38,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.73 % |
| RY.PR.Z | FixedReset Disc | 33,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 4.46 % |
| NA.PR.G | FixedReset Prem | 31,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 23.20 Evaluated at bid price : 25.01 Bid-YTW : 6.70 % |
| BN.PF.H | FixedReset Disc | 26,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-29 Maturity Price : 22.63 Evaluated at bid price : 23.01 Bid-YTW : 8.43 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.K | SplitShare | Quote: 22.25 – 24.99 Spot Rate : 2.7400 Average : 1.5109 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.91 – 22.50 Spot Rate : 1.5900 Average : 1.1610 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 20.25 – 21.40 Spot Rate : 1.1500 Average : 0.7818 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 17.06 – 17.90 Spot Rate : 0.8400 Average : 0.5061 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 22.40 – 23.40 Spot Rate : 1.0000 Average : 0.6894 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 15.40 – 16.00 Spot Rate : 0.6000 Average : 0.3982 YTW SCENARIO |