| 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 | -2.5974 % | 2,291.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.5974 % | 4,395.5 |
| Floater | 10.50 % | 10.74 % | 55,541 | 8.94 | 1 | -2.5974 % | 2,533.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3941 % | 3,449.2 |
| SplitShare | 4.88 % | 7.05 % | 35,181 | 1.71 | 7 | 1.3941 % | 4,119.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3941 % | 3,213.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2858 % | 2,662.5 |
| Perpetual-Discount | 6.46 % | 6.60 % | 50,544 | 13.08 | 29 | 1.2858 % | 2,903.3 |
| FixedReset Disc | 5.13 % | 6.86 % | 131,173 | 11.67 | 56 | 0.3702 % | 2,593.3 |
| Insurance Straight | 6.41 % | 6.55 % | 57,933 | 13.11 | 21 | 0.9278 % | 2,828.5 |
| FloatingReset | 9.26 % | 9.26 % | 26,727 | 10.10 | 2 | 0.3561 % | 2,774.9 |
| FixedReset Prem | 6.93 % | 6.37 % | 196,106 | 3.12 | 2 | 0.1577 % | 2,529.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3702 % | 2,650.9 |
| FixedReset Ins Non | 5.05 % | 7.07 % | 82,983 | 12.71 | 14 | 1.0886 % | 2,814.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.C | Insurance Straight | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.30 % |
| BN.PR.B | Floater | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 10.74 % |
| BN.PR.M | Perpetual-Discount | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 6.93 % |
| GWO.PR.I | Insurance Straight | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 6.67 % |
| GWO.PR.M | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.57 Evaluated at bid price : 21.83 Bid-YTW : 6.73 % |
| CM.PR.O | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 23.44 Evaluated at bid price : 24.40 Bid-YTW : 6.29 % |
| BN.PF.D | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 6.90 % |
| FTS.PR.J | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.38 % |
| PWF.PR.F | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 6.64 % |
| FFH.PR.D | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.21 Evaluated at bid price : 22.50 Bid-YTW : 9.26 % |
| FTS.PR.F | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 6.33 % |
| FFH.PR.I | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 8.58 % |
| CU.PR.F | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.42 % |
| SLF.PR.G | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.63 % |
| PVS.PR.G | SplitShare | 1.24 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 6.69 % |
| POW.PR.A | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.64 % |
| GWO.PR.R | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.55 % |
| FTS.PR.K | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.65 % |
| NA.PR.E | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.72 Evaluated at bid price : 23.71 Bid-YTW : 6.61 % |
| BN.PR.T | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 8.78 % |
| GWO.PR.P | Insurance Straight | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 6.61 % |
| PWF.PF.A | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 6.56 % |
| IFC.PR.E | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.43 % |
| PWF.PR.E | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.61 % |
| IFC.PR.F | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.64 % |
| PWF.PR.Z | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 6.64 % |
| GWO.PR.T | Insurance Straight | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.52 % |
| POW.PR.D | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 6.62 % |
| BN.PF.A | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.87 Evaluated at bid price : 22.30 Bid-YTW : 7.68 % |
| PWF.PR.L | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 6.58 % |
| MFC.PR.F | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 7.07 % |
| GWO.PR.H | Insurance Straight | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.54 % |
| CU.PR.J | Perpetual-Discount | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.47 % |
| BIP.PR.E | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.59 Evaluated at bid price : 21.86 Bid-YTW : 7.89 % |
| CU.PR.G | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.42 % |
| MFC.PR.Q | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.50 Evaluated at bid price : 23.30 Bid-YTW : 6.82 % |
| POW.PR.B | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 6.63 % |
| CU.PR.E | Perpetual-Discount | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.29 % |
| BIP.PR.F | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 8.11 % |
| BN.PF.B | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.19 Evaluated at bid price : 20.19 Bid-YTW : 8.02 % |
| MFC.PR.C | Insurance Straight | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.22 % |
| PWF.PR.G | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 6.56 % |
| PVS.PR.J | SplitShare | 2.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 7.07 % |
| PWF.PR.H | Perpetual-Discount | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 6.55 % |
| MFC.PR.B | Insurance Straight | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.14 % |
| IFC.PR.C | FixedReset Ins Non | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.09 % |
| POW.PR.G | Perpetual-Discount | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 6.60 % |
| GWO.PR.S | Insurance Straight | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.53 % |
| PWF.PR.R | Perpetual-Discount | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.60 % |
| BN.PF.F | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 8.24 % |
| IFC.PR.G | FixedReset Ins Non | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.72 Evaluated at bid price : 23.75 Bid-YTW : 6.68 % |
| PWF.PR.O | Perpetual-Discount | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.55 % |
| IFC.PR.I | Insurance Straight | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 6.58 % |
| SLF.PR.E | Insurance Straight | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.13 % |
| GWO.PR.Y | Insurance Straight | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.45 % |
| BN.PR.N | Perpetual-Discount | 3.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 6.84 % |
| MFC.PR.J | FixedReset Ins Non | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.94 Evaluated at bid price : 24.17 Bid-YTW : 6.66 % |
| PVS.PR.H | SplitShare | 5.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 6.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 993,039 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 23.19 Evaluated at bid price : 23.92 Bid-YTW : 6.28 % |
| TD.PF.C | FixedReset Disc | 140,176 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 22.64 Evaluated at bid price : 23.25 Bid-YTW : 6.45 % |
| CM.PR.Q | FixedReset Disc | 104,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 23.33 Evaluated at bid price : 23.81 Bid-YTW : 6.68 % |
| BMO.PR.S | FixedReset Disc | 100,865 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.52 % |
| RY.PR.Z | FixedReset Disc | 99,060 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.23 % |
| RY.PR.J | FixedReset Disc | 81,468 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-03 Maturity Price : 23.38 Evaluated at bid price : 23.91 Bid-YTW : 6.69 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PR.R | FixedReset Disc | Quote: 16.25 – 17.45 Spot Rate : 1.2000 Average : 0.7515 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 21.83 – 22.98 Spot Rate : 1.1500 Average : 0.7709 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 17.90 – 18.86 Spot Rate : 0.9600 Average : 0.6003 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 21.03 – 21.99 Spot Rate : 0.9600 Average : 0.6401 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 20.87 – 22.30 Spot Rate : 1.4300 Average : 1.1154 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 18.60 – 19.72 Spot Rate : 1.1200 Average : 0.8467 YTW SCENARIO |