| 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 | 1.3900 % | 2,368.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3900 % | 4,542.0 |
| Floater | 10.16 % | 10.40 % | 56,818 | 9.18 | 1 | 1.3900 % | 2,617.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1446 % | 3,469.7 |
| SplitShare | 4.85 % | 6.94 % | 34,331 | 1.40 | 8 | 0.1446 % | 4,143.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1446 % | 3,233.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0093 % | 2,678.9 |
| Perpetual-Discount | 6.41 % | 6.56 % | 53,992 | 13.13 | 27 | -0.0093 % | 2,921.2 |
| FixedReset Disc | 5.15 % | 7.06 % | 132,736 | 11.86 | 57 | 0.0928 % | 2,595.5 |
| Insurance Straight | 6.33 % | 6.46 % | 58,251 | 13.21 | 21 | 0.3848 % | 2,868.2 |
| FloatingReset | 9.06 % | 9.14 % | 29,603 | 10.20 | 2 | 0.2743 % | 2,827.7 |
| FixedReset Prem | 6.91 % | 6.24 % | 194,948 | 3.11 | 2 | 0.4934 % | 2,535.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0928 % | 2,653.2 |
| FixedReset Ins Non | 5.01 % | 6.75 % | 82,812 | 12.90 | 14 | 0.2732 % | 2,833.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Insurance Straight | -5.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 6.87 % |
| MFC.PR.I | FixedReset Ins Non | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.97 Evaluated at bid price : 24.10 Bid-YTW : 6.74 % |
| GWO.PR.G | Insurance Straight | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.67 % |
| POW.PR.C | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.57 % |
| BIP.PR.E | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 21.56 Evaluated at bid price : 21.82 Bid-YTW : 7.79 % |
| POW.PR.D | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.56 % |
| TD.PF.E | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.61 Evaluated at bid price : 23.02 Bid-YTW : 6.78 % |
| MFC.PR.F | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 6.75 % |
| SLF.PR.D | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.04 % |
| BN.PR.B | Floater | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 10.40 % |
| PWF.PR.P | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 7.89 % |
| PWF.PF.A | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.49 % |
| BN.PF.H | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 23.38 Evaluated at bid price : 23.77 Bid-YTW : 8.04 % |
| BN.PR.N | Perpetual-Discount | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.72 % |
| BN.PF.J | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 21.78 Evaluated at bid price : 22.10 Bid-YTW : 7.65 % |
| SLF.PR.C | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.00 % |
| BIP.PR.A | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 8.51 % |
| BN.PF.E | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.65 % |
| BN.PR.R | FixedReset Disc | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 8.56 % |
| MFC.PR.J | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.93 Evaluated at bid price : 24.15 Bid-YTW : 6.56 % |
| IFC.PR.G | FixedReset Ins Non | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.73 Evaluated at bid price : 23.75 Bid-YTW : 6.57 % |
| GWO.PR.I | Insurance Straight | 4.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.38 % |
| CCS.PR.C | Insurance Straight | 6.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 3,137,240 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.59 % |
| BMO.PR.S | FixedReset Disc | 1,716,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.90 % |
| BMO.PR.F | FixedReset Disc | 514,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 5.70 % |
| RY.PR.H | FixedReset Disc | 110,072 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 23.47 Evaluated at bid price : 24.37 Bid-YTW : 6.09 % |
| TD.PF.E | FixedReset Disc | 82,793 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 22.61 Evaluated at bid price : 23.02 Bid-YTW : 6.78 % |
| CM.PR.S | FixedReset Disc | 58,266 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-07 Maturity Price : 24.19 Evaluated at bid price : 24.19 Bid-YTW : 6.35 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset Disc | Quote: 22.20 – 24.50 Spot Rate : 2.3000 Average : 1.3175 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 19.61 – 20.94 Spot Rate : 1.3300 Average : 0.8861 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 19.34 – 20.25 Spot Rate : 0.9100 Average : 0.5540 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 20.85 – 22.30 Spot Rate : 1.4500 Average : 1.1743 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 18.20 – 19.05 Spot Rate : 0.8500 Average : 0.6193 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 23.02 – 23.70 Spot Rate : 0.6800 Average : 0.4619 YTW SCENARIO |