| 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 | -0.4902 % | 2,326.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4902 % | 4,461.4 |
| Floater | 10.34 % | 10.59 % | 60,034 | 9.03 | 1 | -0.4902 % | 2,571.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1031 % | 3,474.6 |
| SplitShare | 4.84 % | 6.76 % | 35,071 | 1.40 | 8 | 0.1031 % | 4,149.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1031 % | 3,237.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2572 % | 2,687.4 |
| Perpetual-Discount | 6.38 % | 6.55 % | 53,323 | 13.11 | 27 | 0.2572 % | 2,930.5 |
| FixedReset Disc | 5.16 % | 7.04 % | 126,357 | 11.93 | 57 | -0.1134 % | 2,590.8 |
| Insurance Straight | 6.30 % | 6.48 % | 58,957 | 13.18 | 21 | 0.1010 % | 2,879.4 |
| FloatingReset | 9.09 % | 9.17 % | 28,262 | 10.17 | 2 | 0.5767 % | 2,820.6 |
| FixedReset Prem | 6.91 % | 6.15 % | 195,690 | 3.11 | 2 | -0.0784 % | 2,537.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1134 % | 2,648.3 |
| FixedReset Ins Non | 5.00 % | 6.89 % | 83,511 | 12.88 | 14 | 0.8632 % | 2,842.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.G | FixedReset Ins Non | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 22.33 Evaluated at bid price : 23.00 Bid-YTW : 6.80 % |
| FFH.PR.M | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 22.91 Evaluated at bid price : 23.50 Bid-YTW : 8.12 % |
| IFC.PR.I | Insurance Straight | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 6.70 % |
| BN.PF.F | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 8.20 % |
| IFC.PR.E | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 6.38 % |
| BN.PR.M | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 6.80 % |
| BN.PF.G | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 8.61 % |
| NA.PR.S | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 22.52 Evaluated at bid price : 23.45 Bid-YTW : 6.50 % |
| CM.PR.O | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 23.00 Evaluated at bid price : 24.00 Bid-YTW : 6.24 % |
| TD.PF.A | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 22.82 Evaluated at bid price : 23.58 Bid-YTW : 6.23 % |
| BMO.PR.Y | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 23.28 Evaluated at bid price : 23.75 Bid-YTW : 6.49 % |
| SLF.PR.C | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.01 % |
| BN.PF.D | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 6.73 % |
| PWF.PR.S | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.52 % |
| PWF.PF.A | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.42 % |
| NA.PR.W | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 21.69 Evaluated at bid price : 22.11 Bid-YTW : 6.66 % |
| CU.PR.E | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.29 % |
| SLF.PR.H | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 6.89 % |
| SLF.PR.J | FloatingReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 9.42 % |
| FFH.PR.C | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 21.84 Evaluated at bid price : 22.32 Bid-YTW : 7.69 % |
| PWF.PR.F | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.50 % |
| SLF.PR.E | Insurance Straight | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.11 % |
| MFC.PR.N | FixedReset Ins Non | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.97 % |
| MFC.PR.F | FixedReset Ins Non | 13.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 17.28 Evaluated at bid price : 17.28 Bid-YTW : 6.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.F | FixedReset Disc | 191,820 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.30 % |
| BMO.PR.S | FixedReset Disc | 103,286 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.79 % |
| RY.PR.Z | FixedReset Disc | 78,392 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 4.46 % |
| TD.PF.I | FixedReset Disc | 77,507 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 6.25 % |
| SLF.PR.G | FixedReset Ins Non | 58,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.26 % |
| BN.PR.R | FixedReset Disc | 31,452 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-09 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 8.53 % |
| There were 14 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: 23.75 – 25.00 Spot Rate : 1.2500 Average : 0.7353 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.00 – 24.00 Spot Rate : 1.0000 Average : 0.6381 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 20.48 – 21.69 Spot Rate : 1.2100 Average : 0.9021 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.58 – 24.22 Spot Rate : 0.6400 Average : 0.4093 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 21.10 – 21.71 Spot Rate : 0.6100 Average : 0.4293 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 22.91 – 23.40 Spot Rate : 0.4900 Average : 0.3668 YTW SCENARIO |