| 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 | -1.0152 % | 2,234.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0152 % | 4,285.6 |
| Floater | 10.40 % | 10.76 % | 59,425 | 8.84 | 1 | -1.0152 % | 2,469.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3953 % | 3,464.3 |
| SplitShare | 4.86 % | 6.55 % | 30,668 | 1.63 | 7 | -0.3953 % | 4,137.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3953 % | 3,227.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2097 % | 2,688.0 |
| Perpetual-Discount | 6.40 % | 6.56 % | 53,283 | 13.07 | 28 | -0.2097 % | 2,931.2 |
| FixedReset Disc | 5.24 % | 7.37 % | 115,365 | 12.23 | 49 | -0.1991 % | 2,549.3 |
| Insurance Straight | 6.33 % | 6.43 % | 58,206 | 13.35 | 20 | 0.1831 % | 2,868.1 |
| FloatingReset | 9.30 % | 9.27 % | 33,498 | 10.09 | 3 | -0.2960 % | 2,730.6 |
| FixedReset Prem | 6.39 % | 6.92 % | 215,396 | 12.25 | 7 | -0.2666 % | 2,518.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1991 % | 2,605.9 |
| FixedReset Ins Non | 5.33 % | 7.16 % | 103,033 | 12.69 | 14 | 0.0253 % | 2,667.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.G | FixedReset Disc | -6.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.16 % |
| BN.PR.Z | FixedReset Disc | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 8.28 % |
| GWO.PR.N | FixedReset Ins Non | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 8.04 % |
| PVS.PR.K | SplitShare | -2.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.40 % |
| MIC.PR.A | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.21 % |
| SLF.PR.C | Insurance Straight | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 6.13 % |
| BN.PF.I | FixedReset Disc | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 21.92 Evaluated at bid price : 22.20 Bid-YTW : 8.02 % |
| GWO.PR.G | Insurance Straight | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.59 % |
| TD.PF.A | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 22.24 Evaluated at bid price : 22.96 Bid-YTW : 6.30 % |
| SLF.PR.E | Insurance Straight | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 6.12 % |
| IFC.PR.E | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.46 % |
| POW.PR.A | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 6.62 % |
| FFH.PR.H | FloatingReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 10.18 % |
| BN.PF.E | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 17.49 Evaluated at bid price : 17.49 Bid-YTW : 8.66 % |
| CU.PR.D | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.49 % |
| BN.PR.B | Floater | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 10.76 % |
| CU.PR.J | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.43 % |
| CU.PR.C | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.40 % |
| GWO.PR.R | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.39 % |
| BN.PR.M | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.87 % |
| SLF.PR.H | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 7.16 % |
| IFC.PR.I | Insurance Straight | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 21.66 Evaluated at bid price : 21.66 Bid-YTW : 6.37 % |
| NA.PR.W | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.98 % |
| BIP.PR.F | FixedReset Disc | 4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 7.93 % |
| GWO.PR.Q | Insurance Straight | 6.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 311,276 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.55 % |
| TD.PF.M | FixedReset Prem | 66,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 24.10 Evaluated at bid price : 25.00 Bid-YTW : 7.17 % |
| MFC.PR.Q | FixedReset Ins Non | 48,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 22.13 Evaluated at bid price : 22.65 Bid-YTW : 6.71 % |
| FFH.PR.M | FixedReset Disc | 35,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 23.45 Evaluated at bid price : 24.06 Bid-YTW : 7.80 % |
| NA.PR.W | FixedReset Disc | 33,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.98 % |
| BMO.PR.W | FixedReset Disc | 30,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-11 Maturity Price : 22.75 Evaluated at bid price : 23.52 Bid-YTW : 6.10 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 19.80 – 21.99 Spot Rate : 2.1900 Average : 1.5496 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.86 – 21.55 Spot Rate : 1.6900 Average : 1.1666 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 17.00 – 18.60 Spot Rate : 1.6000 Average : 1.0877 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 19.88 – 22.00 Spot Rate : 2.1200 Average : 1.6782 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.91 – 15.50 Spot Rate : 0.5900 Average : 0.3612 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 21.60 – 22.42 Spot Rate : 0.8200 Average : 0.6083 YTW SCENARIO |