| 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 | 1.3432 % | 2,230.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3432 % | 4,278.0 |
| Floater | 10.40 % | 10.59 % | 26,475 | 9.08 | 2 | 1.3432 % | 2,465.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2115 % | 3,521.0 |
| SplitShare | 4.75 % | 6.31 % | 29,249 | 1.22 | 6 | 0.2115 % | 4,204.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2115 % | 3,280.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4438 % | 2,752.4 |
| Perpetual-Discount | 6.25 % | 6.41 % | 56,080 | 13.33 | 28 | 0.4438 % | 3,001.3 |
| FixedReset Disc | 5.10 % | 7.04 % | 120,728 | 12.44 | 49 | -0.0966 % | 2,651.1 |
| Insurance Straight | 6.02 % | 6.29 % | 63,582 | 13.48 | 21 | 0.8195 % | 2,965.9 |
| FloatingReset | 8.91 % | 8.70 % | 28,989 | 10.64 | 4 | 0.5988 % | 2,823.6 |
| FixedReset Prem | 5.81 % | 6.11 % | 239,162 | 11.91 | 8 | 0.0988 % | 2,541.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0966 % | 2,710.0 |
| FixedReset Ins Non | 5.29 % | 6.55 % | 90,174 | 13.27 | 14 | -2.2304 % | 2,775.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset Ins Non | -23.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 8.67 % |
| MFC.PR.Q | FixedReset Ins Non | -7.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 21.80 Evaluated at bid price : 22.15 Bid-YTW : 6.80 % |
| CU.PR.C | FixedReset Disc | -6.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 7.44 % |
| IFC.PR.A | FixedReset Ins Non | -5.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 7.05 % |
| NA.PR.E | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 22.82 Evaluated at bid price : 23.88 Bid-YTW : 6.19 % |
| BN.PR.T | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.16 % |
| BN.PF.H | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 23.52 Evaluated at bid price : 23.95 Bid-YTW : 7.68 % |
| BN.PR.R | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 8.11 % |
| MFC.PR.I | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 23.21 Evaluated at bid price : 24.60 Bid-YTW : 6.33 % |
| BN.PR.B | Floater | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 11.68 Evaluated at bid price : 11.68 Bid-YTW : 10.62 % |
| SLF.PR.C | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 5.74 % |
| BN.PF.F | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.88 % |
| FTS.PR.J | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.07 % |
| CU.PR.E | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 6.30 % |
| MIC.PR.A | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.70 % |
| PVS.PR.J | SplitShare | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 6.05 % |
| CU.PR.D | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 6.31 % |
| BN.PR.K | Floater | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 11.71 Evaluated at bid price : 11.71 Bid-YTW : 10.59 % |
| IFC.PR.C | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 21.37 Evaluated at bid price : 21.69 Bid-YTW : 6.58 % |
| MFC.PR.F | FixedReset Ins Non | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.75 % |
| MFC.PR.B | Insurance Straight | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.89 % |
| GWO.PR.T | Insurance Straight | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.39 % |
| IFC.PR.F | Insurance Straight | 6.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 22.02 Evaluated at bid price : 22.02 Bid-YTW : 6.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 100,027 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 24.14 Evaluated at bid price : 25.10 Bid-YTW : 5.63 % |
| RY.PR.J | FixedReset Disc | 98,567 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 23.69 Evaluated at bid price : 24.26 Bid-YTW : 6.21 % |
| RY.PR.M | FixedReset Disc | 81,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 23.51 Evaluated at bid price : 23.96 Bid-YTW : 6.05 % |
| BMO.PR.W | FixedReset Disc | 67,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 24.09 Evaluated at bid price : 24.80 Bid-YTW : 5.67 % |
| FTS.PR.M | FixedReset Disc | 60,439 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 7.25 % |
| MFC.PR.M | FixedReset Ins Non | 60,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-23 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 8.67 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.67 – 22.30 Spot Rate : 5.6300 Average : 3.2793 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.15 – 24.50 Spot Rate : 2.3500 Average : 1.5289 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 18.53 – 20.12 Spot Rate : 1.5900 Average : 0.9362 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 18.15 – 19.72 Spot Rate : 1.5700 Average : 0.9409 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.44 – 21.05 Spot Rate : 1.6100 Average : 1.0758 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 19.99 – 21.25 Spot Rate : 1.2600 Average : 0.7321 YTW SCENARIO |