| 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 | -1.0169 % | 2,187.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0169 % | 4,014.7 |
| Floater | 5.36 % | 5.58 % | 30,113 | 14.48 | 4 | -1.0169 % | 2,313.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0299 % | 3,234.7 |
| SplitShare | 4.89 % | 4.66 % | 59,223 | 3.94 | 8 | 0.0299 % | 3,862.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0299 % | 3,014.0 |
| Perpetual-Premium | 5.86 % | 3.02 % | 85,067 | 0.08 | 4 | 0.1592 % | 2,886.3 |
| Perpetual-Discount | 5.61 % | 5.78 % | 76,340 | 14.21 | 31 | 0.0042 % | 2,966.3 |
| FixedReset Disc | 5.20 % | 5.46 % | 220,769 | 14.83 | 65 | 0.3699 % | 2,185.2 |
| Deemed-Retractible | 5.36 % | 6.24 % | 99,121 | 8.12 | 27 | 0.1152 % | 2,959.3 |
| FloatingReset | 4.42 % | 5.75 % | 60,315 | 8.42 | 6 | -0.1431 % | 2,386.9 |
| FixedReset Prem | 5.15 % | 4.31 % | 306,745 | 2.27 | 18 | 0.1115 % | 2,526.7 |
| FixedReset Bank Non | 2.79 % | 4.44 % | 163,744 | 2.84 | 5 | -0.0580 % | 2,595.8 |
| FixedReset Ins Non | 5.06 % | 6.96 % | 132,040 | 8.23 | 22 | 0.6411 % | 2,200.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.H | FixedReset Ins Non | -4.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.01 Bid-YTW : 6.95 % |
| BAM.PR.B | Floater | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 5.72 % |
| BIP.PR.F | FixedReset Disc | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.17 % |
| TRP.PR.F | FloatingReset | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 15.08 Evaluated at bid price : 15.08 Bid-YTW : 6.03 % |
| MFC.PR.G | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 7.23 % |
| GWO.PR.N | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 9.30 % |
| PWF.PR.A | Floater | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 4.83 % |
| HSE.PR.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.88 % |
| SLF.PR.G | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.35 Bid-YTW : 9.46 % |
| W.PR.H | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 5.91 % |
| HSE.PR.A | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 6.34 % |
| BNS.PR.I | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.99 Evaluated at bid price : 22.52 Bid-YTW : 4.89 % |
| RY.PR.Z | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.19 % |
| SLF.PR.A | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.31 Bid-YTW : 6.80 % |
| SLF.PR.I | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.28 Bid-YTW : 6.87 % |
| TRP.PR.D | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.95 % |
| IFC.PR.G | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 6.64 % |
| MFC.PR.Q | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 6.82 % |
| TD.PF.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.35 Evaluated at bid price : 21.66 Bid-YTW : 5.30 % |
| BMO.PR.T | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.35 % |
| BMO.PR.Y | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.31 % |
| NA.PR.S | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 5.75 % |
| RY.PR.H | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 5.22 % |
| TD.PF.D | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.28 % |
| TD.PF.I | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 22.37 Evaluated at bid price : 23.00 Bid-YTW : 5.16 % |
| SLF.PR.D | Deemed-Retractible | 1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.23 Bid-YTW : 7.10 % |
| TRP.PR.G | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.97 % |
| NA.PR.G | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.58 Evaluated at bid price : 21.90 Bid-YTW : 5.34 % |
| PWF.PR.Q | FloatingReset | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 14.32 Evaluated at bid price : 14.32 Bid-YTW : 5.75 % |
| MFC.PR.M | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.86 Bid-YTW : 7.59 % |
| MFC.PR.N | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.38 Bid-YTW : 7.82 % |
| BAM.PR.X | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 5.93 % |
| IAF.PR.G | FixedReset Ins Non | 2.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.90 Bid-YTW : 7.13 % |
| RY.PR.M | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.23 % |
| IAF.PR.I | FixedReset Ins Non | 2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.73 % |
| PWF.PR.T | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.40 % |
| BMO.PR.W | FixedReset Disc | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 5.38 % |
| MFC.PR.J | FixedReset Ins Non | 3.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 6.87 % |
| MFC.PR.L | FixedReset Ins Non | 3.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.27 Bid-YTW : 7.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Disc | 56,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 22.37 Evaluated at bid price : 23.00 Bid-YTW : 5.16 % |
| TD.PF.A | FixedReset Disc | 50,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.32 % |
| TRP.PR.K | FixedReset Disc | 41,476 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 23.06 Evaluated at bid price : 24.28 Bid-YTW : 5.61 % |
| MFC.PR.K | FixedReset Ins Non | 41,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.17 % |
| BNS.PR.I | FixedReset Disc | 35,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.99 Evaluated at bid price : 22.52 Bid-YTW : 4.89 % |
| NA.PR.C | FixedReset Disc | 29,515 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-15 Maturity Price : 21.98 Evaluated at bid price : 22.40 Bid-YTW : 5.65 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 18.38 – 21.99 Spot Rate : 3.6100 Average : 1.9903 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.65 – 22.80 Spot Rate : 2.1500 Average : 1.1911 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 19.48 – 23.07 Spot Rate : 3.5900 Average : 2.8443 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 21.01 – 22.20 Spot Rate : 1.1900 Average : 0.7082 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 19.50 – 20.50 Spot Rate : 1.0000 Average : 0.6784 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 13.25 – 14.50 Spot Rate : 1.2500 Average : 0.9681 YTW SCENARIO |