| 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 | 0.9945 % | 1,813.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9945 % | 3,328.5 |
| Floater | 4.69 % | 4.75 % | 38,303 | 15.89 | 3 | 0.9945 % | 1,918.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0461 % | 3,584.9 |
| SplitShare | 4.83 % | 4.27 % | 42,110 | 3.89 | 9 | 0.0461 % | 4,281.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0461 % | 3,340.3 |
| Perpetual-Premium | 5.34 % | 2.29 % | 82,610 | 0.38 | 14 | 0.0530 % | 3,188.4 |
| Perpetual-Discount | 5.12 % | 5.11 % | 79,794 | 15.16 | 19 | 0.2193 % | 3,621.5 |
| FixedReset Disc | 5.25 % | 4.08 % | 115,748 | 16.55 | 64 | 0.4603 % | 2,203.8 |
| Insurance Straight | 5.05 % | 4.82 % | 99,570 | 15.22 | 22 | 0.4265 % | 3,526.8 |
| FloatingReset | 1.96 % | 2.10 % | 48,053 | 1.17 | 3 | 0.3160 % | 1,825.8 |
| FixedReset Prem | 5.19 % | 3.01 % | 214,334 | 0.71 | 15 | -0.0184 % | 2,667.6 |
| FixedReset Bank Non | 1.94 % | 2.07 % | 187,947 | 1.17 | 2 | 0.0000 % | 2,864.8 |
| FixedReset Ins Non | 5.31 % | 4.10 % | 76,164 | 16.76 | 22 | 0.3032 % | 2,298.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.B | Insurance Straight | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 4.83 % |
| TD.PF.I | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 23.21 Evaluated at bid price : 23.56 Bid-YTW : 3.77 % |
| PVS.PR.H | SplitShare | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.72 Bid-YTW : 4.91 % |
| BNS.PR.I | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 3.81 % |
| MFC.PR.J | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.16 % |
| BMO.PR.S | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 3.88 % |
| MFC.PR.B | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.78 % |
| CU.PR.G | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 23.29 Evaluated at bid price : 23.75 Bid-YTW : 4.73 % |
| SLF.PR.G | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 4.04 % |
| BAM.PF.E | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.19 % |
| BAM.PR.K | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 9.15 Evaluated at bid price : 9.15 Bid-YTW : 4.75 % |
| BAM.PR.C | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 9.12 Evaluated at bid price : 9.12 Bid-YTW : 4.76 % |
| BAM.PR.X | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 4.88 % |
| BIP.PR.A | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 5.75 % |
| TRP.PR.C | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 9.68 Evaluated at bid price : 9.68 Bid-YTW : 5.17 % |
| NA.PR.G | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.22 % |
| TRP.PR.A | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 12.79 Evaluated at bid price : 12.79 Bid-YTW : 5.22 % |
| BAM.PR.R | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.08 % |
| SLF.PR.H | FixedReset Ins Non | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.02 % |
| CM.PR.Q | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.08 % |
| TRP.PR.B | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 9.00 Evaluated at bid price : 9.00 Bid-YTW : 4.83 % |
| SLF.PR.E | Insurance Straight | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 23.71 Evaluated at bid price : 24.02 Bid-YTW : 4.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 237,852 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 3.90 % |
| IFC.PR.C | FixedReset Ins Non | 230,338 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.37 % |
| SLF.PR.H | FixedReset Ins Non | 229,252 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.02 % |
| RY.PR.H | FixedReset Disc | 210,788 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 3.79 % |
| SLF.PR.I | FixedReset Ins Non | 205,420 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.04 % |
| MFC.PR.M | FixedReset Ins Non | 205,268 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.09 % |
| NA.PR.S | FixedReset Disc | 173,712 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.19 % |
| NA.PR.W | FixedReset Disc | 104,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.21 % |
| TD.PF.J | FixedReset Disc | 103,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-24 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.05 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.B | Insurance Straight | Quote: 24.10 – 24.60 Spot Rate : 0.5000 Average : 0.3269 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 9.68 – 10.08 Spot Rate : 0.4000 Average : 0.2754 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 23.00 – 23.30 Spot Rate : 0.3000 Average : 0.1860 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 18.77 – 19.15 Spot Rate : 0.3800 Average : 0.2682 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 17.36 – 17.81 Spot Rate : 0.4500 Average : 0.3396 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 24.72 – 25.03 Spot Rate : 0.3100 Average : 0.2019 YTW SCENARIO |