| 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 | 0.0770 % | 2,498.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0770 % | 4,792.5 |
| Floater | 6.33 % | 6.43 % | 48,723 | 13.21 | 2 | 0.0770 % | 2,761.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4618 % | 3,468.3 |
| SplitShare | 4.90 % | 5.38 % | 40,456 | 3.05 | 8 | -0.4618 % | 4,141.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4618 % | 3,231.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5346 % | 2,852.2 |
| Perpetual-Discount | 5.97 % | 6.12 % | 71,376 | 13.70 | 35 | -0.5346 % | 3,110.2 |
| FixedReset Disc | 4.71 % | 6.09 % | 110,873 | 13.86 | 59 | -0.1394 % | 2,513.7 |
| Insurance Straight | 5.89 % | 5.99 % | 84,829 | 13.85 | 19 | -0.5219 % | 3,054.9 |
| FloatingReset | 7.41 % | 7.71 % | 40,980 | 11.62 | 2 | -0.5912 % | 2,593.2 |
| FixedReset Prem | 5.07 % | 4.28 % | 113,760 | 1.84 | 6 | -0.2022 % | 2,610.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1394 % | 2,569.5 |
| FixedReset Ins Non | 4.66 % | 6.31 % | 58,987 | 13.39 | 14 | -0.2996 % | 2,618.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -9.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 7.61 % |
| SLF.PR.G | FixedReset Ins Non | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 7.11 % |
| TRP.PR.A | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 7.78 % |
| IFC.PR.C | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.60 % |
| PWF.PR.T | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.15 % |
| FTS.PR.H | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 7.26 % |
| SLF.PR.D | Insurance Straight | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.79 % |
| BIP.PR.F | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 22.65 Evaluated at bid price : 23.09 Bid-YTW : 6.51 % |
| FTS.PR.G | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.95 % |
| POW.PR.C | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 6.30 % |
| BAM.PR.N | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.15 % |
| SLF.PR.C | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.73 % |
| FTS.PR.J | Perpetual-Discount | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.75 % |
| SLF.PR.E | Insurance Straight | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.69 % |
| BAM.PF.D | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.08 % |
| MFC.PR.C | Insurance Straight | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.82 % |
| BAM.PF.B | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 7.17 % |
| FTS.PR.M | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.07 % |
| TRP.PR.F | FloatingReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.71 % |
| GWO.PR.I | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 5.92 % |
| MFC.PR.L | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.80 % |
| FTS.PR.F | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.74 % |
| POW.PR.A | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 6.29 % |
| BAM.PF.F | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.33 % |
| BAM.PF.E | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.47 % |
| BNS.PR.I | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 24.32 Evaluated at bid price : 24.65 Bid-YTW : 5.60 % |
| CM.PR.P | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 21.48 Evaluated at bid price : 21.84 Bid-YTW : 5.89 % |
| PVS.PR.G | SplitShare | 1.45 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 5.23 % |
| PVS.PR.K | SplitShare | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.81 % |
| NA.PR.W | FixedReset Disc | 9.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 26,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 6.00 % |
| PWF.PR.H | Perpetual-Discount | 20,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 22.76 Evaluated at bid price : 23.04 Bid-YTW : 6.30 % |
| PWF.PR.G | Perpetual-Discount | 18,032 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 6.35 % |
| PWF.PR.O | Perpetual-Discount | 17,627 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 6.31 % |
| PVS.PR.F | SplitShare | 13,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.62 % |
| SLF.PR.D | Insurance Straight | 11,520 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-19 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.79 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 17.88 – 19.80 Spot Rate : 1.9200 Average : 1.3612 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 20.44 – 21.99 Spot Rate : 1.5500 Average : 1.0222 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.85 – 23.60 Spot Rate : 0.7500 Average : 0.4967 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.20 – 15.50 Spot Rate : 1.3000 Average : 1.1036 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 15.50 – 16.10 Spot Rate : 0.6000 Average : 0.4056 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.75 – 23.50 Spot Rate : 0.7500 Average : 0.5633 YTW SCENARIO |