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| 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 | -0.7612 % | 2,380.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7612 % | 4,565.8 |
| Floater | 8.41 % | 8.51 % | 39,261 | 10.83 | 2 | -0.7612 % | 2,631.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7035 % | 3,285.8 |
| SplitShare | 5.11 % | 7.62 % | 41,127 | 3.01 | 7 | 0.7035 % | 3,923.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7035 % | 3,061.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4240 % | 2,639.5 |
| Perpetual-Discount | 6.45 % | 6.55 % | 71,906 | 13.13 | 33 | -0.4240 % | 2,878.2 |
| FixedReset Disc | 5.27 % | 7.34 % | 95,796 | 12.43 | 63 | -0.0930 % | 2,271.4 |
| Insurance Straight | 6.39 % | 6.49 % | 81,376 | 13.19 | 19 | 0.0705 % | 2,816.1 |
| FloatingReset | 9.23 % | 9.65 % | 43,249 | 9.79 | 2 | -1.2121 % | 2,513.7 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0930 % | 2,403.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0930 % | 2,321.8 |
| FixedReset Ins Non | 5.42 % | 7.48 % | 54,443 | 12.06 | 14 | 0.2621 % | 2,318.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Z | Perpetual-Discount | -7.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.89 % |
| BMO.PR.W | FixedReset Disc | -5.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.65 % |
| TD.PF.D | FixedReset Disc | -5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.54 % |
| NA.PR.G | FixedReset Disc | -4.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.34 % |
| CU.PR.F | Perpetual-Discount | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 17.49 Evaluated at bid price : 17.49 Bid-YTW : 6.56 % |
| BIP.PR.A | FixedReset Disc | -3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 9.82 % |
| RY.PR.Z | FixedReset Disc | -3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 7.40 % |
| BMO.PR.F | FixedReset Disc | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 23.55 Evaluated at bid price : 23.95 Bid-YTW : 7.18 % |
| TD.PF.E | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 7.05 % |
| RY.PR.J | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 7.32 % |
| TRP.PR.F | FloatingReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 15.77 Evaluated at bid price : 15.77 Bid-YTW : 9.65 % |
| PWF.PR.S | Perpetual-Discount | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.64 % |
| BAM.PR.B | Floater | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 8.60 % |
| PWF.PF.A | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 6.61 % |
| BMO.PR.S | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.26 % |
| BIP.PR.E | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.44 Evaluated at bid price : 21.75 Bid-YTW : 7.44 % |
| MFC.PR.J | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.30 % |
| CU.PR.G | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 6.45 % |
| CM.PR.Q | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 7.28 % |
| GWO.PR.L | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 6.64 % |
| BAM.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 7.51 % |
| BAM.PF.J | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 23.18 Evaluated at bid price : 24.26 Bid-YTW : 6.75 % |
| IFC.PR.C | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.71 % |
| MFC.PR.N | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 8.12 % |
| TRP.PR.A | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 14.38 Evaluated at bid price : 14.38 Bid-YTW : 8.85 % |
| FTS.PR.G | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 8.01 % |
| TRP.PR.D | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 8.74 % |
| SLF.PR.H | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 8.10 % |
| PVS.PR.J | SplitShare | 2.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 7.80 % |
| BAM.PF.G | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 16.13 Evaluated at bid price : 16.13 Bid-YTW : 8.90 % |
| PVS.PR.K | SplitShare | 2.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 7.85 % |
| RY.PR.S | FixedReset Disc | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.60 % |
| BAM.PF.D | Perpetual-Discount | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.54 % |
| TD.PF.K | FixedReset Disc | 4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 6.80 % |
| TRP.PR.E | FixedReset Disc | 9.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 8.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.T | FixedReset Disc | 58,480 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.65 % |
| CM.PR.O | FixedReset Disc | 58,055 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.39 % |
| MFC.PR.N | FixedReset Ins Non | 30,905 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 8.12 % |
| NA.PR.S | FixedReset Disc | 24,680 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 18.93 Evaluated at bid price : 18.93 Bid-YTW : 7.51 % |
| BMO.PR.S | FixedReset Disc | 24,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.26 % |
| RY.PR.J | FixedReset Disc | 23,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-28 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 7.32 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.N | Perpetual-Discount | Quote: 20.00 – 23.10 Spot Rate : 3.1000 Average : 1.7189 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.85 – 22.30 Spot Rate : 5.4500 Average : 4.5183 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 17.07 – 22.00 Spot Rate : 4.9300 Average : 4.2217 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 18.48 – 19.50 Spot Rate : 1.0200 Average : 0.6366 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 21.00 – 22.01 Spot Rate : 1.0100 Average : 0.7064 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 15.77 – 16.59 Spot Rate : 0.8200 Average : 0.5396 YTW SCENARIO |