| 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 | 0.0406 % | 2,365.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0406 % | 4,536.3 |
| Floater | 8.46 % | 8.61 % | 37,288 | 10.72 | 2 | 0.0406 % | 2,614.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1438 % | 3,273.5 |
| SplitShare | 5.13 % | 7.75 % | 39,590 | 3.00 | 7 | -0.1438 % | 3,909.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1438 % | 3,050.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1718 % | 2,644.1 |
| Perpetual-Discount | 6.44 % | 6.56 % | 72,751 | 13.11 | 33 | 0.1718 % | 2,883.3 |
| FixedReset Disc | 5.35 % | 7.40 % | 95,181 | 12.40 | 63 | 0.1452 % | 2,251.2 |
| Insurance Straight | 6.39 % | 6.49 % | 80,178 | 13.16 | 19 | 0.3263 % | 2,815.7 |
| FloatingReset | 9.05 % | 9.53 % | 43,083 | 9.88 | 2 | 1.0296 % | 2,548.6 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1452 % | 2,382.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1452 % | 2,301.2 |
| FixedReset Ins Non | 5.46 % | 7.66 % | 53,152 | 11.97 | 14 | -0.5850 % | 2,301.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.P | FixedReset Disc | -3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.76 % |
| BNS.PR.I | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.97 % |
| CCS.PR.C | Insurance Straight | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 6.48 % |
| TRP.PR.G | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 8.58 % |
| BMO.PR.Y | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.40 % |
| TD.PF.M | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 23.13 Evaluated at bid price : 23.51 Bid-YTW : 7.27 % |
| MIC.PR.A | Perpetual-Discount | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.92 % |
| SLF.PR.H | FixedReset Ins Non | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 8.40 % |
| PWF.PR.T | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.97 % |
| RY.PR.J | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 7.53 % |
| BAM.PF.D | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 6.66 % |
| MFC.PR.N | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 8.26 % |
| PVS.PR.H | SplitShare | -1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 7.94 % |
| BMO.PR.E | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 6.88 % |
| TD.PF.E | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 7.17 % |
| NA.PR.G | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.22 % |
| MFC.PR.K | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.81 % |
| BIP.PR.F | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.74 % |
| GWO.PR.T | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.62 % |
| IFC.PR.G | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.66 % |
| CM.PR.Y | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 23.64 Evaluated at bid price : 24.00 Bid-YTW : 7.15 % |
| CU.PR.H | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.54 % |
| RY.PR.H | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.34 % |
| MFC.PR.Q | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.58 % |
| TRP.PR.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 8.86 % |
| NA.PR.S | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.70 % |
| SLF.PR.E | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 6.19 % |
| POW.PR.D | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.55 % |
| PWF.PR.O | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 6.56 % |
| SLF.PR.G | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 8.43 % |
| FTS.PR.M | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 8.15 % |
| GWO.PR.R | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.55 % |
| BIP.PR.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.55 % |
| SLF.PR.J | FloatingReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 8.92 % |
| PWF.PR.P | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 8.88 % |
| MFC.PR.B | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.37 % |
| NA.PR.W | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.40 % |
| IFC.PR.E | Insurance Straight | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 6.38 % |
| TD.PF.K | FixedReset Disc | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.99 % |
| PWF.PR.Z | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.74 % |
| TRP.PR.B | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 9.12 % |
| CU.PR.G | Perpetual-Discount | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 6.44 % |
| TD.PF.D | FixedReset Disc | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.26 % |
| BAM.PF.G | FixedReset Disc | 6.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 16.02 Evaluated at bid price : 16.02 Bid-YTW : 8.98 % |
| RY.PR.M | FixedReset Disc | 28.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.C | FixedReset Disc | 69,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 12.04 Evaluated at bid price : 12.04 Bid-YTW : 8.88 % |
| IFC.PR.K | Perpetual-Discount | 59,870 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.41 % |
| PWF.PR.E | Perpetual-Discount | 58,644 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.59 % |
| GWO.PR.G | Insurance Straight | 58,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.60 % |
| GWO.PR.S | Insurance Straight | 56,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.61 % |
| GWO.PR.R | Insurance Straight | 50,838 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-01 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.55 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 15.50 – 25.00 Spot Rate : 9.5000 Average : 5.0596 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.20 – 13.77 Spot Rate : 1.5700 Average : 0.8882 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 20.75 – 22.40 Spot Rate : 1.6500 Average : 1.0118 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 11.40 – 12.88 Spot Rate : 1.4800 Average : 0.8568 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.30 – 23.80 Spot Rate : 1.5000 Average : 0.8821 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 19.10 – 19.95 Spot Rate : 0.8500 Average : 0.5620 YTW SCENARIO |