| 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 | 0.8592 % | 2,369.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8592 % | 4,543.7 |
| Floater | 8.45 % | 8.60 % | 34,351 | 10.71 | 2 | 0.8592 % | 2,618.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4485 % | 3,303.3 |
| SplitShare | 5.15 % | 7.58 % | 41,955 | 2.84 | 8 | 0.4485 % | 3,944.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4485 % | 3,077.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3593 % | 2,568.8 |
| Perpetual-Discount | 6.63 % | 6.75 % | 76,770 | 12.89 | 34 | -0.3593 % | 2,801.1 |
| FixedReset Disc | 5.49 % | 8.11 % | 89,483 | 11.62 | 63 | -0.8067 % | 2,201.0 |
| Insurance Straight | 6.57 % | 6.77 % | 80,347 | 12.79 | 18 | -0.4207 % | 2,738.5 |
| FloatingReset | 9.00 % | 9.46 % | 37,506 | 9.93 | 2 | 0.1580 % | 2,573.0 |
| FixedReset Prem | 4.43 % | -0.34 % | 373,966 | 0.10 | 1 | -0.2781 % | 2,336.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8067 % | 2,249.9 |
| FixedReset Ins Non | 5.45 % | 8.04 % | 48,255 | 11.57 | 14 | 0.0576 % | 2,303.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -6.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.09 % |
| CU.PR.I | FixedReset Disc | -4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 22.09 Evaluated at bid price : 22.47 Bid-YTW : 7.62 % |
| NA.PR.G | FixedReset Disc | -3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.94 % |
| TRP.PR.C | FixedReset Disc | -3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 9.10 % |
| BIP.PR.F | FixedReset Disc | -2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.30 % |
| MIC.PR.A | Perpetual-Discount | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 7.44 % |
| CM.PR.P | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.29 % |
| TD.PF.C | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 8.32 % |
| ELF.PR.H | Perpetual-Discount | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.70 % |
| IFC.PR.E | Insurance Straight | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.54 % |
| TRP.PR.E | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 9.44 % |
| TD.PF.A | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 8.26 % |
| TD.PF.E | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 7.63 % |
| PWF.PR.O | Perpetual-Discount | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.87 % |
| TRP.PR.A | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 9.38 % |
| NA.PR.S | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 8.44 % |
| RY.PR.H | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.11 % |
| FTS.PR.G | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 8.42 % |
| CCS.PR.C | Insurance Straight | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 6.60 % |
| IFC.PR.C | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.12 % |
| NA.PR.E | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.78 % |
| PWF.PR.H | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.78 % |
| GWO.PR.Y | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 6.81 % |
| POW.PR.C | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 6.64 % |
| IFC.PR.I | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.29 % |
| PWF.PR.T | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 8.38 % |
| BAM.PF.D | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 6.99 % |
| RY.PR.Z | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 8.21 % |
| BIP.PR.E | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 8.11 % |
| FTS.PR.K | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 8.57 % |
| RS.PR.A | SplitShare | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.28 Bid-YTW : 8.06 % |
| BMO.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 8.37 % |
| BMO.PR.Y | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.08 % |
| CM.PR.Q | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 8.09 % |
| BMO.PR.W | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 8.14 % |
| BAM.PF.G | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 15.72 Evaluated at bid price : 15.72 Bid-YTW : 9.53 % |
| TD.PF.J | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 21.95 Evaluated at bid price : 22.49 Bid-YTW : 7.19 % |
| TRP.PR.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 11.52 Evaluated at bid price : 11.52 Bid-YTW : 9.54 % |
| MFC.PR.K | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 8.03 % |
| GWO.PR.M | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 22.11 Evaluated at bid price : 22.39 Bid-YTW : 6.57 % |
| PVS.PR.I | SplitShare | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 6.90 % |
| PVS.PR.G | SplitShare | 1.28 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 7.02 % |
| CM.PR.T | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 22.82 Evaluated at bid price : 23.25 Bid-YTW : 7.43 % |
| BAM.PR.B | Floater | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 8.63 % |
| BAM.PR.X | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 8.48 % |
| CU.PR.H | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.69 % |
| BAM.PR.M | Perpetual-Discount | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.90 % |
| TD.PF.M | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 23.64 Evaluated at bid price : 24.00 Bid-YTW : 7.42 % |
| PVS.PR.H | SplitShare | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 7.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RS.PR.A | SplitShare | 85,472 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.28 Bid-YTW : 8.06 % |
| IFC.PR.C | FixedReset Disc | 40,237 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.12 % |
| MFC.PR.Q | FixedReset Ins Non | 37,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 8.02 % |
| BAM.PF.B | FixedReset Disc | 36,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 8.99 % |
| FTS.PR.M | FixedReset Disc | 34,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 8.77 % |
| SLF.PR.H | FixedReset Ins Non | 33,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-08 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 8.76 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 17.11 – 22.00 Spot Rate : 4.8900 Average : 2.7603 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 19.70 – 22.10 Spot Rate : 2.4000 Average : 1.5074 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 20.20 – 22.05 Spot Rate : 1.8500 Average : 1.1369 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.47 – 13.77 Spot Rate : 1.3000 Average : 0.8043 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 18.48 – 20.40 Spot Rate : 1.9200 Average : 1.5794 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 20.00 – 20.99 Spot Rate : 0.9900 Average : 0.6946 YTW SCENARIO |