| 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 | -0.2075 % | 2,311.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2075 % | 4,433.1 |
| Floater | 8.66 % | 8.76 % | 56,353 | 10.53 | 2 | -0.2075 % | 2,554.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0591 % | 3,326.7 |
| SplitShare | 5.11 % | 7.18 % | 39,927 | 2.82 | 8 | -0.0591 % | 3,972.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0591 % | 3,099.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1201 % | 2,574.4 |
| Perpetual-Discount | 6.62 % | 6.76 % | 81,361 | 12.86 | 34 | 0.1201 % | 2,807.3 |
| FixedReset Disc | 5.53 % | 7.69 % | 92,569 | 11.96 | 63 | 0.0095 % | 2,179.2 |
| Insurance Straight | 6.52 % | 6.75 % | 83,316 | 12.81 | 18 | 0.4560 % | 2,762.3 |
| FloatingReset | 9.20 % | 9.83 % | 41,179 | 9.59 | 2 | 0.0641 % | 2,533.2 |
| FixedReset Prem | 6.69 % | 6.44 % | 404,937 | 4.21 | 1 | 0.1186 % | 2,356.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0095 % | 2,227.6 |
| FixedReset Ins Non | 5.43 % | 7.69 % | 45,640 | 12.06 | 14 | -0.1960 % | 2,314.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.G | Perpetual-Discount | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.97 % |
| MFC.PR.N | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.91 % |
| BAM.PR.K | Floater | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 8.95 % |
| TRP.PR.C | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 8.84 % |
| FTS.PR.K | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 8.30 % |
| MFC.PR.J | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.53 % |
| TRP.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 15.54 Evaluated at bid price : 15.54 Bid-YTW : 9.03 % |
| MFC.PR.L | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 8.07 % |
| NA.PR.W | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 7.97 % |
| PWF.PR.S | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.75 % |
| TD.PF.M | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 23.47 Evaluated at bid price : 23.85 Bid-YTW : 7.10 % |
| GWO.PR.N | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 7.98 % |
| GWO.PR.H | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.75 % |
| SLF.PR.C | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 6.32 % |
| IFC.PR.K | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.58 % |
| MFC.PR.B | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 6.44 % |
| CU.PR.F | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 6.60 % |
| PWF.PR.P | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 12.41 Evaluated at bid price : 12.41 Bid-YTW : 8.65 % |
| FTS.PR.J | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.35 % |
| SLF.PR.H | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 7.90 % |
| TD.PF.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.57 % |
| CU.PR.G | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 6.62 % |
| IFC.PR.E | Insurance Straight | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 6.52 % |
| CU.PR.I | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 23.63 Bid-YTW : 6.49 % |
| MIC.PR.A | Perpetual-Discount | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.35 % |
| TD.PF.D | FixedReset Disc | 5.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.68 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.D | Perpetual-Discount | 128,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 6.89 % |
| SLF.PR.C | Insurance Straight | 77,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 6.32 % |
| TRP.PR.A | FixedReset Disc | 47,806 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 8.93 % |
| RS.PR.A | SplitShare | 41,206 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.32 Bid-YTW : 7.99 % |
| PWF.PR.E | Perpetual-Discount | 36,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.77 % |
| SLF.PR.H | FixedReset Ins Non | 33,634 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-18 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 7.90 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 15.52 – 23.50 Spot Rate : 7.9800 Average : 6.2965 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.51 – 24.25 Spot Rate : 1.7400 Average : 1.3675 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 18.05 – 18.70 Spot Rate : 0.6500 Average : 0.4176 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.55 – 21.10 Spot Rate : 0.5500 Average : 0.3365 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 20.40 – 21.05 Spot Rate : 0.6500 Average : 0.4603 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.90 – 13.10 Spot Rate : 1.2000 Average : 1.0342 YTW SCENARIO |