| 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 | 0.2889 % | 2,335.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2889 % | 4,479.1 |
| Floater | 8.57 % | 8.77 % | 55,697 | 10.50 | 2 | 0.2889 % | 2,581.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0191 % | 3,284.7 |
| SplitShare | 5.18 % | 7.47 % | 47,233 | 2.79 | 8 | 0.0191 % | 3,922.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0191 % | 3,060.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2741 % | 2,630.6 |
| Perpetual-Discount | 6.47 % | 6.59 % | 88,524 | 13.01 | 34 | -0.2741 % | 2,868.6 |
| FixedReset Disc | 5.51 % | 7.59 % | 92,491 | 12.04 | 63 | 0.1115 % | 2,188.7 |
| Insurance Straight | 6.41 % | 6.62 % | 97,978 | 12.96 | 18 | -0.6331 % | 2,806.0 |
| FloatingReset | 9.32 % | 9.84 % | 44,518 | 9.56 | 2 | -0.4800 % | 2,524.3 |
| FixedReset Prem | 6.50 % | 6.16 % | 418,852 | 4.20 | 1 | 0.0784 % | 2,375.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1115 % | 2,237.2 |
| FixedReset Ins Non | 5.49 % | 7.60 % | 47,211 | 12.25 | 14 | -0.1528 % | 2,288.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -5.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 17.11 Evaluated at bid price : 17.11 Bid-YTW : 7.73 % |
| PWF.PR.S | Perpetual-Discount | -5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.10 % |
| CCS.PR.C | Insurance Straight | -4.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.81 % |
| POW.PR.D | Perpetual-Discount | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.77 % |
| PVS.PR.K | SplitShare | -3.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 7.91 % |
| PVS.PR.J | SplitShare | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.57 Bid-YTW : 7.64 % |
| MFC.PR.N | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.85 % |
| MFC.PR.L | FixedReset Ins Non | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 7.97 % |
| SLF.PR.H | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 7.75 % |
| PWF.PR.L | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 6.65 % |
| GWO.PR.R | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 6.66 % |
| GWO.PR.G | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.67 % |
| TRP.PR.C | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 11.69 Evaluated at bid price : 11.69 Bid-YTW : 8.83 % |
| PWF.PR.R | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.75 % |
| BIP.PR.F | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 7.92 % |
| SLF.PR.G | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 7.94 % |
| PWF.PR.G | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 22.05 Evaluated at bid price : 22.28 Bid-YTW : 6.70 % |
| BAM.PF.G | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 8.89 % |
| GWO.PR.P | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.72 % |
| PWF.PR.K | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.69 % |
| TD.PF.D | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.34 % |
| TD.PF.L | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 22.81 Evaluated at bid price : 23.25 Bid-YTW : 6.92 % |
| BAM.PF.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 15.76 Evaluated at bid price : 15.76 Bid-YTW : 8.63 % |
| RY.PR.J | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.44 % |
| MFC.PR.Q | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.69 % |
| IFC.PR.I | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 6.38 % |
| BAM.PR.R | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 8.74 % |
| BMO.PR.F | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 6.60 % |
| PVS.PR.I | SplitShare | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 7.13 % |
| BAM.PF.C | Perpetual-Discount | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.59 % |
| IAF.PR.I | FixedReset Ins Non | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.92 % |
| BAM.PF.D | Perpetual-Discount | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 6.55 % |
| PVS.PR.G | SplitShare | 2.82 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 6.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Disc | 87,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 7.88 % |
| IFC.PR.G | FixedReset Ins Non | 85,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 7.53 % |
| TRP.PR.D | FixedReset Disc | 59,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 8.76 % |
| CU.PR.J | Perpetual-Discount | 36,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.54 % |
| BMO.PR.E | FixedReset Disc | 34,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.97 % |
| BAM.PR.T | FixedReset Disc | 30,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-28 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 8.54 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 17.11 – 18.79 Spot Rate : 1.6800 Average : 1.0597 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 22.25 – 23.60 Spot Rate : 1.3500 Average : 0.7926 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 17.15 – 18.80 Spot Rate : 1.6500 Average : 1.1318 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 18.75 – 20.15 Spot Rate : 1.4000 Average : 0.8954 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.30 – 16.10 Spot Rate : 0.8000 Average : 0.4947 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 18.04 – 18.82 Spot Rate : 0.7800 Average : 0.4970 YTW SCENARIO |