| 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 | 1.7304 % | 2,429.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7304 % | 4,659.8 |
| Floater | 8.24 % | 8.44 % | 60,168 | 10.80 | 2 | 1.7304 % | 2,685.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3512 % | 3,294.9 |
| SplitShare | 5.16 % | 7.42 % | 48,413 | 2.77 | 8 | 0.3512 % | 3,934.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3512 % | 3,070.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5360 % | 2,661.7 |
| Perpetual-Discount | 6.40 % | 6.53 % | 97,068 | 13.12 | 34 | -0.5360 % | 2,902.5 |
| FixedReset Disc | 5.42 % | 7.36 % | 90,448 | 12.36 | 63 | -0.4057 % | 2,222.8 |
| Insurance Straight | 6.38 % | 6.46 % | 105,215 | 13.29 | 18 | -0.5419 % | 2,820.9 |
| FloatingReset | 9.28 % | 9.72 % | 46,387 | 9.84 | 2 | -0.0962 % | 2,529.1 |
| FixedReset Prem | 6.39 % | 6.12 % | 410,306 | 4.19 | 1 | -0.4304 % | 2,368.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4057 % | 2,272.2 |
| FixedReset Ins Non | 5.41 % | 7.38 % | 47,373 | 12.46 | 14 | -0.4308 % | 2,320.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset Ins Non | -2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 7.35 % |
| SLF.PR.H | FixedReset Ins Non | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 7.60 % |
| IFC.PR.C | FixedReset Disc | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.48 % |
| CM.PR.Q | FixedReset Disc | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.37 % |
| BAM.PF.D | Perpetual-Discount | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.77 % |
| BAM.PF.F | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.24 % |
| IFC.PR.I | Perpetual-Discount | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 6.38 % |
| CU.PR.F | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 6.44 % |
| PWF.PR.E | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.68 % |
| ELF.PR.H | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 6.68 % |
| BMO.PR.Y | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 7.36 % |
| MFC.PR.F | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 13.06 Evaluated at bid price : 13.06 Bid-YTW : 7.63 % |
| BAM.PF.G | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 8.40 % |
| GWO.PR.P | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 6.61 % |
| TD.PF.E | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 7.05 % |
| GWO.PR.I | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 6.38 % |
| CCS.PR.C | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.60 % |
| TRP.PR.B | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 11.19 Evaluated at bid price : 11.19 Bid-YTW : 8.63 % |
| TD.PF.K | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.07 % |
| SLF.PR.E | Insurance Straight | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 6.14 % |
| PWF.PR.R | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.65 % |
| BMO.PR.W | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.36 % |
| RY.PR.O | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 5.74 % |
| BAM.PF.H | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.11 Bid-YTW : 6.67 % |
| GWO.PR.S | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.53 % |
| CU.PR.H | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 6.54 % |
| BAM.PF.A | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 7.74 % |
| BMO.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.54 % |
| TRP.PR.F | FloatingReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 9.72 % |
| TRP.PR.C | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 12.16 Evaluated at bid price : 12.16 Bid-YTW : 8.33 % |
| CU.PR.G | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.41 % |
| RY.PR.H | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 7.37 % |
| TRP.PR.A | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 14.22 Evaluated at bid price : 14.22 Bid-YTW : 8.41 % |
| BIP.PR.F | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.74 % |
| TD.PF.A | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 7.40 % |
| BAM.PF.B | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 7.99 % |
| IAF.PR.I | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 6.58 % |
| POW.PR.D | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.46 % |
| TRP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 8.34 % |
| FTS.PR.H | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 7.92 % |
| BAM.PR.T | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 7.91 % |
| PWF.PR.T | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.29 % |
| BAM.PR.B | Floater | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 8.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.J | Perpetual-Discount | 96,637 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.46 % |
| CU.PR.H | Perpetual-Discount | 83,167 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 6.54 % |
| CU.PR.G | Perpetual-Discount | 82,016 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.41 % |
| GWO.PR.G | Insurance Straight | 77,213 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.49 % |
| GWO.PR.S | Insurance Straight | 77,066 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.53 % |
| RY.PR.M | FixedReset Disc | 68,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-05 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.97 % |
| There were 56 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: 17.75 – 22.00 Spot Rate : 4.2500 Average : 2.3801 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 18.30 – 22.15 Spot Rate : 3.8500 Average : 2.2585 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 16.65 – 18.12 Spot Rate : 1.4700 Average : 0.8328 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.70 – 23.80 Spot Rate : 1.1000 Average : 0.7433 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 16.40 – 17.25 Spot Rate : 0.8500 Average : 0.5929 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 20.15 – 21.25 Spot Rate : 1.1000 Average : 0.8529 YTW SCENARIO |