| 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 | 4.2846 % | 2,479.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 4.2846 % | 4,755.6 |
| Floater | 8.75 % | 8.85 % | 44,460 | 10.46 | 2 | 4.2846 % | 2,740.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 3,263.2 |
| SplitShare | 5.21 % | 7.69 % | 56,181 | 2.75 | 8 | -0.1258 % | 3,897.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 3,040.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4252 % | 2,658.6 |
| Perpetual-Discount | 6.41 % | 6.55 % | 100,170 | 13.05 | 35 | 0.4252 % | 2,899.1 |
| FixedReset Disc | 5.49 % | 7.42 % | 97,982 | 12.20 | 62 | 0.0061 % | 2,188.1 |
| Insurance Straight | 6.40 % | 6.48 % | 106,068 | 13.22 | 20 | 0.3483 % | 2,804.5 |
| FloatingReset | 9.49 % | 9.92 % | 44,723 | 9.66 | 2 | -0.1603 % | 2,528.3 |
| FixedReset Prem | 6.58 % | 6.50 % | 191,795 | 12.76 | 2 | 0.2176 % | 2,388.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0061 % | 2,236.7 |
| FixedReset Ins Non | 5.50 % | 7.57 % | 56,068 | 12.42 | 14 | -0.2068 % | 2,284.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.99 % |
| FTS.PR.M | FixedReset Disc | -4.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 8.29 % |
| NA.PR.E | FixedReset Disc | -3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.20 % |
| SLF.PR.G | FixedReset Ins Non | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 7.82 % |
| RY.PR.S | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.76 % |
| BN.PF.F | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 8.65 % |
| PVS.PR.K | SplitShare | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 7.70 % |
| IFC.PR.I | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.42 % |
| BN.PR.M | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.55 % |
| CM.PR.S | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 6.52 % |
| BMO.PR.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.73 % |
| CCS.PR.C | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 6.48 % |
| ELF.PR.H | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.58 % |
| MFC.PR.C | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 6.28 % |
| BN.PR.X | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 7.62 % |
| POW.PR.B | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.58 % |
| BN.PR.R | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 8.58 % |
| BN.PF.J | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 23.15 Evaluated at bid price : 24.30 Bid-YTW : 6.45 % |
| BN.PR.B | Floater | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 8.94 % |
| BN.PF.C | Perpetual-Discount | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 18.93 Evaluated at bid price : 18.93 Bid-YTW : 6.56 % |
| BN.PF.D | Perpetual-Discount | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 6.66 % |
| BN.PF.B | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.40 % |
| MFC.PR.M | FixedReset Ins Non | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.70 % |
| BN.PF.I | FixedReset Disc | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 21.93 Evaluated at bid price : 22.38 Bid-YTW : 7.37 % |
| BN.PF.H | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 7.04 % |
| BN.PF.A | FixedReset Disc | 4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 7.73 % |
| BN.PR.K | Floater | 6.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 8.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 91,360 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 7.16 % |
| TD.PF.B | FixedReset Disc | 65,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 7.51 % |
| SLF.PR.D | Insurance Straight | 65,723 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.22 % |
| TD.PF.A | FixedReset Disc | 63,715 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 7.50 % |
| PWF.PR.Z | Perpetual-Discount | 38,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.58 % |
| GWO.PR.G | Insurance Straight | 34,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-13 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 6.58 % |
| There were 53 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.P | Insurance Straight | Quote: 20.55 – 21.50 Spot Rate : 0.9500 Average : 0.5789 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 16.00 – 17.10 Spot Rate : 1.1000 Average : 0.7686 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 16.76 – 18.25 Spot Rate : 1.4900 Average : 1.1923 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.00 – 20.99 Spot Rate : 0.9900 Average : 0.6935 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 16.20 – 17.00 Spot Rate : 0.8000 Average : 0.5189 YTW SCENARIO |
| BN.PR.K | Floater | Quote: 13.00 – 14.00 Spot Rate : 1.0000 Average : 0.7233 YTW SCENARIO |