| 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 | -0.0778 % | 2,468.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0778 % | 4,733.5 |
| Floater | 8.79 % | 8.86 % | 66,231 | 10.55 | 2 | -0.0778 % | 2,728.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0062 % | 3,300.0 |
| SplitShare | 5.09 % | 7.48 % | 76,460 | 2.86 | 7 | -0.0062 % | 3,940.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0062 % | 3,074.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3931 % | 2,690.1 |
| Perpetual-Discount | 6.33 % | 6.43 % | 98,780 | 13.23 | 35 | 0.3931 % | 2,933.4 |
| FixedReset Disc | 5.48 % | 7.64 % | 96,255 | 12.03 | 62 | 0.5973 % | 2,211.3 |
| Insurance Straight | 6.23 % | 6.34 % | 112,187 | 13.44 | 20 | 0.6930 % | 2,881.4 |
| FloatingReset | 9.97 % | 10.50 % | 45,172 | 9.18 | 2 | 0.5665 % | 2,449.6 |
| FixedReset Prem | 6.65 % | 6.37 % | 178,493 | 4.13 | 2 | -0.6548 % | 2,361.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5973 % | 2,260.4 |
| FixedReset Ins Non | 5.56 % | 7.64 % | 62,834 | 12.16 | 14 | 0.7767 % | 2,322.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Disc | -3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.97 % |
| BMO.PR.W | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 7.88 % |
| PVS.PR.I | SplitShare | -2.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 7.76 % |
| SLF.PR.H | FixedReset Ins Non | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 15.19 Evaluated at bid price : 15.19 Bid-YTW : 8.09 % |
| IFC.PR.F | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.34 % |
| CU.PR.E | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.37 % |
| TRP.PR.B | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 11.04 Evaluated at bid price : 11.04 Bid-YTW : 9.34 % |
| TRP.PR.G | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 8.90 % |
| CU.PR.D | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.36 % |
| IFC.PR.E | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.32 % |
| MFC.PR.B | Insurance Straight | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.06 % |
| CCS.PR.C | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.24 % |
| MFC.PR.N | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 7.96 % |
| TD.PF.M | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 6.68 % |
| RY.PR.J | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.53 % |
| FTS.PR.M | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.36 % |
| BMO.PR.F | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 23.57 Evaluated at bid price : 24.01 Bid-YTW : 7.10 % |
| BN.PF.I | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 22.17 Evaluated at bid price : 22.75 Bid-YTW : 7.42 % |
| BN.PR.R | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 8.79 % |
| RY.PR.S | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 6.98 % |
| CM.PR.Q | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 7.53 % |
| BN.PR.M | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 6.61 % |
| NA.PR.C | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 6.37 % |
| FTS.PR.G | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.88 % |
| TD.PF.D | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 7.42 % |
| GWO.PR.H | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 6.40 % |
| GWO.PR.N | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 8.39 % |
| CM.PR.T | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 23.37 Evaluated at bid price : 23.83 Bid-YTW : 6.88 % |
| GWO.PR.I | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 6.25 % |
| GWO.PR.R | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.41 % |
| BIP.PR.F | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.07 % |
| NA.PR.S | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.74 % |
| TD.PF.L | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 23.55 Evaluated at bid price : 24.00 Bid-YTW : 6.81 % |
| TD.PF.B | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.72 % |
| BN.PR.Z | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 7.31 % |
| BMO.PR.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.17 % |
| CU.PR.J | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.38 % |
| TD.PF.A | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.57 % |
| BNS.PR.I | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 7.06 % |
| MFC.PR.K | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.90 % |
| TD.PF.C | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 7.64 % |
| PWF.PR.K | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.43 % |
| FTS.PR.H | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 8.57 % |
| CM.PR.P | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 7.79 % |
| BMO.PR.T | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.69 % |
| PWF.PR.T | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.83 % |
| SLF.PR.D | Insurance Straight | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 6.00 % |
| TD.PF.K | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 7.18 % |
| BN.PF.G | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 15.77 Evaluated at bid price : 15.77 Bid-YTW : 9.06 % |
| NA.PR.W | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 7.82 % |
| PWF.PR.P | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 8.56 % |
| BN.PF.D | Perpetual-Discount | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.61 % |
| NA.PR.E | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.27 % |
| TD.PF.J | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 6.91 % |
| IFC.PR.I | Perpetual-Discount | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.64 Evaluated at bid price : 21.94 Bid-YTW : 6.19 % |
| MFC.PR.I | FixedReset Ins Non | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 22.03 Evaluated at bid price : 22.56 Bid-YTW : 6.89 % |
| GWO.PR.Y | Insurance Straight | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 6.21 % |
| IAF.PR.I | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.77 Evaluated at bid price : 22.20 Bid-YTW : 6.95 % |
| MFC.PR.M | FixedReset Ins Non | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.92 % |
| MFC.PR.C | Insurance Straight | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 6.08 % |
| IAF.PR.B | Insurance Straight | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.86 % |
| BN.PF.E | FixedReset Disc | 9.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 15.32 Evaluated at bid price : 15.32 Bid-YTW : 9.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.N | Perpetual-Discount | 89,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.60 % |
| GWO.PR.N | FixedReset Ins Non | 16,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 8.39 % |
| NA.PR.E | FixedReset Disc | 13,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.27 % |
| CM.PR.S | FixedReset Disc | 13,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.85 % |
| BIP.PR.B | FixedReset Disc | 12,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 21.94 Evaluated at bid price : 22.25 Bid-YTW : 8.38 % |
| TD.PF.C | FixedReset Disc | 10,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-05 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 7.64 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.F | FixedReset Disc | Quote: 19.50 – 21.00 Spot Rate : 1.5000 Average : 0.9749 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 19.40 – 20.86 Spot Rate : 1.4600 Average : 0.9537 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 18.46 – 19.80 Spot Rate : 1.3400 Average : 0.9015 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.77 – 13.85 Spot Rate : 1.0800 Average : 0.6815 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 18.64 – 19.80 Spot Rate : 1.1600 Average : 0.8049 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.00 – 19.00 Spot Rate : 1.0000 Average : 0.6895 YTW SCENARIO |