| 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 | 1.3158 % | 2,231.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3158 % | 4,279.2 |
| Floater | 10.53 % | 10.68 % | 40,995 | 9.06 | 1 | 1.3158 % | 2,466.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3132 % | 3,270.6 |
| SplitShare | 5.13 % | 8.42 % | 50,600 | 2.16 | 6 | -0.3132 % | 3,905.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3132 % | 3,047.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6239 % | 2,571.9 |
| Perpetual-Discount | 6.63 % | 6.81 % | 40,166 | 12.79 | 31 | 0.6239 % | 2,804.5 |
| FixedReset Disc | 5.90 % | 8.57 % | 81,356 | 11.01 | 63 | -0.1216 % | 2,114.1 |
| Insurance Straight | 6.59 % | 6.67 % | 52,571 | 12.99 | 19 | 0.4998 % | 2,730.8 |
| FloatingReset | 11.38 % | 11.05 % | 28,648 | 8.80 | 2 | 0.2734 % | 2,381.4 |
| FixedReset Prem | 6.98 % | 7.16 % | 256,774 | 3.70 | 1 | 0.0000 % | 2,315.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1216 % | 2,161.1 |
| FixedReset Ins Non | 6.65 % | 8.01 % | 93,397 | 11.49 | 9 | -0.2880 % | 2,297.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.I | FixedReset Disc | -7.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 8.38 % |
| PWF.PR.P | FixedReset Disc | -5.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 9.84 % |
| MFC.PR.I | FixedReset Ins Non | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.97 % |
| RY.PR.Z | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 8.84 % |
| PVS.PR.G | SplitShare | -1.51 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.90 Bid-YTW : 8.71 % |
| CM.PR.Q | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 8.62 % |
| TD.PF.E | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.54 % |
| BIP.PR.F | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 8.77 % |
| POW.PR.G | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 6.85 % |
| POW.PR.D | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 6.76 % |
| CU.PR.G | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.60 % |
| BN.PR.N | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 6.96 % |
| SLF.PR.E | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.27 % |
| PWF.PR.R | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.86 % |
| NA.PR.W | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 8.71 % |
| PWF.PR.G | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.84 % |
| NA.PR.G | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 21.45 Evaluated at bid price : 21.75 Bid-YTW : 7.64 % |
| GWO.PR.I | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 6.59 % |
| ELF.PR.F | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.81 % |
| BN.PR.B | Floater | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 10.68 % |
| IFC.PR.C | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 8.24 % |
| PWF.PR.S | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.72 % |
| BN.PF.D | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.99 % |
| BIP.PR.E | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 8.28 % |
| BN.PF.I | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 9.18 % |
| BN.PF.A | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 8.73 % |
| FTS.PR.K | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 8.99 % |
| BN.PF.C | Perpetual-Discount | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 7.02 % |
| CU.PR.D | Perpetual-Discount | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-04 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 6.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| No individual volumes exceeding 10,000 shares! | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.I | FixedReset Disc | Quote: 18.55 – 20.38 Spot Rate : 1.8300 Average : 1.0680 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.61 – 17.90 Spot Rate : 1.2900 Average : 0.7779 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 16.90 – 18.20 Spot Rate : 1.3000 Average : 0.7963 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 21.00 – 21.84 Spot Rate : 0.8400 Average : 0.5626 YTW SCENARIO |
| PWF.PR.O | Perpetual-Discount | Quote: 21.15 – 21.88 Spot Rate : 0.7300 Average : 0.4599 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 23.25 – 23.90 Spot Rate : 0.6500 Average : 0.4418 YTW SCENARIO |