| 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 | 0.7785 % | 2,250.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7785 % | 4,316.3 |
| Floater | 10.82 % | 11.04 % | 49,628 | 8.75 | 1 | 0.7785 % | 2,487.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2828 % | 3,361.5 |
| SplitShare | 5.02 % | 7.53 % | 47,303 | 2.39 | 7 | 1.2828 % | 4,014.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2828 % | 3,132.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7387 % | 2,564.4 |
| Perpetual-Discount | 6.64 % | 6.82 % | 47,753 | 12.81 | 28 | 0.7387 % | 2,796.4 |
| FixedReset Disc | 5.76 % | 8.45 % | 86,518 | 11.11 | 64 | 0.1443 % | 2,166.0 |
| Insurance Straight | 6.58 % | 6.74 % | 56,211 | 12.85 | 19 | 1.0718 % | 2,733.9 |
| FloatingReset | 11.40 % | 11.13 % | 37,315 | 8.69 | 2 | 0.3367 % | 2,418.7 |
| FixedReset Prem | 7.00 % | 6.86 % | 272,878 | 3.71 | 1 | 0.0000 % | 2,309.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1443 % | 2,214.1 |
| FixedReset Ins Non | 6.24 % | 7.96 % | 60,845 | 11.58 | 11 | -0.0931 % | 2,298.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -8.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 9.72 % |
| BN.PR.R | FixedReset Disc | -7.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 10.48 % |
| BN.PF.E | FixedReset Disc | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 10.38 % |
| TD.PF.L | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 22.28 Evaluated at bid price : 23.06 Bid-YTW : 7.72 % |
| BN.PR.T | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 9.83 % |
| CM.PR.T | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 22.22 Evaluated at bid price : 22.95 Bid-YTW : 7.76 % |
| BIK.PR.A | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.92 Evaluated at bid price : 22.45 Bid-YTW : 8.74 % |
| MFC.PR.B | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 6.58 % |
| RY.PR.M | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 8.20 % |
| GWO.PR.Q | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.83 % |
| MFC.PR.N | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 8.95 % |
| IFC.PR.K | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 6.85 % |
| PWF.PR.H | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 6.82 % |
| GWO.PR.M | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 6.73 % |
| GWO.PR.H | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 6.77 % |
| POW.PR.C | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.64 % |
| POW.PR.D | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.79 % |
| PWF.PF.A | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 6.86 % |
| PVS.PR.F | SplitShare | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 6.80 % |
| BN.PF.A | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 8.45 % |
| PWF.PR.F | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 6.85 % |
| GWO.PR.S | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.82 % |
| PVS.PR.H | SplitShare | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 7.58 % |
| PWF.PR.K | Perpetual-Discount | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 6.84 % |
| FTS.PR.J | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.40 % |
| SLF.PR.E | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.31 % |
| PVS.PR.I | SplitShare | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.81 Bid-YTW : 7.40 % |
| SLF.PR.D | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.31 % |
| MFC.PR.C | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.43 % |
| RY.PR.N | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 5.77 % |
| POW.PR.A | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.73 % |
| GWO.PR.P | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.81 % |
| BN.PR.N | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.84 % |
| IFC.PR.F | Insurance Straight | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.70 % |
| GWO.PR.R | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.79 % |
| TRP.PR.G | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 9.48 % |
| BN.PF.I | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 9.13 % |
| GWO.PR.L | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.77 % |
| PWF.PR.S | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 6.81 % |
| RY.PR.J | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 8.22 % |
| BN.PF.G | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 10.29 % |
| BN.PR.X | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 9.05 % |
| TRP.PR.E | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 15.17 Evaluated at bid price : 15.17 Bid-YTW : 10.01 % |
| RY.PR.S | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 7.83 % |
| MFC.PR.Q | FixedReset Ins Non | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.92 % |
| PVS.PR.G | SplitShare | 1.93 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 7.27 % |
| PVS.PR.J | SplitShare | 2.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.18 Bid-YTW : 7.53 % |
| GWO.PR.Y | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 6.74 % |
| BMO.PR.F | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 23.98 Evaluated at bid price : 24.50 Bid-YTW : 7.58 % |
| BN.PF.B | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.57 % |
| CU.PR.J | Perpetual-Discount | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 161,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.66 % |
| TD.PF.B | FixedReset Disc | 42,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.61 % |
| FTS.PR.G | FixedReset Disc | 28,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 8.19 % |
| CM.PR.T | FixedReset Disc | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 22.22 Evaluated at bid price : 22.95 Bid-YTW : 7.76 % |
| CM.PR.P | FixedReset Disc | 17,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 8.68 % |
| RY.PR.S | FixedReset Disc | 14,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-24 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 7.83 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 16.50 – 24.62 Spot Rate : 8.1200 Average : 5.4496 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 15.51 – 17.66 Spot Rate : 2.1500 Average : 1.3863 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 18.56 – 20.00 Spot Rate : 1.4400 Average : 0.9038 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 13.25 – 14.50 Spot Rate : 1.2500 Average : 0.7200 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 17.85 – 18.80 Spot Rate : 0.9500 Average : 0.5873 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 21.26 – 22.50 Spot Rate : 1.2400 Average : 0.8774 YTW SCENARIO |