| 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 | 0.4219 % | 2,298.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4219 % | 4,408.9 |
| Floater | 10.59 % | 10.81 % | 48,204 | 8.90 | 1 | 0.4219 % | 2,540.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6003 % | 3,377.9 |
| SplitShare | 4.99 % | 7.19 % | 49,405 | 2.39 | 7 | 0.6003 % | 4,034.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6003 % | 3,147.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2866 % | 2,562.6 |
| Perpetual-Discount | 6.65 % | 6.83 % | 46,667 | 12.79 | 28 | 0.2866 % | 2,794.4 |
| FixedReset Disc | 5.81 % | 8.48 % | 87,317 | 11.16 | 64 | -0.3762 % | 2,148.1 |
| Insurance Straight | 6.61 % | 6.76 % | 57,418 | 12.83 | 19 | -0.3688 % | 2,720.6 |
| FloatingReset | 11.40 % | 11.06 % | 36,213 | 8.73 | 2 | 0.1681 % | 2,418.7 |
| FixedReset Prem | 7.01 % | 6.93 % | 255,919 | 3.70 | 1 | -0.2389 % | 2,304.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3762 % | 2,195.8 |
| FixedReset Ins Non | 6.18 % | 7.95 % | 62,996 | 11.57 | 11 | 0.2623 % | 2,320.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -6.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 11.08 % |
| RY.PR.S | FixedReset Disc | -5.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 8.28 % |
| BN.PF.H | FixedReset Disc | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 9.66 % |
| TRP.PR.A | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 10.32 % |
| MFC.PR.B | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.75 % |
| IFC.PR.F | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.80 % |
| CU.PR.D | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 6.86 % |
| NA.PR.S | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 8.85 % |
| BIP.PR.B | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 9.55 % |
| FTS.PR.M | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 9.38 % |
| CU.PR.J | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.89 % |
| MFC.PR.C | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 6.57 % |
| TD.PF.E | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.48 % |
| IFC.PR.K | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.86 % |
| RY.PR.J | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 8.35 % |
| IFC.PR.E | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.83 % |
| PVS.PR.F | SplitShare | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.58 Bid-YTW : 6.92 % |
| CU.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.33 % |
| POW.PR.D | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.70 % |
| BN.PR.X | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 9.18 % |
| RY.PR.O | Perpetual-Discount | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.64 % |
| PVS.PR.G | SplitShare | 2.13 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.95 Bid-YTW : 7.02 % |
| SLF.PR.G | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 9.34 % |
| RY.PR.N | Perpetual-Discount | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.64 % |
| PWF.PR.G | Perpetual-Discount | 7.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 21.73 Evaluated at bid price : 21.98 Bid-YTW : 6.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.D | FixedReset Disc | 91,074 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 10.09 % |
| BN.PF.B | FixedReset Disc | 62,558 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 9.56 % |
| TD.PF.K | FixedReset Disc | 56,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 7.43 % |
| IFC.PR.C | FixedReset Disc | 38,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 8.21 % |
| BN.PF.D | Perpetual-Discount | 31,754 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 7.05 % |
| FTS.PR.G | FixedReset Disc | 31,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-27 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 8.08 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 18.15 – 25.08 Spot Rate : 6.9300 Average : 3.9103 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 18.95 – 20.07 Spot Rate : 1.1200 Average : 0.7173 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 19.88 – 20.80 Spot Rate : 0.9200 Average : 0.5403 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 17.60 – 19.00 Spot Rate : 1.4000 Average : 1.0729 YTW SCENARIO |
| BN.PF.H | FixedReset Disc | Quote: 19.50 – 20.30 Spot Rate : 0.8000 Average : 0.4893 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 10.65 – 11.44 Spot Rate : 0.7900 Average : 0.5551 YTW SCENARIO |