| 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 | -0.2586 % | 2,235.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2586 % | 4,288.5 |
| Floater | 10.89 % | 11.18 % | 41,987 | 8.60 | 2 | -0.2586 % | 2,471.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2399 % | 3,371.2 |
| SplitShare | 5.00 % | 7.32 % | 42,968 | 2.05 | 8 | 0.2399 % | 4,025.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2399 % | 3,141.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5291 % | 2,539.1 |
| Perpetual-Discount | 6.76 % | 6.91 % | 43,143 | 12.67 | 31 | -0.5291 % | 2,768.7 |
| FixedReset Disc | 5.87 % | 8.76 % | 90,016 | 10.92 | 56 | -0.3031 % | 2,131.3 |
| Insurance Straight | 6.66 % | 6.81 % | 53,177 | 12.74 | 18 | -0.9897 % | 2,700.4 |
| FloatingReset | 10.91 % | 11.21 % | 40,346 | 8.58 | 1 | 0.6667 % | 2,428.7 |
| FixedReset Prem | 7.02 % | 7.08 % | 227,478 | 3.65 | 1 | -0.1597 % | 2,300.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3031 % | 2,178.6 |
| FixedReset Ins Non | 6.38 % | 8.17 % | 81,960 | 11.30 | 10 | 0.2427 % | 2,319.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.I | FixedReset Disc | -4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 9.81 % |
| SLF.PR.C | Insurance Straight | -3.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 6.60 % |
| CU.PR.I | FixedReset Disc | -3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 8.84 % |
| NA.PR.S | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 9.08 % |
| POW.PR.D | Perpetual-Discount | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.95 % |
| SLF.PR.D | Insurance Straight | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 6.52 % |
| GWO.PR.G | Insurance Straight | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.95 % |
| SLF.PR.E | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.54 % |
| BN.PR.X | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 9.95 % |
| BN.PR.M | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 7.11 % |
| GWO.PR.L | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.97 % |
| IFC.PR.C | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 8.68 % |
| CU.PR.E | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.88 % |
| POW.PR.A | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.83 % |
| MFC.PR.C | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 6.63 % |
| FTS.PR.F | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.43 % |
| BN.PR.Z | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 9.26 % |
| CM.PR.Y | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 22.94 Evaluated at bid price : 23.51 Bid-YTW : 8.01 % |
| IFC.PR.K | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.85 % |
| GWO.PR.M | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 21.27 Evaluated at bid price : 21.54 Bid-YTW : 6.84 % |
| BN.PR.R | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 10.60 % |
| RY.PR.M | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.42 % |
| BMO.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 8.72 % |
| POW.PR.G | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.92 % |
| PVS.PR.G | SplitShare | 1.10 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.97 Bid-YTW : 7.14 % |
| TD.PF.M | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 23.88 Evaluated at bid price : 24.38 Bid-YTW : 7.71 % |
| RY.PR.N | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.77 % |
| MFC.PR.L | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.P | FixedReset Disc | 37,870 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 8.94 % |
| TD.PF.M | FixedReset Disc | 24,849 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 23.88 Evaluated at bid price : 24.38 Bid-YTW : 7.71 % |
| BN.PF.E | FixedReset Disc | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 10.70 % |
| TD.PF.E | FixedReset Disc | 20,437 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.67 % |
| BMO.PR.E | FixedReset Disc | 14,470 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 7.63 % |
| FTS.PR.K | FixedReset Disc | 13,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-15 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 9.07 % |
| There were 11 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: 19.90 – 21.07 Spot Rate : 1.1700 Average : 0.8463 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 18.51 – 19.75 Spot Rate : 1.2400 Average : 0.9383 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 22.25 – 22.92 Spot Rate : 0.6700 Average : 0.4070 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 16.75 – 17.49 Spot Rate : 0.7400 Average : 0.4911 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 17.90 – 18.60 Spot Rate : 0.7000 Average : 0.4706 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 19.50 – 20.19 Spot Rate : 0.6900 Average : 0.4847 YTW SCENARIO |