| 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 | -0.6987 % | 2,197.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6987 % | 4,214.4 |
| Floater | 11.08 % | 11.44 % | 48,320 | 8.37 | 2 | -0.6987 % | 2,428.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3406 % | 3,314.1 |
| SplitShare | 5.10 % | 7.65 % | 41,439 | 2.30 | 7 | -0.3406 % | 3,957.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3406 % | 3,088.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2140 % | 2,507.8 |
| Perpetual-Discount | 6.81 % | 7.01 % | 46,887 | 12.49 | 33 | 0.2140 % | 2,734.6 |
| FixedReset Disc | 6.10 % | 9.06 % | 99,385 | 10.65 | 55 | -0.1821 % | 2,065.3 |
| Insurance Straight | 6.85 % | 6.93 % | 60,830 | 12.69 | 17 | 0.3470 % | 2,625.7 |
| FloatingReset | 11.63 % | 11.70 % | 36,907 | 8.42 | 1 | -2.3368 % | 2,285.6 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1821 % | 2,263.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1821 % | 2,111.1 |
| FixedReset Ins Non | 6.36 % | 8.36 % | 127,408 | 11.09 | 11 | 0.5999 % | 2,260.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -6.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 9.61 % |
| PVS.PR.J | SplitShare | -4.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 8.73 % |
| SLF.PR.J | FloatingReset | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 11.70 % |
| BN.PR.M | Perpetual-Discount | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.26 % |
| BMO.PR.S | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.24 % |
| PWF.PR.L | Perpetual-Discount | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 7.20 % |
| SLF.PR.D | Insurance Straight | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.75 % |
| FTS.PR.H | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 12.02 Evaluated at bid price : 12.02 Bid-YTW : 10.34 % |
| BN.PR.R | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 10.85 % |
| BN.PF.C | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.24 % |
| MFC.PR.M | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 9.11 % |
| PVS.PR.G | SplitShare | 1.08 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 7.65 % |
| BNS.PR.I | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 7.94 % |
| MFC.PR.C | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.76 % |
| POW.PR.G | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.06 % |
| CU.PR.D | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.87 % |
| CU.PR.G | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 6.83 % |
| POW.PR.C | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.83 % |
| CU.PR.F | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.84 % |
| CU.PR.E | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.95 % |
| MFC.PR.L | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.86 % |
| TD.PF.K | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 7.58 % |
| BN.PF.D | Perpetual-Discount | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 7.41 % |
| SLF.PR.C | Insurance Straight | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.14 Evaluated at bid price : 17.14 Bid-YTW : 6.51 % |
| MFC.PR.N | FixedReset Ins Non | 3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 9.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.G | FixedReset Disc | 129,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 8.36 % |
| CM.PR.P | FixedReset Disc | 53,921 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 9.32 % |
| PWF.PR.K | Perpetual-Discount | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 7.06 % |
| BN.PR.B | Floater | 42,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 11.34 Evaluated at bid price : 11.34 Bid-YTW : 11.51 % |
| FTS.PR.M | FixedReset Disc | 37,570 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 9.58 % |
| IFC.PR.G | FixedReset Ins Non | 28,226 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-07 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.36 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.F | FixedReset Disc | Quote: 16.15 – 25.00 Spot Rate : 8.8500 Average : 5.7826 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 19.29 – 20.80 Spot Rate : 1.5100 Average : 0.8417 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 17.15 – 20.00 Spot Rate : 2.8500 Average : 2.2418 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 16.60 – 18.00 Spot Rate : 1.4000 Average : 0.8120 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 15.70 – 16.70 Spot Rate : 1.0000 Average : 0.5787 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 21.10 – 22.40 Spot Rate : 1.3000 Average : 0.9174 YTW SCENARIO |