| 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 | 0.0449 % | 2,151.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0449 % | 4,127.3 |
| Floater | 11.32 % | 11.41 % | 57,886 | 8.58 | 2 | 0.0449 % | 2,378.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1165 % | 3,354.5 |
| SplitShare | 5.03 % | 7.32 % | 41,232 | 2.27 | 7 | -0.1165 % | 4,005.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1165 % | 3,125.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1035 % | 2,511.1 |
| Perpetual-Discount | 6.80 % | 6.99 % | 45,282 | 12.47 | 33 | 0.1035 % | 2,738.2 |
| FixedReset Disc | 6.10 % | 9.15 % | 96,368 | 10.56 | 55 | 0.3175 % | 2,062.2 |
| Insurance Straight | 6.81 % | 6.88 % | 67,875 | 12.75 | 17 | 0.0681 % | 2,641.9 |
| FloatingReset | 11.32 % | 11.43 % | 35,609 | 8.56 | 1 | 2.4561 % | 2,348.3 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3175 % | 2,260.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3175 % | 2,108.0 |
| FixedReset Ins Non | 6.41 % | 8.40 % | 127,324 | 11.24 | 11 | 0.1972 % | 2,241.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 9.16 % |
| PVS.PR.K | SplitShare | -1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.66 Bid-YTW : 8.43 % |
| BN.PF.H | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 10.08 % |
| BN.PR.M | Perpetual-Discount | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 7.31 % |
| BN.PR.N | Perpetual-Discount | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 7.31 % |
| BN.PF.D | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 7.34 % |
| IFC.PR.E | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.88 % |
| RY.PR.O | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.96 % |
| SLF.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 12.34 Evaluated at bid price : 12.34 Bid-YTW : 10.13 % |
| BMO.PR.F | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 22.98 Evaluated at bid price : 23.65 Bid-YTW : 8.01 % |
| GWO.PR.Y | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 6.80 % |
| PWF.PR.S | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.99 % |
| CU.PR.D | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.85 % |
| RY.PR.M | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 9.15 % |
| POW.PR.A | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 6.96 % |
| CIU.PR.A | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 6.95 % |
| TD.PF.B | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.15 % |
| BN.PF.G | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 11.21 % |
| BNS.PR.I | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 8.07 % |
| RY.PR.S | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 8.12 % |
| MFC.PR.L | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 9.09 % |
| RY.PR.Z | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 8.99 % |
| SLF.PR.J | FloatingReset | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 11.43 % |
| BN.PF.E | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 11.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.O | Perpetual-Discount | 36,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.96 % |
| SLF.PR.G | FixedReset Ins Non | 35,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 12.34 Evaluated at bid price : 12.34 Bid-YTW : 10.13 % |
| NA.PR.G | FixedReset Disc | 28,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 8.33 % |
| TD.PF.A | FixedReset Disc | 25,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 9.12 % |
| POW.PR.G | Perpetual-Discount | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 7.03 % |
| PWF.PF.A | Perpetual-Discount | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-18 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 6.94 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PR.Z | FixedReset Disc | Quote: 17.60 – 22.00 Spot Rate : 4.4000 Average : 2.4900 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 16.65 – 17.98 Spot Rate : 1.3300 Average : 0.9920 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 23.30 – 24.30 Spot Rate : 1.0000 Average : 0.7032 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 18.91 – 19.70 Spot Rate : 0.7900 Average : 0.5648 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 20.66 – 21.47 Spot Rate : 0.8100 Average : 0.6254 YTW SCENARIO |
| IFC.PR.C | FixedReset Disc | Quote: 16.42 – 17.00 Spot Rate : 0.5800 Average : 0.3957 YTW SCENARIO |