| 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 | 0.3579 % | 2,167.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3579 % | 4,156.9 |
| Floater | 11.23 % | 11.37 % | 54,955 | 8.57 | 2 | 0.3579 % | 2,395.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0490 % | 3,359.8 |
| SplitShare | 5.03 % | 7.37 % | 43,557 | 2.24 | 7 | -0.0490 % | 4,012.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0490 % | 3,130.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0752 % | 2,482.7 |
| Perpetual-Discount | 6.88 % | 7.08 % | 42,854 | 12.43 | 33 | 0.0752 % | 2,707.3 |
| FixedReset Disc | 5.99 % | 9.17 % | 104,302 | 10.61 | 55 | 0.0137 % | 2,103.2 |
| Insurance Straight | 6.87 % | 6.96 % | 60,321 | 12.63 | 17 | -0.0294 % | 2,619.4 |
| FloatingReset | 11.61 % | 11.76 % | 39,162 | 8.32 | 1 | 0.4937 % | 2,292.0 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0137 % | 2,305.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0137 % | 2,149.9 |
| FixedReset Ins Non | 6.56 % | 8.63 % | 124,173 | 11.09 | 11 | 0.5188 % | 2,287.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.A | FixedReset Disc | -25.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 12.97 % |
| BN.PF.B | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 10.44 % |
| CU.PR.D | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 6.98 % |
| POW.PR.A | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.98 % |
| BN.PF.G | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 14.46 Evaluated at bid price : 14.46 Bid-YTW : 11.43 % |
| MFC.PR.C | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 16.53 Evaluated at bid price : 16.53 Bid-YTW : 6.88 % |
| TD.PF.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 9.27 % |
| RY.PR.O | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.96 % |
| PWF.PR.T | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 8.92 % |
| MFC.PR.L | FixedReset Ins Non | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.98 % |
| IFC.PR.C | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 9.36 % |
| RY.PR.N | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 5.97 % |
| RY.PR.S | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 8.15 % |
| CM.PR.Y | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 23.40 Evaluated at bid price : 24.00 Bid-YTW : 8.07 % |
| IFC.PR.A | FixedReset Ins Non | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 9.08 % |
| MFC.PR.N | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 9.46 % |
| BIP.PR.F | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 9.52 % |
| BN.PR.X | FixedReset Disc | 30.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 10.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.G | FixedReset Disc | 100,603 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 14.46 Evaluated at bid price : 14.46 Bid-YTW : 11.43 % |
| TD.PF.K | FixedReset Disc | 71,993 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 5.74 % |
| TD.PF.B | FixedReset Disc | 62,222 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 8.93 % |
| RY.PR.Z | FixedReset Disc | 52,696 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 9.15 % |
| BMO.PR.S | FixedReset Disc | 36,789 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 9.05 % |
| BMO.PR.T | FixedReset Disc | 29,705 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-28 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.38 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.A | FixedReset Disc | Quote: 14.11 – 19.00 Spot Rate : 4.8900 Average : 2.7344 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 21.30 – 23.95 Spot Rate : 2.6500 Average : 1.5219 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 16.45 – 17.70 Spot Rate : 1.2500 Average : 0.8391 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 20.80 – 21.50 Spot Rate : 0.7000 Average : 0.4388 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 16.50 – 17.16 Spot Rate : 0.6600 Average : 0.4111 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 23.15 – 23.85 Spot Rate : 0.7000 Average : 0.5343 YTW SCENARIO |