| 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 | 0.7620 % | 2,172.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7620 % | 4,166.2 |
| Floater | 11.21 % | 11.34 % | 60,981 | 8.58 | 2 | 0.7620 % | 2,401.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0621 % | 3,294.8 |
| SplitShare | 5.08 % | 8.46 % | 39,031 | 1.92 | 7 | 0.0621 % | 3,934.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0621 % | 3,070.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2767 % | 2,437.2 |
| Perpetual-Discount | 7.04 % | 7.17 % | 43,043 | 12.40 | 31 | 0.2767 % | 2,657.7 |
| FixedReset Disc | 6.09 % | 9.17 % | 102,824 | 10.65 | 56 | 0.2113 % | 2,094.8 |
| Insurance Straight | 6.91 % | 7.04 % | 62,156 | 12.50 | 16 | 0.2391 % | 2,600.7 |
| FloatingReset | 11.25 % | 11.44 % | 35,677 | 8.52 | 1 | 1.3699 % | 2,380.5 |
| FixedReset Prem | 4.77 % | 5.44 % | 416,886 | 0.14 | 1 | 0.0000 % | 2,295.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2113 % | 2,141.3 |
| FixedReset Ins Non | 6.34 % | 8.84 % | 65,504 | 11.01 | 13 | 0.5554 % | 2,273.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Disc | -3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 15.67 Evaluated at bid price : 15.67 Bid-YTW : 9.78 % |
| PWF.PR.H | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.22 % |
| SLF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 9.89 % |
| BIP.PR.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 9.52 % |
| BN.PF.J | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 9.77 % |
| CM.PR.T | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 22.17 Evaluated at bid price : 22.85 Bid-YTW : 8.15 % |
| PWF.PR.G | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 7.15 % |
| BN.PF.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 10.35 % |
| FTS.PR.K | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 9.26 % |
| POW.PR.B | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.13 % |
| BN.PR.N | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 7.53 % |
| MFC.PR.L | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.84 % |
| PWF.PR.S | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 7.11 % |
| RY.PR.O | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.09 % |
| GWO.PR.Y | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.93 % |
| RY.PR.J | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 9.22 % |
| CU.PR.F | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 7.02 % |
| SLF.PR.J | FloatingReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 11.44 % |
| PWF.PR.P | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 10.43 % |
| BN.PR.X | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 11.08 % |
| SLF.PR.C | Insurance Straight | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 6.66 % |
| CU.PR.G | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.98 % |
| BIP.PR.F | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 9.39 % |
| SLF.PR.H | FixedReset Ins Non | 7.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 9.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Prem | 152,683 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.44 % |
| CM.PR.T | FixedReset Disc | 39,810 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 22.17 Evaluated at bid price : 22.85 Bid-YTW : 8.15 % |
| BMO.PR.Y | FixedReset Disc | 35,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 9.33 % |
| BMO.PR.S | FixedReset Disc | 29,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 8.99 % |
| RY.PR.H | FixedReset Disc | 26,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 8.96 % |
| FTS.PR.G | FixedReset Disc | 22,620 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-10 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 8.42 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Insurance Straight | Quote: 16.20 – 17.80 Spot Rate : 1.6000 Average : 0.9156 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 16.33 – 17.90 Spot Rate : 1.5700 Average : 0.9547 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 12.75 – 14.00 Spot Rate : 1.2500 Average : 0.7665 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 12.70 – 13.64 Spot Rate : 0.9400 Average : 0.5704 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 21.00 – 21.80 Spot Rate : 0.8000 Average : 0.4844 YTW SCENARIO |
| IFC.PR.C | FixedReset Disc | Quote: 15.67 – 16.45 Spot Rate : 0.7800 Average : 0.4986 YTW SCENARIO |