| 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 | -1.0783 % | 2,038.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0783 % | 3,910.4 |
| Floater | 11.94 % | 12.28 % | 35,685 | 7.93 | 2 | -1.0783 % | 2,253.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4271 % | 3,319.7 |
| SplitShare | 5.06 % | 8.57 % | 38,896 | 1.84 | 8 | 0.4271 % | 3,964.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4271 % | 3,093.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1862 % | 2,480.9 |
| Perpetual-Discount | 6.89 % | 7.01 % | 49,393 | 12.55 | 33 | -0.1862 % | 2,705.2 |
| FixedReset Disc | 6.02 % | 8.62 % | 119,165 | 11.10 | 55 | 0.0873 % | 2,121.3 |
| Insurance Straight | 6.73 % | 6.91 % | 64,339 | 12.62 | 19 | -0.0227 % | 2,680.0 |
| FloatingReset | 10.97 % | 11.25 % | 33,157 | 8.57 | 1 | 0.3367 % | 2,396.6 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0873 % | 2,398.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0873 % | 2,168.4 |
| FixedReset Ins Non | 6.11 % | 8.44 % | 79,844 | 11.27 | 14 | 0.5506 % | 2,326.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.X | FixedReset Disc | -4.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 13.13 Evaluated at bid price : 13.13 Bid-YTW : 10.42 % |
| BN.PR.M | Perpetual-Discount | -3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 7.75 % |
| BN.PF.C | Perpetual-Discount | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 7.79 % |
| BN.PF.E | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 11.61 % |
| BN.PF.D | Perpetual-Discount | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 7.86 % |
| BN.PR.N | Perpetual-Discount | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 7.83 % |
| POW.PR.A | Perpetual-Discount | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.10 % |
| MFC.PR.C | Insurance Straight | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 6.56 % |
| PWF.PF.A | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 7.01 % |
| BN.PR.K | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 10.55 Evaluated at bid price : 10.55 Bid-YTW : 12.28 % |
| PWF.PR.Z | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 7.10 % |
| ELF.PR.H | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.22 % |
| SLF.PR.E | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.51 % |
| PWF.PR.E | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 7.14 % |
| BN.PF.H | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 9.88 % |
| TD.PF.I | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 22.47 Evaluated at bid price : 23.22 Bid-YTW : 7.29 % |
| BN.PR.R | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 11.10 % |
| CU.PR.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.42 % |
| TD.PF.D | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 9.00 % |
| MFC.PR.M | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 8.58 % |
| BIP.PR.E | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 8.65 % |
| BN.PF.F | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 10.48 % |
| BIP.PR.F | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 9.18 % |
| IFC.PR.E | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.77 % |
| RY.PR.O | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.09 % |
| GWO.PR.I | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 6.91 % |
| SLF.PR.G | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 9.31 % |
| MFC.PR.N | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 9.15 % |
| IFC.PR.F | Insurance Straight | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 6.96 % |
| MFC.PR.K | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.78 % |
| BIK.PR.A | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 9.54 % |
| RY.PR.J | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 8.87 % |
| BN.PF.G | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 11.27 % |
| PVS.PR.H | SplitShare | 2.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 7.51 % |
| MFC.PR.F | FixedReset Ins Non | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 9.01 % |
| BN.PR.Z | FixedReset Disc | 5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 9.69 % |
| CU.PR.H | Perpetual-Discount | 5.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.G | FixedReset Disc | 87,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 11.27 % |
| IFC.PR.G | FixedReset Ins Non | 61,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 7.84 % |
| CM.PR.P | FixedReset Disc | 54,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 8.93 % |
| MFC.PR.Q | FixedReset Ins Non | 51,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 8.25 % |
| SLF.PR.G | FixedReset Ins Non | 39,041 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 9.31 % |
| GWO.PR.N | FixedReset Ins Non | 38,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-07 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 9.31 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.E | Perpetual-Discount | Quote: 18.40 – 22.12 Spot Rate : 3.7200 Average : 2.4634 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 16.50 – 18.77 Spot Rate : 2.2700 Average : 1.8172 YTW SCENARIO |
| BN.PR.B | Floater | Quote: 10.55 – 11.49 Spot Rate : 0.9400 Average : 0.5387 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 18.92 – 20.29 Spot Rate : 1.3700 Average : 0.9714 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 13.20 – 14.20 Spot Rate : 1.0000 Average : 0.7709 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 13.13 – 13.78 Spot Rate : 0.6500 Average : 0.4315 YTW SCENARIO |