| 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 | 0.8049 % | 2,057.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8049 % | 3,945.6 |
| Floater | 11.84 % | 12.14 % | 51,992 | 7.99 | 2 | 0.8049 % | 2,273.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5727 % | 3,358.5 |
| SplitShare | 5.00 % | 8.00 % | 49,169 | 1.82 | 8 | 0.5727 % | 4,010.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5727 % | 3,129.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4321 % | 2,500.3 |
| Perpetual-Discount | 6.84 % | 6.97 % | 46,651 | 12.59 | 33 | 0.4321 % | 2,726.4 |
| FixedReset Disc | 6.02 % | 8.75 % | 113,757 | 11.04 | 55 | 0.4098 % | 2,138.4 |
| Insurance Straight | 6.69 % | 6.87 % | 61,201 | 12.65 | 19 | 1.0593 % | 2,694.5 |
| FloatingReset | 11.03 % | 11.35 % | 29,316 | 8.49 | 1 | 1.9284 % | 2,380.5 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4098 % | 2,417.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4098 % | 2,185.9 |
| FixedReset Ins Non | 5.95 % | 8.42 % | 90,836 | 11.39 | 14 | 1.1973 % | 2,390.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -9.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 8.68 % |
| POW.PR.A | Perpetual-Discount | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 7.18 % |
| PWF.PF.A | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 6.96 % |
| CU.PR.J | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.92 % |
| PWF.PR.P | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 10.04 % |
| MFC.PR.K | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 7.66 % |
| CU.PR.F | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 6.72 % |
| FTS.PR.F | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.60 % |
| PWF.PR.L | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 6.99 % |
| BMO.PR.T | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 8.75 % |
| BN.PF.I | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 10.41 % |
| GWO.PR.I | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 6.76 % |
| CM.PR.P | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.94 % |
| GWO.PR.M | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.02 % |
| PWF.PR.K | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.97 % |
| PWF.PR.O | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 7.08 % |
| BN.PR.N | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 7.38 % |
| PWF.PR.R | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.05 % |
| BN.PF.F | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 15.78 Evaluated at bid price : 15.78 Bid-YTW : 10.76 % |
| GWO.PR.H | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 6.90 % |
| BN.PR.B | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 10.70 Evaluated at bid price : 10.70 Bid-YTW : 12.14 % |
| PVS.PR.K | SplitShare | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 8.11 % |
| BN.PF.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 11.01 % |
| MFC.PR.J | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.86 % |
| RY.PR.S | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 7.46 % |
| SLF.PR.H | FixedReset Ins Non | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.42 % |
| GWO.PR.R | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 6.87 % |
| PVS.PR.G | SplitShare | 1.49 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 7.53 % |
| POW.PR.B | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 6.97 % |
| GWO.PR.T | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 7.08 % |
| TD.PF.D | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.94 % |
| GWO.PR.S | Insurance Straight | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 7.02 % |
| PVS.PR.J | SplitShare | 1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 7.86 % |
| PWF.PR.S | Perpetual-Discount | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.92 % |
| FTS.PR.K | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 8.64 % |
| SLF.PR.J | FloatingReset | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 11.35 % |
| BN.PR.X | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 10.67 % |
| FTS.PR.H | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 9.50 % |
| RY.PR.J | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 8.82 % |
| CU.PR.H | Perpetual-Discount | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.66 % |
| FTS.PR.G | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 7.91 % |
| BN.PF.A | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 9.07 % |
| RY.PR.N | Perpetual-Discount | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.01 % |
| NA.PR.E | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 7.66 % |
| BN.PF.J | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 9.57 % |
| BN.PF.H | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 9.76 % |
| MFC.PR.F | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 13.47 Evaluated at bid price : 13.47 Bid-YTW : 9.02 % |
| CU.PR.I | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 8.77 % |
| MFC.PR.C | Insurance Straight | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 6.50 % |
| SLF.PR.G | FixedReset Ins Non | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 9.25 % |
| IFC.PR.F | Insurance Straight | 4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.92 % |
| MFC.PR.N | FixedReset Ins Non | 5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 8.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.K | Perpetual-Discount | 156,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.97 % |
| MFC.PR.B | Insurance Straight | 81,124 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 6.47 % |
| RY.PR.M | FixedReset Disc | 56,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.88 % |
| IFC.PR.C | FixedReset Ins Non | 55,438 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.00 % |
| TD.PF.B | FixedReset Disc | 45,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 8.40 % |
| BN.PF.F | FixedReset Disc | 33,612 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-16 Maturity Price : 15.78 Evaluated at bid price : 15.78 Bid-YTW : 10.76 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 13.47 – 23.80 Spot Rate : 10.3300 Average : 5.5367 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 20.70 – 23.46 Spot Rate : 2.7600 Average : 1.6640 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.53 – 20.75 Spot Rate : 2.2200 Average : 1.2869 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 24.46 – 25.46 Spot Rate : 1.0000 Average : 0.5476 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.19 – 19.19 Spot Rate : 1.0000 Average : 0.6324 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.09 – 19.85 Spot Rate : 1.7600 Average : 1.4275 YTW SCENARIO |