| 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 | 0.4697 % | 2,066.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4697 % | 3,964.2 |
| Floater | 11.78 % | 12.02 % | 53,426 | 8.06 | 2 | 0.4697 % | 2,284.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0319 % | 3,359.5 |
| SplitShare | 5.00 % | 7.54 % | 53,122 | 1.82 | 8 | 0.0319 % | 4,012.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0319 % | 3,130.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0016 % | 2,500.3 |
| Perpetual-Discount | 6.84 % | 6.98 % | 47,119 | 12.58 | 33 | -0.0016 % | 2,726.4 |
| FixedReset Disc | 5.99 % | 8.70 % | 114,082 | 11.04 | 55 | 0.4227 % | 2,147.5 |
| Insurance Straight | 6.68 % | 6.87 % | 60,623 | 12.66 | 19 | 0.1610 % | 2,698.9 |
| FloatingReset | 11.17 % | 11.50 % | 31,468 | 8.38 | 1 | -1.2838 % | 2,349.9 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4227 % | 2,427.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4227 % | 2,195.2 |
| FixedReset Ins Non | 5.96 % | 8.40 % | 87,886 | 11.46 | 14 | -0.1979 % | 2,385.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.02 % |
| GWO.PR.N | FixedReset Ins Non | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 11.76 Evaluated at bid price : 11.76 Bid-YTW : 9.90 % |
| PVS.PR.H | SplitShare | -3.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.02 Bid-YTW : 9.39 % |
| PWF.PR.G | Perpetual-Discount | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 7.18 % |
| FTS.PR.G | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 8.11 % |
| POW.PR.D | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.90 % |
| GWO.PR.R | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.96 % |
| SLF.PR.J | FloatingReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 11.50 % |
| NA.PR.E | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 7.75 % |
| FTS.PR.H | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 9.61 % |
| POW.PR.B | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 7.05 % |
| GWO.PR.P | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 7.08 % |
| PWF.PR.R | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 7.13 % |
| BMO.PR.T | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 8.85 % |
| BIK.PR.A | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 21.66 Evaluated at bid price : 22.05 Bid-YTW : 9.08 % |
| GWO.PR.T | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.00 % |
| PVS.PR.J | SplitShare | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.42 Bid-YTW : 7.54 % |
| CM.PR.S | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 7.65 % |
| IFC.PR.K | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.77 % |
| CU.PR.I | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 8.67 % |
| BN.PF.G | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 11.10 % |
| POW.PR.A | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.08 % |
| BN.PR.Z | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.72 % |
| BN.PF.B | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 9.59 % |
| PWF.PF.A | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.86 % |
| BN.PF.I | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 10.25 % |
| BN.PR.X | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 10.47 % |
| BN.PF.H | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 9.57 % |
| FTS.PR.F | Perpetual-Discount | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.46 % |
| PWF.PR.P | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 9.82 % |
| BN.PF.J | FixedReset Disc | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 9.31 % |
| SLF.PR.E | Insurance Straight | 6.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.34 % |
| PWF.PR.T | FixedReset Disc | 8.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 8.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.B | Insurance Straight | 74,487 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 6.46 % |
| TD.PF.A | FixedReset Disc | 47,645 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.75 % |
| PWF.PR.K | Perpetual-Discount | 36,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.98 % |
| EIT.PR.A | SplitShare | 31,017 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 8.53 % |
| MFC.PR.F | FixedReset Ins Non | 26,046 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 13.53 Evaluated at bid price : 13.53 Bid-YTW : 8.98 % |
| SLF.PR.G | FixedReset Ins Non | 23,538 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-17 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 9.22 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.H | SplitShare | Quote: 22.02 – 23.58 Spot Rate : 1.5600 Average : 1.0369 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 17.06 – 18.00 Spot Rate : 0.9400 Average : 0.6186 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 13.10 – 13.96 Spot Rate : 0.8600 Average : 0.5590 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 11.76 – 12.65 Spot Rate : 0.8900 Average : 0.6110 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.00 – 22.00 Spot Rate : 1.0000 Average : 0.7287 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 24.50 – 25.50 Spot Rate : 1.0000 Average : 0.7842 YTW SCENARIO |