| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -1.1680 % | 2,125.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1680 % | 4,077.2 |
| Floater | 11.45 % | 11.84 % | 42,585 | 8.15 | 2 | -1.1680 % | 2,349.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2649 % | 3,364.0 |
| SplitShare | 4.99 % | 7.32 % | 52,449 | 1.82 | 8 | -0.2649 % | 4,017.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2649 % | 3,134.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2328 % | 2,539.5 |
| Perpetual-Discount | 6.73 % | 6.95 % | 51,229 | 12.60 | 33 | -0.2328 % | 2,769.2 |
| FixedReset Disc | 5.84 % | 8.21 % | 117,443 | 11.54 | 55 | 0.2338 % | 2,218.3 |
| Insurance Straight | 6.51 % | 6.73 % | 62,047 | 12.81 | 19 | -0.4787 % | 2,769.7 |
| FloatingReset | 10.50 % | 10.81 % | 34,673 | 8.82 | 1 | 0.9709 % | 2,509.1 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2338 % | 2,507.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2338 % | 2,267.5 |
| FixedReset Ins Non | 5.74 % | 7.86 % | 83,458 | 11.92 | 14 | 0.5685 % | 2,475.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Insurance Straight | -3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.88 % |
| BN.PF.I | FixedReset Disc | -3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 9.95 % |
| RY.PR.J | FixedReset Disc | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 8.55 % |
| BN.PF.H | FixedReset Disc | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 9.40 % |
| BN.PF.J | FixedReset Disc | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 9.13 % |
| PVS.PR.H | SplitShare | -2.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 7.89 % |
| IFC.PR.E | Insurance Straight | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 6.70 % |
| PWF.PF.A | Perpetual-Discount | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 6.94 % |
| BNS.PR.I | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 22.00 Evaluated at bid price : 22.55 Bid-YTW : 7.01 % |
| ELF.PR.H | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 6.98 % |
| NA.PR.E | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 7.57 % |
| GWO.PR.H | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 6.79 % |
| BN.PR.B | Floater | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 11.84 % |
| BIP.PR.E | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 8.41 % |
| MFC.PR.J | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.42 % |
| GWO.PR.I | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 6.73 % |
| GWO.PR.Y | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.63 % |
| POW.PR.C | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 6.77 % |
| BIP.PR.F | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 8.77 % |
| NA.PR.G | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 22.78 Evaluated at bid price : 24.01 Bid-YTW : 6.88 % |
| TD.PF.M | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 23.49 Evaluated at bid price : 24.15 Bid-YTW : 7.63 % |
| RY.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 7.66 % |
| TD.PF.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 7.72 % |
| BN.PR.T | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 10.15 % |
| CU.PR.J | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 6.81 % |
| NA.PR.S | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 8.14 % |
| PWF.PR.P | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 9.25 % |
| GWO.PR.T | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 6.82 % |
| BIK.PR.A | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 22.29 Evaluated at bid price : 23.05 Bid-YTW : 8.57 % |
| RY.PR.M | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 8.45 % |
| BMO.PR.S | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 7.84 % |
| FTS.PR.K | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.18 % |
| BN.PF.B | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 9.14 % |
| BN.PF.E | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 10.32 % |
| TD.PF.A | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.98 % |
| TD.PF.C | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 8.23 % |
| BN.PF.G | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 10.34 % |
| RY.PR.H | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 7.81 % |
| SLF.PR.G | FixedReset Ins Non | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 14.13 Evaluated at bid price : 14.13 Bid-YTW : 8.68 % |
| FTS.PR.H | FixedReset Disc | 4.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 9.11 % |
| GWO.PR.N | FixedReset Ins Non | 4.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 8.73 % |
| TD.PF.E | FixedReset Disc | 4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 8.34 % |
| IFC.PR.A | FixedReset Ins Non | 4.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 7.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.J | FixedReset Disc | 54,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 9.13 % |
| BN.PF.G | FixedReset Disc | 53,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 10.34 % |
| MFC.PR.F | FixedReset Ins Non | 51,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.96 Evaluated at bid price : 13.96 Bid-YTW : 8.44 % |
| RY.PR.H | FixedReset Disc | 28,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 7.81 % |
| GWO.PR.N | FixedReset Ins Non | 28,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 8.73 % |
| PWF.PR.P | FixedReset Disc | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-27 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 9.25 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.E | FixedReset Disc | Quote: 14.86 – 19.50 Spot Rate : 4.6400 Average : 2.6044 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 20.80 – 22.89 Spot Rate : 2.0900 Average : 1.4286 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.61 – 22.10 Spot Rate : 1.4900 Average : 0.9193 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 21.50 – 22.98 Spot Rate : 1.4800 Average : 0.9770 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 18.20 – 19.50 Spot Rate : 1.3000 Average : 0.8094 YTW SCENARIO |
| IFC.PR.K | Perpetual-Discount | Quote: 20.35 – 25.15 Spot Rate : 4.8000 Average : 4.3793 YTW SCENARIO |