| 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 | -1.3735 % | 2,150.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3735 % | 4,125.4 |
| Floater | 11.32 % | 11.64 % | 38,797 | 8.25 | 2 | -1.3735 % | 2,377.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1059 % | 3,377.8 |
| SplitShare | 4.97 % | 7.27 % | 55,198 | 1.80 | 8 | 0.1059 % | 4,033.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1059 % | 3,147.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3729 % | 2,547.3 |
| Perpetual-Discount | 6.75 % | 6.93 % | 53,352 | 12.61 | 33 | 0.3729 % | 2,777.7 |
| FixedReset Disc | 5.83 % | 8.03 % | 112,317 | 11.69 | 60 | -0.3964 % | 2,221.4 |
| Insurance Straight | 6.64 % | 6.77 % | 67,305 | 12.89 | 19 | -1.0485 % | 2,723.4 |
| FloatingReset | 10.60 % | 10.63 % | 37,502 | 8.93 | 3 | -0.3211 % | 2,496.3 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 1 | -0.3964 % | 2,511.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3964 % | 2,270.7 |
| FixedReset Ins Non | 5.72 % | 7.57 % | 84,095 | 12.06 | 14 | -1.4134 % | 2,484.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -10.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.71 % |
| MFC.PR.N | FixedReset Ins Non | -8.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 8.46 % |
| MFC.PR.K | FixedReset Ins Non | -5.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 7.30 % |
| BN.PF.B | FixedReset Disc | -4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 9.25 % |
| IFC.PR.A | FixedReset Ins Non | -4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.91 % |
| FFH.PR.K | FixedReset Disc | -4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 9.40 % |
| BN.PR.Z | FixedReset Disc | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.41 % |
| RY.PR.H | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 7.73 % |
| BN.PR.B | Floater | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 11.06 Evaluated at bid price : 11.06 Bid-YTW : 11.80 % |
| IFC.PR.E | Insurance Straight | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.61 % |
| RY.PR.Z | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.52 % |
| GWO.PR.S | Insurance Straight | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 6.98 % |
| GWO.PR.G | Insurance Straight | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.95 % |
| NA.PR.E | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 7.50 % |
| RY.PR.M | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.10 % |
| PVS.PR.G | SplitShare | -1.51 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 7.91 % |
| MFC.PR.F | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.97 % |
| SLF.PR.H | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 7.32 % |
| CU.PR.D | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.77 % |
| RY.PR.S | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 21.74 Evaluated at bid price : 22.15 Bid-YTW : 6.80 % |
| BN.PF.J | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 8.87 % |
| BIP.PR.B | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 9.44 % |
| IFC.PR.C | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 8.05 % |
| BN.PF.A | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 8.24 % |
| CU.PR.E | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.83 % |
| CM.PR.S | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 7.30 % |
| BN.PR.X | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 14.24 Evaluated at bid price : 14.24 Bid-YTW : 9.34 % |
| BNS.PR.I | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 22.20 Evaluated at bid price : 22.88 Bid-YTW : 6.66 % |
| FFH.PR.C | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 8.55 % |
| RY.PR.J | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 8.11 % |
| TD.PF.B | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.52 % |
| FTS.PR.G | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 7.50 % |
| CM.PR.T | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 22.93 Evaluated at bid price : 23.76 Bid-YTW : 7.29 % |
| BIP.PR.F | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 8.30 % |
| BN.PR.T | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 9.63 % |
| MFC.PR.L | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 7.57 % |
| BN.PR.R | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 13.81 Evaluated at bid price : 13.81 Bid-YTW : 9.88 % |
| POW.PR.D | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.77 % |
| TD.PF.J | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 22.05 Evaluated at bid price : 22.57 Bid-YTW : 6.88 % |
| NA.PR.W | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 8.14 % |
| BIP.PR.E | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 8.09 % |
| BN.PF.I | FixedReset Disc | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 9.13 % |
| BMO.PR.Y | FixedReset Disc | 4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 8.03 % |
| RY.PR.N | Perpetual-Discount | 8.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 87,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 7.80 % |
| TD.PF.L | FixedReset Disc | 75,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 23.17 Evaluated at bid price : 24.00 Bid-YTW : 7.20 % |
| BMO.PR.S | FixedReset Disc | 53,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 7.64 % |
| TD.PF.C | FixedReset Disc | 46,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 7.89 % |
| CM.PR.P | FixedReset Disc | 46,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.93 % |
| GWO.PR.L | Insurance Straight | 42,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-04 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.79 % |
| There were 49 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.T | Insurance Straight | Quote: 16.75 – 20.00 Spot Rate : 3.2500 Average : 1.8525 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.97 – 19.27 Spot Rate : 2.3000 Average : 1.3176 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 19.93 – 21.71 Spot Rate : 1.7800 Average : 0.9890 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 19.10 – 20.80 Spot Rate : 1.7000 Average : 1.0963 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 17.50 – 18.70 Spot Rate : 1.2000 Average : 0.7425 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.86 – 19.85 Spot Rate : 0.9900 Average : 0.6035 YTW SCENARIO |