| 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 | 0.6881 % | 2,120.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6881 % | 4,068.0 |
| Floater | 11.48 % | 11.88 % | 51,532 | 8.10 | 2 | 0.6881 % | 2,344.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1273 % | 3,374.2 |
| SplitShare | 4.98 % | 7.44 % | 52,935 | 1.79 | 8 | 0.1273 % | 4,029.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1273 % | 3,144.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2039 % | 2,515.0 |
| Perpetual-Discount | 6.83 % | 7.01 % | 56,415 | 12.51 | 33 | -0.2039 % | 2,742.5 |
| FixedReset Disc | 5.90 % | 8.09 % | 120,450 | 11.48 | 60 | -0.7134 % | 2,194.9 |
| Insurance Straight | 6.70 % | 6.92 % | 71,871 | 12.72 | 19 | -0.8344 % | 2,699.9 |
| FloatingReset | 10.71 % | 10.79 % | 38,101 | 8.81 | 3 | 0.3059 % | 2,469.9 |
| FixedReset Prem | 6.94 % | 6.87 % | 175,105 | 3.40 | 1 | 0.3570 % | 2,521.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7134 % | 2,243.6 |
| FixedReset Ins Non | 5.76 % | 7.63 % | 84,240 | 12.02 | 14 | 0.8677 % | 2,468.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -13.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 8.66 % |
| CU.PR.D | Perpetual-Discount | -9.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 7.42 % |
| GWO.PR.N | FixedReset Ins Non | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 12.72 Evaluated at bid price : 12.72 Bid-YTW : 8.62 % |
| RY.PR.J | FixedReset Disc | -3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 8.36 % |
| MFC.PR.B | Insurance Straight | -2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.39 % |
| NA.PR.W | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 8.25 % |
| IFC.PR.G | FixedReset Ins Non | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 7.41 % |
| FTS.PR.K | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.35 % |
| RY.PR.Z | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.75 % |
| IFC.PR.K | Perpetual-Discount | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.75 % |
| SLF.PR.D | Insurance Straight | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.25 % |
| RY.PR.O | Perpetual-Discount | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.81 % |
| SLF.PR.E | Insurance Straight | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.25 % |
| BN.PR.X | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 9.25 % |
| CIU.PR.A | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 7.01 % |
| CCS.PR.C | Insurance Straight | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.01 % |
| BMO.PR.W | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 8.20 % |
| MFC.PR.M | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.01 % |
| MFC.PR.C | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.36 % |
| TD.PF.C | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 8.09 % |
| BMO.PR.Y | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 8.13 % |
| BN.PF.H | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 9.30 % |
| BN.PF.I | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 9.33 % |
| BIP.PR.B | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.16 % |
| BMO.PR.T | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.97 % |
| GWO.PR.H | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.49 Evaluated at bid price : 17.49 Bid-YTW : 6.96 % |
| PWF.PR.Z | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 7.09 % |
| BMO.PR.S | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 7.74 % |
| GWO.PR.Q | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.00 % |
| TD.PF.B | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.76 % |
| CM.PR.S | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 7.34 % |
| BN.PR.Z | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 8.99 % |
| GWO.PR.M | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.93 % |
| GWO.PR.T | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 6.96 % |
| GWO.PR.S | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.01 % |
| MFC.PR.F | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 7.99 % |
| SLF.PR.G | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 8.21 % |
| GWO.PR.L | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.92 % |
| GWO.PR.Y | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 6.73 % |
| IFC.PR.A | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 7.75 % |
| MIC.PR.A | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 8.17 % |
| MFC.PR.Q | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 6.99 % |
| SLF.PR.J | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 10.66 % |
| PVS.PR.I | SplitShare | 1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 7.80 % |
| FFH.PR.K | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 9.09 % |
| POW.PR.D | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.97 % |
| BIP.PR.E | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 8.00 % |
| SLF.PR.H | FixedReset Ins Non | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.29 % |
| RY.PR.N | Perpetual-Discount | 8.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.77 % |
| MFC.PR.N | FixedReset Ins Non | 18.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 84,128 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.82 % |
| TD.PF.L | FixedReset Disc | 84,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 23.06 Evaluated at bid price : 23.90 Bid-YTW : 7.16 % |
| SLF.PR.H | FixedReset Ins Non | 83,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.29 % |
| BIP.PR.B | FixedReset Disc | 58,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.16 % |
| BIP.PR.A | FixedReset Disc | 42,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 9.86 % |
| TD.PF.E | FixedReset Disc | 39,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-08 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 8.02 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.K | Perpetual-Discount | Quote: 19.90 – 25.15 Spot Rate : 5.2500 Average : 3.1373 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.37 – 20.37 Spot Rate : 3.0000 Average : 1.7116 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 16.69 – 18.39 Spot Rate : 1.7000 Average : 0.9795 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 16.55 – 18.25 Spot Rate : 1.7000 Average : 1.0959 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 19.42 – 20.65 Spot Rate : 1.2300 Average : 0.9213 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 20.95 – 22.09 Spot Rate : 1.1400 Average : 0.8581 YTW SCENARIO |