| 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 | 2.5057 % | 2,174.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.5057 % | 4,169.9 |
| Floater | 11.20 % | 11.46 % | 55,031 | 8.35 | 2 | 2.5057 % | 2,403.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5880 % | 3,354.4 |
| SplitShare | 5.01 % | 7.55 % | 55,345 | 1.78 | 8 | -0.5880 % | 4,005.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5880 % | 3,125.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3065 % | 2,507.3 |
| Perpetual-Discount | 6.86 % | 7.01 % | 57,045 | 12.46 | 33 | -0.3065 % | 2,734.1 |
| FixedReset Disc | 5.87 % | 8.04 % | 119,873 | 11.57 | 60 | 0.9219 % | 2,215.1 |
| Insurance Straight | 6.79 % | 6.94 % | 74,602 | 12.70 | 19 | -1.3332 % | 2,663.9 |
| FloatingReset | 10.68 % | 10.77 % | 38,562 | 8.88 | 3 | 0.2478 % | 2,476.0 |
| FixedReset Prem | 6.94 % | 6.88 % | 175,453 | 3.39 | 1 | 0.0000 % | 2,521.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9219 % | 2,264.3 |
| FixedReset Ins Non | 5.72 % | 7.63 % | 81,335 | 12.13 | 14 | 0.6530 % | 2,484.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.Y | Insurance Straight | -13.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 14.47 Evaluated at bid price : 14.47 Bid-YTW : 7.81 % |
| RY.PR.N | Perpetual-Discount | -8.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 6.28 % |
| GWO.PR.T | Insurance Straight | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.19 % |
| FTS.PR.G | FixedReset Disc | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 7.73 % |
| CCS.PR.C | Insurance Straight | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 7.22 % |
| BN.PF.E | FixedReset Disc | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 10.11 % |
| PVS.PR.J | SplitShare | -2.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 7.79 % |
| PVS.PR.H | SplitShare | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.92 Bid-YTW : 7.73 % |
| BN.PR.M | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 7.33 % |
| GWO.PR.R | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 7.04 % |
| GWO.PR.G | Insurance Straight | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 7.05 % |
| CU.PR.E | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.94 % |
| GWO.PR.I | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.83 % |
| BN.PF.D | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.39 % |
| BN.PF.C | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 7.38 % |
| MFC.PR.C | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.43 % |
| FFH.PR.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 9.47 % |
| PWF.PR.S | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 7.05 % |
| PWF.PR.K | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 7.11 % |
| BN.PR.Z | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 9.10 % |
| IFC.PR.A | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.67 % |
| FFH.PR.D | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 10.69 % |
| CIU.PR.A | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.94 % |
| CM.PR.T | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 23.25 Evaluated at bid price : 24.10 Bid-YTW : 7.12 % |
| TD.PF.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.74 % |
| CU.PR.C | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.08 % |
| MFC.PR.K | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.96 % |
| FFH.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 8.69 % |
| BMO.PR.S | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 7.64 % |
| BN.PR.K | Floater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 11.78 % |
| CM.PR.O | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 7.96 % |
| TD.PF.I | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 22.91 Evaluated at bid price : 24.10 Bid-YTW : 6.78 % |
| FFH.PR.I | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 16.02 Evaluated at bid price : 16.02 Bid-YTW : 9.38 % |
| MIC.PR.A | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 8.06 % |
| TD.PF.C | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 7.98 % |
| TD.PF.L | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 23.43 Evaluated at bid price : 24.26 Bid-YTW : 7.06 % |
| BN.PF.H | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 9.16 % |
| RY.PR.Z | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.64 % |
| POW.PR.C | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.71 % |
| NA.PR.W | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 8.13 % |
| IFC.PR.G | FixedReset Ins Non | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.27 % |
| RY.PR.S | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 22.09 Evaluated at bid price : 22.69 Bid-YTW : 6.56 % |
| IFC.PR.E | Insurance Straight | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.67 % |
| TD.PF.B | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.56 % |
| RY.PR.J | FixedReset Disc | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 8.08 % |
| BN.PR.B | Floater | 3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 11.46 % |
| GWO.PR.N | FixedReset Ins Non | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 8.30 % |
| BNS.PR.I | FixedReset Disc | 8.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 24.27 Evaluated at bid price : 25.11 Bid-YTW : 5.99 % |
| CU.PR.D | Perpetual-Discount | 8.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.82 % |
| PWF.PR.T | FixedReset Disc | 17.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 7.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 140,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.56 % |
| BNS.PR.I | FixedReset Disc | 125,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 24.27 Evaluated at bid price : 25.11 Bid-YTW : 5.99 % |
| CM.PR.O | FixedReset Disc | 74,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 7.96 % |
| TD.PF.L | FixedReset Disc | 62,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 23.43 Evaluated at bid price : 24.26 Bid-YTW : 7.06 % |
| TD.PF.D | FixedReset Disc | 47,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 7.94 % |
| IFC.PR.A | FixedReset Ins Non | 42,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-11 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.67 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.Y | Insurance Straight | Quote: 14.47 – 17.00 Spot Rate : 2.5300 Average : 1.4886 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 16.50 – 18.25 Spot Rate : 1.7500 Average : 1.4380 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 19.02 – 19.75 Spot Rate : 0.7300 Average : 0.4503 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 17.71 – 18.59 Spot Rate : 0.8800 Average : 0.6048 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 18.90 – 19.64 Spot Rate : 0.7400 Average : 0.4740 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 17.13 – 17.85 Spot Rate : 0.7200 Average : 0.4599 YTW SCENARIO |
The maturity price and date for BNS.PR.I needs to be updated.