| 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 | -1.3333 % | 2,145.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3333 % | 4,114.3 |
| Floater | 11.35 % | 11.78 % | 42,573 | 8.14 | 2 | -1.3333 % | 2,371.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1812 % | 3,360.4 |
| SplitShare | 5.00 % | 7.36 % | 53,685 | 1.78 | 8 | 0.1812 % | 4,013.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1812 % | 3,131.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2853 % | 2,475.1 |
| Perpetual-Discount | 6.94 % | 7.11 % | 58,028 | 12.36 | 33 | -1.2853 % | 2,699.0 |
| FixedReset Disc | 5.90 % | 8.08 % | 124,438 | 11.56 | 60 | -0.3711 % | 2,206.9 |
| Insurance Straight | 6.84 % | 7.05 % | 75,738 | 12.55 | 19 | -0.7491 % | 2,643.9 |
| FloatingReset | 10.62 % | 10.71 % | 37,220 | 8.87 | 3 | 0.5703 % | 2,490.2 |
| FixedReset Prem | 6.97 % | 6.94 % | 173,720 | 12.39 | 1 | -0.3953 % | 2,511.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3711 % | 2,255.9 |
| FixedReset Ins Non | 5.73 % | 7.61 % | 81,462 | 12.15 | 14 | -0.1903 % | 2,480.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -14.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 8.67 % |
| POW.PR.C | Perpetual-Discount | -13.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.81 % |
| CU.PR.D | Perpetual-Discount | -8.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 7.43 % |
| MFC.PR.C | Insurance Straight | -7.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.97 % |
| PWF.PF.A | Perpetual-Discount | -3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 7.15 % |
| SLF.PR.H | FixedReset Ins Non | -3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.54 % |
| SLF.PR.E | Insurance Straight | -3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.46 % |
| BN.PR.B | Floater | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 11.78 % |
| MFC.PR.B | Insurance Straight | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 6.57 % |
| BIP.PR.E | FixedReset Disc | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 8.25 % |
| FTS.PR.F | Perpetual-Discount | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 6.90 % |
| GWO.PR.P | Insurance Straight | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.08 % |
| FTS.PR.J | Perpetual-Discount | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.86 % |
| BIP.PR.F | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 8.51 % |
| IFC.PR.K | Perpetual-Discount | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.86 % |
| GWO.PR.N | FixedReset Ins Non | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 8.45 % |
| BN.PF.C | Perpetual-Discount | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.52 % |
| GWO.PR.M | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 7.05 % |
| CM.PR.T | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 22.87 Evaluated at bid price : 23.70 Bid-YTW : 7.25 % |
| TD.PF.D | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 8.07 % |
| PWF.PR.S | Perpetual-Discount | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.17 % |
| GWO.PR.L | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.04 % |
| RY.PR.O | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.89 % |
| MFC.PR.Q | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 7.07 % |
| POW.PR.D | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 7.07 % |
| CIU.PR.A | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 7.02 % |
| SLF.PR.C | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.29 % |
| FTS.PR.M | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 8.74 % |
| ELF.PR.H | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 7.09 % |
| POW.PR.A | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 7.06 % |
| NA.PR.S | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.98 % |
| FFH.PR.H | FloatingReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 11.34 % |
| PWF.PR.P | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 8.94 % |
| RY.PR.S | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 22.26 Evaluated at bid price : 22.98 Bid-YTW : 6.47 % |
| RY.PR.Z | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.54 % |
| GWO.PR.T | Insurance Straight | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 7.08 % |
| PVS.PR.I | SplitShare | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.98 Bid-YTW : 7.18 % |
| BN.PF.E | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 9.93 % |
| CCS.PR.C | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 7.09 % |
| MFC.PR.M | FixedReset Ins Non | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.78 % |
| RY.PR.N | Perpetual-Discount | 6.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.90 % |
| GWO.PR.Y | Insurance Straight | 7.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 7.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.T | FixedReset Disc | 88,961 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 22.87 Evaluated at bid price : 23.70 Bid-YTW : 7.25 % |
| BN.PF.F | FixedReset Disc | 70,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 9.55 % |
| BNS.PR.I | FixedReset Disc | 53,995 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 24.27 Evaluated at bid price : 25.11 Bid-YTW : 5.99 % |
| TD.PF.A | FixedReset Disc | 53,271 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.72 % |
| TD.PF.L | FixedReset Disc | 37,245 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 23.43 Evaluated at bid price : 24.26 Bid-YTW : 7.06 % |
| BN.PR.N | Perpetual-Discount | 33,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-12 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.36 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.C | Perpetual-Discount | Quote: 19.00 – 22.04 Spot Rate : 3.0400 Average : 1.8354 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.37 – 20.50 Spot Rate : 3.1300 Average : 2.0738 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 16.69 – 18.22 Spot Rate : 1.5300 Average : 1.0355 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 21.60 – 22.60 Spot Rate : 1.0000 Average : 0.5782 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 18.75 – 19.75 Spot Rate : 1.0000 Average : 0.6299 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 16.25 – 17.06 Spot Rate : 0.8100 Average : 0.4950 YTW SCENARIO |