| 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 | 0.2232 % | 2,169.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2232 % | 4,160.6 |
| Floater | 11.22 % | 11.26 % | 53,417 | 8.67 | 2 | 0.2232 % | 2,397.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1803 % | 3,377.2 |
| SplitShare | 4.97 % | 7.56 % | 59,772 | 1.75 | 8 | 0.1803 % | 4,033.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1803 % | 3,146.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0161 % | 2,533.8 |
| Perpetual-Discount | 6.78 % | 6.95 % | 62,577 | 12.62 | 33 | 0.0161 % | 2,762.9 |
| FixedReset Disc | 5.90 % | 7.87 % | 127,924 | 11.70 | 60 | 0.0139 % | 2,204.3 |
| Insurance Straight | 6.65 % | 6.84 % | 81,756 | 12.81 | 19 | 0.2404 % | 2,720.4 |
| FloatingReset | 10.69 % | 10.93 % | 34,693 | 8.89 | 3 | 0.3824 % | 2,471.3 |
| FixedReset Prem | 6.90 % | 6.72 % | 178,570 | 12.59 | 1 | 0.6324 % | 2,537.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0139 % | 2,253.2 |
| FixedReset Ins Non | 5.75 % | 7.44 % | 105,997 | 12.41 | 14 | 0.5178 % | 2,473.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.Z | FixedReset Disc | -3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 8.87 % |
| TD.PF.E | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.95 % |
| BIP.PR.A | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 10.07 % |
| BN.PF.B | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 8.81 % |
| GWO.PR.P | Insurance Straight | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.88 % |
| BMO.PR.Y | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.99 % |
| GWO.PR.R | Insurance Straight | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 6.96 % |
| PWF.PF.A | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 7.12 % |
| BIP.PR.E | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.79 % |
| BN.PR.X | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 8.94 % |
| CM.PR.S | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 21.62 Evaluated at bid price : 21.62 Bid-YTW : 6.84 % |
| PVS.PR.K | SplitShare | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.35 Bid-YTW : 6.90 % |
| BN.PF.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 7.87 % |
| MFC.PR.K | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 21.82 Evaluated at bid price : 22.25 Bid-YTW : 6.53 % |
| MIC.PR.A | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 7.44 % |
| GWO.PR.Y | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.66 % |
| CCS.PR.C | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 19.17 Evaluated at bid price : 19.17 Bid-YTW : 6.56 % |
| SLF.PR.E | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.29 % |
| PWF.PR.G | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 21.78 Evaluated at bid price : 22.02 Bid-YTW : 6.82 % |
| MFC.PR.C | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 6.37 % |
| MFC.PR.M | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.59 % |
| FFH.PR.D | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 10.44 % |
| TD.PF.C | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 7.79 % |
| BN.PF.I | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 8.97 % |
| SLF.PR.C | Insurance Straight | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.29 % |
| BN.PF.H | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 8.98 % |
| IFC.PR.A | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.38 % |
| SLF.PR.G | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 7.99 % |
| BIK.PR.A | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 8.49 % |
| BN.PF.J | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 8.31 % |
| CU.PR.F | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.66 % |
| FTS.PR.G | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.09 % |
| FTS.PR.M | FixedReset Disc | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 150,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 7.94 % |
| BNS.PR.I | FixedReset Disc | 65,343 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.96 % |
| IFC.PR.G | FixedReset Ins Non | 51,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.92 % |
| GWO.PR.R | Insurance Straight | 43,702 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 6.96 % |
| MFC.PR.N | FixedReset Ins Non | 41,679 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.79 % |
| PWF.PF.A | Perpetual-Discount | 34,521 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-21 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 7.12 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.Q | Insurance Straight | Quote: 18.85 – 20.20 Spot Rate : 1.3500 Average : 0.7657 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 17.49 – 18.58 Spot Rate : 1.0900 Average : 0.6562 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 16.61 – 17.69 Spot Rate : 1.0800 Average : 0.6618 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 13.05 – 14.30 Spot Rate : 1.2500 Average : 0.9432 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 18.55 – 19.40 Spot Rate : 0.8500 Average : 0.5673 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 17.69 – 18.49 Spot Rate : 0.8000 Average : 0.5258 YTW SCENARIO |