| 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 | -0.3615 % | 2,130.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3615 % | 4,086.5 |
| Floater | 11.43 % | 11.57 % | 44,972 | 8.45 | 2 | -0.3615 % | 2,355.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1094 % | 3,381.8 |
| SplitShare | 4.98 % | 7.76 % | 53,179 | 2.01 | 7 | 0.1094 % | 4,038.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1094 % | 3,151.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9069 % | 2,586.1 |
| Perpetual-Discount | 6.64 % | 6.79 % | 57,910 | 12.81 | 34 | 0.9069 % | 2,820.0 |
| FixedReset Disc | 5.84 % | 7.66 % | 117,624 | 12.02 | 59 | 0.5918 % | 2,246.9 |
| Insurance Straight | 6.51 % | 6.68 % | 76,680 | 12.99 | 20 | 0.6304 % | 2,784.3 |
| FloatingReset | 10.69 % | 10.87 % | 36,444 | 8.93 | 5 | 0.8076 % | 2,514.1 |
| FixedReset Prem | 5.86 % | 6.47 % | 164,650 | 3.34 | 2 | -0.0789 % | 2,542.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5918 % | 2,296.8 |
| FixedReset Ins Non | 5.66 % | 7.21 % | 83,294 | 12.50 | 14 | 0.4014 % | 2,511.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Insurance Straight | -4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.05 % |
| CU.PR.H | Perpetual-Discount | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 6.77 % |
| IFC.PR.F | Insurance Straight | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 6.86 % |
| BIP.PR.A | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 9.85 % |
| BN.PF.I | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 8.91 % |
| PWF.PR.P | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 8.63 % |
| PVS.PR.G | SplitShare | -1.05 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 7.89 % |
| BNS.PR.I | FixedReset Prem | -1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.10 % |
| PWF.PR.T | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 7.29 % |
| FFH.PR.H | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 10.87 % |
| CU.PR.C | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.64 % |
| MFC.PR.C | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.21 % |
| RY.PR.S | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 21.94 Evaluated at bid price : 22.45 Bid-YTW : 6.37 % |
| BN.PR.N | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.09 % |
| CM.PR.O | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.54 % |
| BN.PF.C | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.20 % |
| BMO.PR.E | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 22.99 Evaluated at bid price : 24.50 Bid-YTW : 6.38 % |
| BN.PF.G | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 8.79 % |
| GWO.PR.I | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.48 % |
| SLF.PR.D | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 6.17 % |
| POW.PR.G | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.84 % |
| FFH.PR.G | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 8.85 % |
| PWF.PR.E | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 6.87 % |
| BN.PR.Z | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 8.46 % |
| SLF.PR.E | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.18 % |
| POW.PR.B | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.78 % |
| IFC.PR.C | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 7.61 % |
| CU.PR.J | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.70 % |
| NA.PR.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 21.56 Evaluated at bid price : 21.85 Bid-YTW : 6.80 % |
| PWF.PR.O | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 6.80 % |
| GWO.PR.Q | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 6.68 % |
| GWO.PR.T | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.69 % |
| CIU.PR.A | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.43 Evaluated at bid price : 17.43 Bid-YTW : 6.70 % |
| BN.PF.F | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 8.83 % |
| SLF.PR.C | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 6.09 % |
| POW.PR.D | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 6.78 % |
| PWF.PF.A | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 6.80 % |
| TD.PF.C | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.57 % |
| TD.PF.E | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.55 % |
| PWF.PR.R | Perpetual-Discount | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.83 % |
| TD.PF.D | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.61 % |
| PWF.PR.K | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 6.79 % |
| PWF.PR.G | Perpetual-Discount | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 22.11 Evaluated at bid price : 22.39 Bid-YTW : 6.72 % |
| PVS.PR.J | SplitShare | 1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 7.24 % |
| MFC.PR.B | Insurance Straight | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.18 % |
| FFH.PR.F | FloatingReset | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 11.03 % |
| TD.PF.B | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.10 % |
| GWO.PR.Y | Insurance Straight | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.48 % |
| RY.PR.H | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.49 % |
| PWF.PR.H | Perpetual-Discount | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.79 % |
| CM.PR.P | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 7.64 % |
| BMO.PR.S | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.23 % |
| FFH.PR.K | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 8.60 % |
| CU.PR.E | Perpetual-Discount | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.65 % |
| TD.PF.A | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 7.34 % |
| SLF.PR.H | FixedReset Ins Non | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.06 % |
| IFC.PR.I | Insurance Straight | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.58 % |
| BMO.PR.T | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 68,720 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.49 % |
| BMO.PR.S | FixedReset Disc | 58,065 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.23 % |
| IFC.PR.C | FixedReset Ins Non | 55,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 7.61 % |
| CM.PR.T | FixedReset Disc | 51,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 23.36 Evaluated at bid price : 24.25 Bid-YTW : 6.74 % |
| BNS.PR.I | FixedReset Prem | 49,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.10 % |
| SLF.PR.H | FixedReset Ins Non | 46,304 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-02 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.06 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.28 – 23.46 Spot Rate : 1.1800 Average : 0.6874 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.40 – 23.72 Spot Rate : 1.3200 Average : 1.0101 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 17.50 – 18.50 Spot Rate : 1.0000 Average : 0.7004 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 18.70 – 19.70 Spot Rate : 1.0000 Average : 0.7111 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 19.48 – 20.29 Spot Rate : 0.8100 Average : 0.5693 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 17.90 – 19.10 Spot Rate : 1.2000 Average : 0.9636 YTW SCENARIO |