| 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 | -0.2708 % | 2,135.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2708 % | 4,095.8 |
| Floater | 11.40 % | 11.58 % | 45,785 | 8.45 | 2 | -0.2708 % | 2,360.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1580 % | 3,372.6 |
| SplitShare | 4.99 % | 7.71 % | 51,420 | 2.01 | 7 | -0.1580 % | 4,027.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1580 % | 3,142.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7408 % | 2,628.6 |
| Perpetual-Discount | 6.53 % | 6.66 % | 56,737 | 12.97 | 34 | 0.7408 % | 2,866.3 |
| FixedReset Disc | 5.79 % | 7.65 % | 120,998 | 12.04 | 59 | 0.4194 % | 2,264.9 |
| Insurance Straight | 6.44 % | 6.58 % | 77,107 | 13.11 | 20 | 0.4071 % | 2,814.2 |
| FloatingReset | 10.62 % | 10.91 % | 35,733 | 8.89 | 5 | 0.2936 % | 2,529.8 |
| FixedReset Prem | 5.88 % | 6.67 % | 153,656 | 12.60 | 2 | 0.3378 % | 2,533.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4194 % | 2,315.2 |
| FixedReset Ins Non | 5.59 % | 7.15 % | 86,955 | 12.54 | 14 | 0.5963 % | 2,540.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset Disc | -2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.10 % |
| IFC.PR.F | Insurance Straight | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 6.87 % |
| SLF.PR.D | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 6.19 % |
| PVS.PR.H | SplitShare | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 7.63 % |
| SLF.PR.E | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 6.20 % |
| SLF.PR.C | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.15 % |
| CU.PR.G | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 6.61 % |
| PVS.PR.K | SplitShare | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.78 Bid-YTW : 7.51 % |
| IFC.PR.K | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.62 % |
| FFH.PR.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 8.05 % |
| CM.PR.P | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 7.67 % |
| PVS.PR.G | SplitShare | 1.06 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 7.38 % |
| PWF.PR.E | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 6.72 % |
| GWO.PR.P | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.58 % |
| GWO.PR.N | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 7.91 % |
| BN.PR.T | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 8.97 % |
| BIP.PR.B | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.40 Evaluated at bid price : 21.72 Bid-YTW : 8.68 % |
| FTS.PR.K | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 7.74 % |
| BIP.PR.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 7.95 % |
| TD.PF.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.24 % |
| IFC.PR.C | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.57 % |
| BN.PR.N | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 6.93 % |
| CU.PR.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.71 % |
| CU.PR.E | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 6.54 % |
| TD.PF.D | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.48 % |
| RY.PR.Z | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.10 % |
| MFC.PR.L | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.16 % |
| POW.PR.A | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.63 % |
| RY.PR.N | Perpetual-Discount | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.47 Evaluated at bid price : 21.77 Bid-YTW : 5.69 % |
| FTS.PR.I | FloatingReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 11.00 % |
| CU.PR.D | Perpetual-Discount | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 6.55 % |
| BIK.PR.A | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.67 Evaluated at bid price : 22.05 Bid-YTW : 8.29 % |
| POW.PR.D | Perpetual-Discount | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 6.56 % |
| MIC.PR.A | Perpetual-Discount | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.39 % |
| MFC.PR.J | FixedReset Ins Non | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 22.44 Evaluated at bid price : 23.20 Bid-YTW : 6.46 % |
| CCS.PR.C | Insurance Straight | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 6.64 % |
| BIP.PR.A | FixedReset Disc | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 9.52 % |
| BMO.PR.W | FixedReset Disc | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.59 % |
| IFC.PR.E | Insurance Straight | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.49 % |
| IFC.PR.I | Insurance Straight | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 109,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.24 % |
| BNS.PR.I | FixedReset Prem | 84,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.29 % |
| MFC.PR.I | FixedReset Ins Non | 59,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 22.11 Evaluated at bid price : 22.59 Bid-YTW : 6.81 % |
| TD.PF.B | FixedReset Disc | 52,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 7.03 % |
| CU.PR.C | FixedReset Disc | 51,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.71 % |
| CU.PR.I | FixedReset Disc | 50,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-04 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 7.77 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 14.14 – 19.38 Spot Rate : 5.2400 Average : 3.6831 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 17.27 – 20.00 Spot Rate : 2.7300 Average : 2.2483 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 19.60 – 20.90 Spot Rate : 1.3000 Average : 0.8350 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 17.00 – 18.11 Spot Rate : 1.1100 Average : 0.7019 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 19.52 – 20.50 Spot Rate : 0.9800 Average : 0.6998 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 23.10 – 24.00 Spot Rate : 0.9000 Average : 0.6345 YTW SCENARIO |