| 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 | 0.0000 % | 2,135.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,095.8 |
| Floater | 11.40 % | 11.60 % | 45,464 | 8.43 | 2 | 0.0000 % | 2,360.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,396.4 |
| SplitShare | 4.96 % | 7.64 % | 51,800 | 2.00 | 7 | 0.0000 % | 4,056.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,164.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1390 % | 2,649.3 |
| Perpetual-Discount | 6.48 % | 6.64 % | 55,172 | 13.03 | 34 | 0.1390 % | 2,888.9 |
| FixedReset Disc | 5.73 % | 7.60 % | 117,428 | 12.15 | 59 | 0.6525 % | 2,290.1 |
| Insurance Straight | 6.36 % | 6.49 % | 75,890 | 13.22 | 20 | 0.6752 % | 2,850.1 |
| FloatingReset | 10.52 % | 10.73 % | 35,899 | 9.01 | 5 | -0.2777 % | 2,552.6 |
| FixedReset Prem | 5.91 % | 6.50 % | 152,783 | 3.38 | 2 | 0.4197 % | 2,521.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6525 % | 2,340.9 |
| FixedReset Ins Non | 5.55 % | 7.18 % | 85,664 | 12.59 | 14 | 0.5116 % | 2,560.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FFH.PR.H | FloatingReset | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 11.01 % |
| BN.PF.B | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 8.60 % |
| BN.PF.A | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.93 % |
| SLF.PR.C | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 6.14 % |
| BMO.PR.W | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.67 % |
| PWF.PR.S | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 6.65 % |
| SLF.PR.G | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 8.10 % |
| CU.PR.C | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.66 % |
| RY.PR.M | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.60 % |
| GWO.PR.N | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 7.86 % |
| FFH.PR.F | FloatingReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 10.73 % |
| MFC.PR.K | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 22.22 Evaluated at bid price : 22.88 Bid-YTW : 6.36 % |
| BN.PF.I | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 8.58 % |
| FFH.PR.D | FloatingReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 10.34 % |
| SLF.PR.D | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.05 % |
| IFC.PR.E | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.51 % |
| SLF.PR.E | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 6.09 % |
| RY.PR.H | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.35 % |
| BIP.PR.B | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 21.73 Evaluated at bid price : 22.20 Bid-YTW : 8.55 % |
| TD.PF.C | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 7.40 % |
| MFC.PR.C | Insurance Straight | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.12 % |
| BN.PR.R | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 9.03 % |
| BN.PR.X | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 8.43 % |
| BMO.PR.Y | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 7.57 % |
| PWF.PR.G | Perpetual-Discount | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 22.96 Evaluated at bid price : 23.23 Bid-YTW : 6.48 % |
| SLF.PR.H | FixedReset Ins Non | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.98 % |
| FFH.PR.G | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 8.53 % |
| TD.PF.E | FixedReset Disc | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 7.37 % |
| IFC.PR.F | Insurance Straight | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.61 % |
| PWF.PR.P | FixedReset Disc | 5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 8.07 % |
| NA.PR.W | FixedReset Disc | 5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.P | FixedReset Disc | 164,896 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 7.62 % |
| BMO.PR.Y | FixedReset Disc | 70,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 7.57 % |
| TD.PF.C | FixedReset Disc | 30,846 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 7.40 % |
| TD.PF.B | FixedReset Disc | 27,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 7.03 % |
| BNS.PR.I | FixedReset Prem | 26,052 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 5.42 % |
| PWF.PR.H | Perpetual-Discount | 25,053 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-08 Maturity Price : 21.63 Evaluated at bid price : 21.88 Bid-YTW : 6.71 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.W | FixedReset Disc | Quote: 18.10 – 24.50 Spot Rate : 6.4000 Average : 3.5360 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 18.84 – 23.33 Spot Rate : 4.4900 Average : 2.4674 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 17.50 – 20.00 Spot Rate : 2.5000 Average : 1.3442 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 20.11 – 21.10 Spot Rate : 0.9900 Average : 0.6110 YTW SCENARIO |
| FFH.PR.H | FloatingReset | Quote: 17.70 – 18.45 Spot Rate : 0.7500 Average : 0.4990 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 20.16 – 21.45 Spot Rate : 1.2900 Average : 1.0410 YTW SCENARIO |