| 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 | 0.4525 % | 2,145.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4525 % | 4,114.3 |
| Floater | 11.35 % | 11.55 % | 45,203 | 8.45 | 2 | 0.4525 % | 2,371.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,396.4 |
| SplitShare | 4.96 % | 7.65 % | 51,743 | 1.99 | 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 | 0.0507 % | 2,650.6 |
| Perpetual-Discount | 6.48 % | 6.58 % | 54,408 | 13.14 | 34 | 0.0507 % | 2,890.4 |
| FixedReset Disc | 5.73 % | 7.50 % | 116,234 | 12.19 | 59 | 0.0539 % | 2,291.3 |
| Insurance Straight | 6.33 % | 6.49 % | 75,731 | 13.22 | 20 | 0.4565 % | 2,863.1 |
| FloatingReset | 10.50 % | 10.75 % | 36,084 | 8.94 | 5 | 0.2089 % | 2,557.9 |
| FixedReset Prem | 5.92 % | 6.62 % | 150,556 | 3.38 | 2 | -0.1791 % | 2,516.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0539 % | 2,342.2 |
| FixedReset Ins Non | 5.53 % | 7.09 % | 92,714 | 12.62 | 14 | 0.2941 % | 2,567.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.J | FixedReset Ins Non | -2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 22.03 Evaluated at bid price : 22.51 Bid-YTW : 6.73 % |
| FTS.PR.G | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 6.96 % |
| PVS.PR.H | SplitShare | -1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 7.67 % |
| TD.PF.E | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 7.48 % |
| BN.PF.I | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 8.69 % |
| FFH.PR.F | FloatingReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 10.86 % |
| CM.PR.O | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 7.44 % |
| PWF.PF.A | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 6.50 % |
| TD.PF.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.94 % |
| MFC.PR.M | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.50 % |
| FTS.PR.M | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 8.12 % |
| BN.PR.N | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 6.84 % |
| SLF.PR.D | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 5.98 % |
| MIC.PR.A | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.39 % |
| GWO.PR.N | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 7.77 % |
| MFC.PR.F | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 7.54 % |
| CU.PR.H | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.41 % |
| PWF.PR.Z | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.61 % |
| PWF.PR.P | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 7.97 % |
| TD.PF.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.05 % |
| BN.PR.X | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 8.32 % |
| ELF.PR.H | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.58 % |
| MFC.PR.N | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 7.55 % |
| CU.PR.E | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.38 % |
| IFC.PR.A | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.09 % |
| BIP.PR.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 7.89 % |
| BN.PR.M | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.82 % |
| GWO.PR.P | Insurance Straight | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 6.55 % |
| RY.PR.M | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 7.48 % |
| FFH.PR.H | FloatingReset | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 10.82 % |
| PVS.PR.K | SplitShare | 1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.65 Bid-YTW : 6.68 % |
| CU.PR.D | Perpetual-Discount | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 6.43 % |
| SLF.PR.H | FixedReset Ins Non | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.85 % |
| CU.PR.C | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.50 % |
| SLF.PR.C | Insurance Straight | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.99 % |
| SLF.PR.G | FixedReset Ins Non | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 7.83 % |
| CU.PR.I | FixedReset Disc | 4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 22.42 Evaluated at bid price : 22.75 Bid-YTW : 7.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 165,742 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 7.97 % |
| EIT.PR.A | SplitShare | 111,351 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 7.65 % |
| BMO.PR.F | FixedReset Disc | 36,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 23.91 Evaluated at bid price : 24.65 Bid-YTW : 7.00 % |
| GWO.PR.N | FixedReset Ins Non | 35,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 7.77 % |
| MFC.PR.M | FixedReset Ins Non | 26,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.50 % |
| RY.PR.Z | FixedReset Disc | 23,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-09 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 7.01 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.F | FixedReset Disc | Quote: 17.80 – 24.00 Spot Rate : 6.2000 Average : 3.4459 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 15.61 – 19.49 Spot Rate : 3.8800 Average : 2.3167 YTW SCENARIO |
| BN.PF.H | FixedReset Disc | Quote: 21.15 – 22.60 Spot Rate : 1.4500 Average : 0.8488 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 19.50 – 20.85 Spot Rate : 1.3500 Average : 0.7994 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 19.09 – 20.50 Spot Rate : 1.4100 Average : 0.9930 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 22.51 – 23.55 Spot Rate : 1.0400 Average : 0.7170 YTW SCENARIO |