| 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 | 0.4025 % | 2,169.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4025 % | 4,160.6 |
| Floater | 11.22 % | 11.38 % | 53,463 | 8.56 | 2 | 0.4025 % | 2,397.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2541 % | 3,402.2 |
| SplitShare | 4.95 % | 7.65 % | 49,389 | 1.99 | 7 | 0.2541 % | 4,062.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2541 % | 3,170.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1025 % | 2,657.6 |
| Perpetual-Discount | 6.46 % | 6.56 % | 56,218 | 13.15 | 34 | -0.1025 % | 2,898.0 |
| FixedReset Disc | 5.72 % | 7.49 % | 113,214 | 12.21 | 59 | -0.0333 % | 2,293.3 |
| Insurance Straight | 6.38 % | 6.50 % | 74,022 | 13.22 | 20 | -0.8606 % | 2,838.2 |
| FloatingReset | 10.52 % | 10.89 % | 35,699 | 8.89 | 5 | -1.0557 % | 2,554.0 |
| FixedReset Prem | 5.93 % | 6.73 % | 150,491 | 12.73 | 2 | -0.3584 % | 2,511.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0333 % | 2,344.2 |
| FixedReset Ins Non | 5.53 % | 7.06 % | 88,684 | 12.68 | 14 | 0.0902 % | 2,569.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Insurance Straight | -6.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 7.07 % |
| CU.PR.I | FixedReset Disc | -4.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 7.80 % |
| SLF.PR.J | FloatingReset | -4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 10.69 % |
| SLF.PR.C | Insurance Straight | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 6.15 % |
| PWF.PR.G | Perpetual-Discount | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 22.21 Evaluated at bid price : 22.48 Bid-YTW : 6.57 % |
| BN.PR.R | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 9.12 % |
| BN.PR.Z | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 8.48 % |
| POW.PR.C | Perpetual-Discount | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 6.46 % |
| MFC.PR.F | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.67 % |
| MFC.PR.C | Insurance Straight | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.22 % |
| GWO.PR.N | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 7.81 % |
| BN.PR.M | Perpetual-Discount | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 6.83 % |
| BN.PF.E | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 15.68 Evaluated at bid price : 15.68 Bid-YTW : 9.16 % |
| SLF.PR.E | Insurance Straight | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.14 % |
| SLF.PR.H | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.93 % |
| CU.PR.J | Perpetual-Discount | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.53 % |
| TD.PF.C | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 7.39 % |
| BMO.PR.T | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 7.42 % |
| FFH.PR.F | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 11.00 % |
| FTS.PR.J | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.34 % |
| FTS.PR.I | FloatingReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 10.97 % |
| SLF.PR.D | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.04 % |
| FFH.PR.K | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 8.23 % |
| RY.PR.N | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 21.94 Evaluated at bid price : 22.25 Bid-YTW : 5.57 % |
| IFC.PR.E | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.42 % |
| FFH.PR.I | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 8.57 % |
| PVS.PR.J | SplitShare | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 7.29 % |
| BN.PF.I | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 8.42 % |
| MFC.PR.J | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 22.24 Evaluated at bid price : 22.85 Bid-YTW : 6.62 % |
| RY.PR.O | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 21.94 Evaluated at bid price : 22.25 Bid-YTW : 5.57 % |
| TD.PF.E | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.61 % |
| BN.PF.H | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 8.37 % |
| IFC.PR.G | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 21.61 Evaluated at bid price : 21.93 Bid-YTW : 6.80 % |
| BMO.PR.W | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.55 % |
| BN.PR.X | FixedReset Disc | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 8.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 57,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.67 % |
| BMO.PR.S | FixedReset Disc | 51,762 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.13 % |
| SLF.PR.H | FixedReset Ins Non | 29,118 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.93 % |
| IFC.PR.C | FixedReset Ins Non | 25,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 7.44 % |
| TD.PF.E | FixedReset Disc | 25,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-11 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.61 % |
| BNS.PR.I | FixedReset Prem | 18,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.13 % |
| There were 7 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: 14.30 – 19.38 Spot Rate : 5.0800 Average : 2.8043 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 15.68 – 19.49 Spot Rate : 3.8100 Average : 2.6170 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 18.96 – 20.86 Spot Rate : 1.9000 Average : 1.2829 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.50 – 16.60 Spot Rate : 1.1000 Average : 0.6594 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 20.45 – 21.48 Spot Rate : 1.0300 Average : 0.5987 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.25 – 16.30 Spot Rate : 1.0500 Average : 0.7067 YTW SCENARIO |