| 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 | 0.4900 % | 2,179.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4900 % | 4,181.0 |
| Floater | 11.17 % | 11.35 % | 51,639 | 8.57 | 2 | 0.4900 % | 2,409.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1569 % | 3,396.8 |
| SplitShare | 4.96 % | 7.49 % | 47,536 | 1.99 | 7 | -0.1569 % | 4,056.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1569 % | 3,165.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5964 % | 2,673.5 |
| Perpetual-Discount | 6.42 % | 6.52 % | 54,338 | 13.20 | 34 | 0.5964 % | 2,915.3 |
| FixedReset Disc | 5.71 % | 7.47 % | 110,952 | 12.26 | 59 | 0.1725 % | 2,297.3 |
| Insurance Straight | 6.33 % | 6.46 % | 71,180 | 13.26 | 20 | 0.8450 % | 2,862.2 |
| FloatingReset | 10.50 % | 10.85 % | 35,301 | 8.91 | 5 | 1.1365 % | 2,583.1 |
| FixedReset Prem | 5.90 % | 6.47 % | 150,482 | 3.37 | 2 | 0.4995 % | 2,524.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1725 % | 2,348.3 |
| FixedReset Ins Non | 5.51 % | 7.02 % | 90,566 | 12.65 | 14 | 0.3418 % | 2,578.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.H | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 8.52 % |
| FFH.PR.K | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 8.35 % |
| TD.PF.D | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 7.48 % |
| BN.PF.I | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.53 % |
| PVS.PR.K | SplitShare | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 7.08 % |
| IFC.PR.G | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 6.88 % |
| RY.PR.M | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.53 % |
| SLF.PR.D | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.98 % |
| BMO.PR.Y | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.53 % |
| BIP.PR.B | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 22.43 Evaluated at bid price : 22.75 Bid-YTW : 8.34 % |
| BIK.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 21.97 Evaluated at bid price : 22.50 Bid-YTW : 8.16 % |
| GWO.PR.I | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.31 % |
| PWF.PR.Z | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.55 % |
| PWF.PF.A | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 6.41 % |
| TD.PF.C | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 7.27 % |
| PWF.PR.G | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.48 % |
| BN.PR.Z | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 8.33 % |
| BMO.PR.T | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.28 % |
| MIC.PR.A | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 7.32 % |
| CU.PR.C | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 7.32 % |
| FTS.PR.I | FloatingReset | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 10.90 % |
| PWF.PR.T | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.08 % |
| CIU.PR.A | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.59 % |
| MFC.PR.F | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 14.56 Evaluated at bid price : 14.56 Bid-YTW : 7.51 % |
| MFC.PR.C | Insurance Straight | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.10 % |
| POW.PR.C | Perpetual-Discount | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.34 % |
| SLF.PR.J | FloatingReset | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 10.59 % |
| TD.PF.E | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.44 % |
| SLF.PR.E | Insurance Straight | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.01 % |
| FFH.PR.F | FloatingReset | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 10.85 % |
| CCS.PR.C | Insurance Straight | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.58 % |
| IFC.PR.I | Insurance Straight | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.33 % |
| RY.PR.N | Perpetual-Discount | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 22.58 Evaluated at bid price : 22.87 Bid-YTW : 5.42 % |
| SLF.PR.C | Insurance Straight | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.98 % |
| GWO.PR.N | FixedReset Ins Non | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 7.52 % |
| NA.PR.W | FixedReset Disc | 5.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 7.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 273,047 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 6.88 % |
| BMO.PR.T | FixedReset Disc | 102,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.28 % |
| GWO.PR.G | Insurance Straight | 50,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 6.56 % |
| RY.PR.H | FixedReset Disc | 43,872 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 7.35 % |
| GWO.PR.H | Insurance Straight | 36,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 6.49 % |
| MFC.PR.F | FixedReset Ins Non | 32,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-12 Maturity Price : 14.56 Evaluated at bid price : 14.56 Bid-YTW : 7.51 % |
| There were 13 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: 14.56 – 19.38 Spot Rate : 4.8200 Average : 3.8585 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 19.67 – 20.95 Spot Rate : 1.2800 Average : 0.7969 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 21.75 – 23.75 Spot Rate : 2.0000 Average : 1.5606 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.96 – 19.96 Spot Rate : 1.0000 Average : 0.6056 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 18.96 – 20.75 Spot Rate : 1.7900 Average : 1.5481 YTW SCENARIO |
| BIK.PR.A | FixedReset Disc | Quote: 22.50 – 23.15 Spot Rate : 0.6500 Average : 0.4756 YTW SCENARIO |