| 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 | 1.4255 % | 2,268.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4255 % | 4,351.5 |
| Floater | 10.73 % | 10.91 % | 49,425 | 8.85 | 2 | 1.4255 % | 2,507.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1741 % | 3,425.4 |
| SplitShare | 4.91 % | 7.13 % | 51,743 | 1.96 | 7 | 0.1741 % | 4,090.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1741 % | 3,191.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2385 % | 2,675.1 |
| Perpetual-Discount | 6.42 % | 6.57 % | 53,360 | 13.13 | 34 | 0.2385 % | 2,917.1 |
| FixedReset Disc | 5.62 % | 7.63 % | 111,799 | 12.06 | 59 | 0.2529 % | 2,337.1 |
| Insurance Straight | 6.29 % | 6.47 % | 76,018 | 13.24 | 20 | 0.1592 % | 2,881.3 |
| FloatingReset | 10.26 % | 10.70 % | 33,852 | 8.98 | 5 | 0.5003 % | 2,618.0 |
| FixedReset Prem | 5.89 % | 6.41 % | 161,132 | 3.34 | 2 | -0.0991 % | 2,530.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2529 % | 2,389.0 |
| FixedReset Ins Non | 5.47 % | 7.19 % | 95,400 | 12.53 | 14 | 0.7713 % | 2,597.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.N | Perpetual-Discount | -4.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.80 % |
| BIP.PR.B | FixedReset Disc | -3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 22.78 Evaluated at bid price : 23.12 Bid-YTW : 8.45 % |
| BN.PR.X | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 8.79 % |
| FFH.PR.I | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 9.14 % |
| RY.PR.J | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.82 % |
| GWO.PR.M | Insurance Straight | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.57 % |
| RY.PR.M | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 7.68 % |
| CU.PR.J | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.50 % |
| TD.PF.J | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.56 Evaluated at bid price : 21.85 Bid-YTW : 7.02 % |
| CM.PR.Y | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.76 Bid-YTW : 6.95 % |
| BN.PF.F | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.90 % |
| MFC.PR.J | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 22.19 Evaluated at bid price : 22.77 Bid-YTW : 6.84 % |
| CM.PR.Q | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 7.71 % |
| GWO.PR.Y | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.26 % |
| BN.PR.K | Floater | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 10.99 % |
| BN.PF.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.89 % |
| FFH.PR.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 8.14 % |
| BN.PR.B | Floater | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 11.78 Evaluated at bid price : 11.78 Bid-YTW : 10.91 % |
| BN.PF.C | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 6.76 % |
| BN.PF.D | Perpetual-Discount | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 6.77 % |
| BN.PF.E | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 9.28 % |
| FFH.PR.G | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 8.77 % |
| MFC.PR.C | Insurance Straight | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.12 % |
| BN.PF.B | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 8.30 % |
| GWO.PR.P | Insurance Straight | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.53 % |
| SLF.PR.H | FixedReset Ins Non | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 7.18 % |
| FTS.PR.F | Perpetual-Discount | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.21 % |
| BN.PR.M | Perpetual-Discount | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.57 % |
| BMO.PR.S | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 7.09 % |
| PWF.PR.P | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 8.15 % |
| MFC.PR.N | FixedReset Ins Non | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.55 % |
| CU.PR.H | Perpetual-Discount | 4.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.28 % |
| NA.PR.W | FixedReset Disc | 6.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.72 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Prem | 152,320 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 6.41 % |
| TD.PF.B | FixedReset Disc | 126,481 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.85 % |
| PWF.PR.P | FixedReset Disc | 106,398 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 8.15 % |
| CM.PR.Q | FixedReset Disc | 104,568 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 7.71 % |
| CU.PR.C | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 7.40 % |
| BN.PR.T | FixedReset Disc | 45,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-22 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 9.05 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.G | FixedReset Disc | Quote: 17.08 – 21.00 Spot Rate : 3.9200 Average : 2.2148 YTW SCENARIO |
| BN.PF.H | FixedReset Disc | Quote: 21.75 – 23.60 Spot Rate : 1.8500 Average : 1.1599 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 19.16 – 21.00 Spot Rate : 1.8400 Average : 1.1978 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.20 – 19.99 Spot Rate : 1.7900 Average : 1.2420 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 19.45 – 22.12 Spot Rate : 2.6700 Average : 2.1841 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 21.50 – 22.55 Spot Rate : 1.0500 Average : 0.6585 YTW SCENARIO |