| 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 | 0.4926 % | 2,139.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4926 % | 4,104.2 |
| Floater | 10.84 % | 10.96 % | 69,153 | 8.86 | 2 | 0.4926 % | 2,365.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1523 % | 3,468.7 |
| SplitShare | 4.82 % | 6.79 % | 32,922 | 1.27 | 6 | 0.1523 % | 4,142.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1523 % | 3,232.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6423 % | 2,670.4 |
| Perpetual-Discount | 6.45 % | 6.63 % | 54,155 | 12.96 | 28 | 0.6423 % | 2,912.0 |
| FixedReset Disc | 5.20 % | 7.39 % | 119,036 | 12.06 | 49 | 0.5087 % | 2,599.6 |
| Insurance Straight | 6.20 % | 6.39 % | 58,063 | 13.38 | 21 | -0.0119 % | 2,878.3 |
| FloatingReset | 9.40 % | 9.27 % | 35,909 | 10.18 | 4 | 0.8793 % | 2,748.8 |
| FixedReset Prem | 5.81 % | 6.40 % | 256,474 | 3.01 | 8 | 0.3215 % | 2,542.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5087 % | 2,657.3 |
| FixedReset Ins Non | 5.27 % | 7.01 % | 97,537 | 12.93 | 14 | -1.8571 % | 2,698.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset Ins Non | -22.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 8.96 % |
| PWF.PR.P | FixedReset Disc | -6.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 8.65 % |
| IFC.PR.A | FixedReset Ins Non | -4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 7.48 % |
| TD.PF.D | FixedReset Disc | -4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 22.51 Evaluated at bid price : 23.00 Bid-YTW : 6.78 % |
| BN.PF.J | FixedReset Disc | -3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 7.67 % |
| CCS.PR.C | Insurance Straight | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.67 % |
| GWO.PR.N | FixedReset Ins Non | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 8.07 % |
| PWF.PR.L | Perpetual-Discount | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.82 % |
| MFC.PR.N | FixedReset Ins Non | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.42 % |
| SLF.PR.E | Insurance Straight | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 6.07 % |
| MFC.PR.C | Insurance Straight | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.08 % |
| POW.PR.G | Perpetual-Discount | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.83 % |
| MFC.PR.B | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 6.14 % |
| PVS.PR.J | SplitShare | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 6.79 % |
| IFC.PR.F | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 6.18 % |
| CM.PR.P | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 22.80 Evaluated at bid price : 23.51 Bid-YTW : 6.15 % |
| FFH.PR.I | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.35 % |
| IFC.PR.I | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.83 Evaluated at bid price : 22.10 Bid-YTW : 6.14 % |
| PWF.PR.E | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.64 % |
| IFC.PR.E | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.36 % |
| FFH.PR.E | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 8.25 % |
| PWF.PR.H | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.82 Evaluated at bid price : 22.06 Bid-YTW : 6.64 % |
| FFH.PR.J | FloatingReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 9.94 % |
| BN.PF.C | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 6.92 % |
| PWF.PR.Z | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.57 % |
| BN.PR.M | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.75 % |
| NA.PR.W | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.56 Evaluated at bid price : 21.91 Bid-YTW : 6.68 % |
| GWO.PR.G | Insurance Straight | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.54 % |
| RY.PR.N | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 23.57 Evaluated at bid price : 23.85 Bid-YTW : 5.19 % |
| FFH.PR.D | FloatingReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 9.27 % |
| GWO.PR.P | Insurance Straight | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 6.54 % |
| BN.PR.X | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.90 % |
| SLF.PR.H | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.04 % |
| BN.PR.T | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 8.59 % |
| GWO.PR.I | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 6.33 % |
| POW.PR.D | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.60 % |
| PWF.PR.G | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 22.55 Evaluated at bid price : 22.81 Bid-YTW : 6.59 % |
| FTS.PR.M | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.71 % |
| FFH.PR.C | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 7.85 % |
| PWF.PR.R | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.64 % |
| PVS.PR.K | SplitShare | 1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 6.39 % |
| BN.PR.N | Perpetual-Discount | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.85 % |
| GWO.PR.Q | Insurance Straight | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.56 % |
| FTS.PR.K | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 7.33 % |
| CU.PR.C | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.39 % |
| PWF.PR.K | Perpetual-Discount | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.65 % |
| FFH.PR.K | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.86 % |
| BIP.PR.E | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 21.88 Evaluated at bid price : 22.25 Bid-YTW : 7.51 % |
| TD.PF.I | FixedReset Prem | 2.91 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 5.38 % |
| BN.PF.F | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 8.05 % |
| MFC.PR.F | FixedReset Ins Non | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 7.07 % |
| BN.PF.E | FixedReset Disc | 4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 8.14 % |
| CM.PR.Q | FixedReset Disc | 7.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 23.21 Evaluated at bid price : 23.74 Bid-YTW : 6.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 95,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 23.60 Evaluated at bid price : 24.45 Bid-YTW : 6.00 % |
| CM.PR.O | FixedReset Disc | 95,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.88 % |
| RY.PR.N | Perpetual-Discount | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 23.57 Evaluated at bid price : 23.85 Bid-YTW : 5.19 % |
| RY.PR.S | FixedReset Disc | 17,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 23.16 Evaluated at bid price : 24.91 Bid-YTW : 6.00 % |
| BN.PR.N | Perpetual-Discount | 17,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.85 % |
| MFC.PR.F | FixedReset Ins Non | 15,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-02 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 7.07 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.67 – 21.70 Spot Rate : 5.0300 Average : 3.0283 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 19.10 – 21.96 Spot Rate : 2.8600 Average : 1.7360 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 21.70 – 23.20 Spot Rate : 1.5000 Average : 0.9985 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.00 – 24.48 Spot Rate : 1.4800 Average : 0.9819 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 24.95 – 25.95 Spot Rate : 1.0000 Average : 0.5490 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.08 – 15.50 Spot Rate : 1.4200 Average : 0.9949 YTW SCENARIO |