| 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 | -0.3391 % | 2,241.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3391 % | 4,299.9 |
| Floater | 9.97 % | 10.12 % | 87,148 | 9.43 | 2 | -0.3391 % | 2,478.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1156 % | 3,520.0 |
| SplitShare | 4.75 % | 6.19 % | 27,886 | 1.21 | 6 | -0.1156 % | 4,203.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1156 % | 3,279.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1684 % | 2,794.0 |
| Perpetual-Discount | 6.16 % | 6.29 % | 58,371 | 13.52 | 28 | 1.1684 % | 3,046.7 |
| FixedReset Disc | 5.10 % | 7.04 % | 116,539 | 12.44 | 49 | -0.2002 % | 2,652.9 |
| Insurance Straight | 6.00 % | 6.22 % | 61,567 | 13.57 | 21 | 0.3045 % | 2,977.6 |
| FloatingReset | 8.94 % | 8.75 % | 30,115 | 10.59 | 4 | 0.5751 % | 2,814.3 |
| FixedReset Prem | 5.80 % | 6.10 % | 238,740 | 3.91 | 8 | 0.1875 % | 2,545.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2002 % | 2,711.8 |
| FixedReset Ins Non | 5.17 % | 6.43 % | 98,093 | 13.34 | 14 | 0.3512 % | 2,841.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -10.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.32 % |
| SLF.PR.E | Insurance Straight | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 5.96 % |
| FFH.PR.G | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.08 % |
| FTS.PR.H | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 7.69 % |
| CU.PR.C | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.06 % |
| BN.PR.M | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.56 % |
| GWO.PR.G | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.25 % |
| CU.PR.D | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 6.20 % |
| FFH.PR.H | FloatingReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 9.44 % |
| PWF.PR.E | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 21.66 Evaluated at bid price : 21.91 Bid-YTW : 6.30 % |
| GWO.PR.T | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.28 % |
| POW.PR.B | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.30 % |
| PWF.PR.H | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 22.45 Evaluated at bid price : 22.71 Bid-YTW : 6.36 % |
| GWO.PR.Y | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 6.19 % |
| RY.PR.N | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.83 Evaluated at bid price : 24.10 Bid-YTW : 5.07 % |
| RY.PR.O | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.73 Evaluated at bid price : 24.00 Bid-YTW : 5.09 % |
| NA.PR.G | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.40 Evaluated at bid price : 25.59 Bid-YTW : 6.18 % |
| BN.PF.C | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.47 % |
| GWO.PR.Q | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.27 % |
| GWO.PR.R | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.22 % |
| POW.PR.D | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.26 % |
| POW.PR.C | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 6.23 % |
| FTS.PR.J | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.97 % |
| GWO.PR.H | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.23 % |
| BN.PF.D | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.53 % |
| PWF.PR.L | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.31 % |
| CU.PR.E | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.19 % |
| GWO.PR.I | Insurance Straight | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 6.05 % |
| PWF.PR.F | Perpetual-Discount | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 6.29 % |
| PWF.PR.K | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 6.25 % |
| CU.PR.G | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 6.12 % |
| BN.PR.N | Perpetual-Discount | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 6.42 % |
| SLF.PR.J | FloatingReset | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 8.73 % |
| PWF.PR.Z | Perpetual-Discount | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 6.29 % |
| IFC.PR.C | FixedReset Ins Non | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.67 % |
| PWF.PF.A | Perpetual-Discount | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.19 % |
| MFC.PR.F | FixedReset Ins Non | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.62 % |
| PWF.PR.O | Perpetual-Discount | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 6.28 % |
| PWF.PR.S | Perpetual-Discount | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 6.29 % |
| MFC.PR.Q | FixedReset Ins Non | 8.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 22.86 Evaluated at bid price : 24.00 Bid-YTW : 6.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Prem | 210,142 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.93 Evaluated at bid price : 24.97 Bid-YTW : 5.66 % |
| GWO.PR.R | Insurance Straight | 130,283 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.22 % |
| RY.PR.J | FixedReset Disc | 54,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 23.46 Evaluated at bid price : 24.06 Bid-YTW : 6.20 % |
| PWF.PR.O | Perpetual-Discount | 47,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 6.28 % |
| PWF.PF.A | Perpetual-Discount | 45,340 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.19 % |
| PWF.PR.K | Perpetual-Discount | 36,628 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-25 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 6.25 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.50 – 19.65 Spot Rate : 2.1500 Average : 1.3610 YTW SCENARIO |
| PWF.PR.O | Perpetual-Discount | Quote: 23.20 – 24.20 Spot Rate : 1.0000 Average : 0.5833 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.12 – 20.16 Spot Rate : 1.0400 Average : 0.6727 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 21.64 – 23.64 Spot Rate : 2.0000 Average : 1.6443 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 18.35 – 19.39 Spot Rate : 1.0400 Average : 0.7183 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 20.66 – 22.99 Spot Rate : 2.3300 Average : 2.0262 YTW SCENARIO |