| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.9358 % | 2,262.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9358 % | 4,340.2 |
| Floater | 9.88 % | 10.06 % | 25,680 | 9.47 | 2 | 0.9358 % | 2,501.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2792 % | 3,529.8 |
| SplitShare | 4.74 % | 6.66 % | 28,208 | 1.21 | 6 | 0.2792 % | 4,215.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2792 % | 3,289.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2176 % | 2,800.1 |
| Perpetual-Discount | 6.15 % | 6.27 % | 58,937 | 13.53 | 28 | 0.2176 % | 3,053.4 |
| FixedReset Disc | 5.10 % | 6.98 % | 115,724 | 12.44 | 49 | -0.0548 % | 2,651.4 |
| Insurance Straight | 5.99 % | 6.20 % | 62,210 | 13.60 | 21 | 0.0552 % | 2,979.3 |
| FloatingReset | 8.93 % | 8.86 % | 28,950 | 10.51 | 4 | 0.0381 % | 2,815.3 |
| FixedReset Prem | 5.80 % | 6.13 % | 240,509 | 3.91 | 8 | -0.0443 % | 2,544.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0548 % | 2,710.3 |
| FixedReset Ins Non | 5.22 % | 6.51 % | 97,381 | 13.36 | 14 | -0.8426 % | 2,817.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -8.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.98 % |
| BN.PF.G | FixedReset Disc | -3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.27 % |
| MFC.PR.F | FixedReset Ins Non | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.82 % |
| PWF.PR.S | Perpetual-Discount | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.48 % |
| CU.PR.J | Perpetual-Discount | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.43 % |
| PWF.PR.L | Perpetual-Discount | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 6.45 % |
| IFC.PR.C | FixedReset Ins Non | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.81 % |
| SLF.PR.C | Insurance Straight | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.83 % |
| NA.PR.E | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 22.82 Evaluated at bid price : 23.88 Bid-YTW : 6.19 % |
| RY.PR.O | Perpetual-Discount | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.33 Evaluated at bid price : 23.60 Bid-YTW : 5.18 % |
| SLF.PR.J | FloatingReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 8.86 % |
| GWO.PR.Q | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.36 % |
| RY.PR.N | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.52 Evaluated at bid price : 23.79 Bid-YTW : 5.14 % |
| GWO.PR.G | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.33 % |
| GWO.PR.I | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.13 % |
| FTS.PR.H | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 15.12 Evaluated at bid price : 15.12 Bid-YTW : 7.78 % |
| PVS.PR.K | SplitShare | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.05 Bid-YTW : 5.53 % |
| PVS.PR.J | SplitShare | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.87 % |
| PWF.PR.G | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 6.30 % |
| GWO.PR.S | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 6.26 % |
| CU.PR.G | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.05 % |
| CU.PR.I | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.29 Evaluated at bid price : 23.75 Bid-YTW : 7.28 % |
| POW.PR.D | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 6.18 % |
| BN.PF.C | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.38 % |
| PWF.PR.Z | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.20 % |
| FFH.PR.G | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.97 % |
| CU.PR.D | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.12 % |
| BN.PF.D | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 6.44 % |
| BN.PR.K | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 11.88 Evaluated at bid price : 11.88 Bid-YTW : 10.06 % |
| GWO.PR.N | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 7.39 % |
| MFC.PR.C | Insurance Straight | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.82 % |
| SLF.PR.E | Insurance Straight | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.82 % |
| BN.PR.M | Perpetual-Discount | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 6.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 114,140 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 6.47 % |
| RY.PR.M | FixedReset Disc | 75,516 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.25 Evaluated at bid price : 23.72 Bid-YTW : 6.06 % |
| BMO.PR.T | FixedReset Disc | 67,653 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 5.22 % |
| CM.PR.O | FixedReset Disc | 65,048 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 23.96 Evaluated at bid price : 24.99 Bid-YTW : 5.71 % |
| BMO.PR.W | FixedReset Disc | 60,236 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 24.03 Evaluated at bid price : 24.77 Bid-YTW : 5.68 % |
| BN.PR.T | FixedReset Disc | 35,921 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-26 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 8.10 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 20.50 – 22.50 Spot Rate : 2.0000 Average : 1.1186 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 18.82 – 19.91 Spot Rate : 1.0900 Average : 0.7183 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.50 – 19.61 Spot Rate : 2.1100 Average : 1.7527 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 19.93 – 20.80 Spot Rate : 0.8700 Average : 0.5263 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 18.40 – 19.18 Spot Rate : 0.7800 Average : 0.4519 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 22.60 – 23.41 Spot Rate : 0.8100 Average : 0.4939 YTW SCENARIO |