| 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 | -0.8370 % | 2,146.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8370 % | 4,117.0 |
| Floater | 10.03 % | 10.16 % | 84,446 | 9.44 | 2 | -0.8370 % | 2,372.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1604 % | 3,606.3 |
| SplitShare | 4.78 % | 5.12 % | 113,187 | 4.17 | 4 | 0.1604 % | 4,306.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1604 % | 3,360.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2264 % | 2,918.6 |
| Perpetual-Discount | 5.90 % | 6.00 % | 50,114 | 13.88 | 31 | -0.2264 % | 3,182.6 |
| FixedReset Disc | 5.50 % | 6.53 % | 119,226 | 12.79 | 58 | 0.4647 % | 2,675.5 |
| Insurance Straight | 5.73 % | 5.80 % | 61,826 | 14.23 | 20 | -0.0620 % | 3,158.2 |
| FloatingReset | 8.23 % | 8.37 % | 29,269 | 11.02 | 2 | -0.1057 % | 2,711.1 |
| FixedReset Prem | 6.43 % | 5.51 % | 219,280 | 13.55 | 7 | -0.0666 % | 2,577.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4647 % | 2,734.9 |
| FixedReset Ins Non | 5.19 % | 5.87 % | 98,893 | 14.06 | 14 | 0.5524 % | 2,829.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.11 % |
| BIP.PR.A | FixedReset Disc | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.63 % |
| BN.PF.C | Perpetual-Discount | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.27 % |
| BN.PR.N | Perpetual-Discount | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 6.27 % |
| BN.PR.M | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 6.22 % |
| GWO.PR.P | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.97 % |
| GWO.PR.S | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 21.94 Evaluated at bid price : 22.17 Bid-YTW : 5.96 % |
| BN.PF.A | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.55 Evaluated at bid price : 23.38 Bid-YTW : 6.35 % |
| BN.PF.D | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.29 % |
| CM.PR.Q | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.58 Evaluated at bid price : 24.17 Bid-YTW : 5.58 % |
| FFH.PR.E | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.22 % |
| RY.PR.M | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.21 Evaluated at bid price : 23.73 Bid-YTW : 5.49 % |
| CM.PR.P | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.20 Evaluated at bid price : 24.10 Bid-YTW : 5.10 % |
| TD.PF.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.37 Evaluated at bid price : 23.17 Bid-YTW : 5.40 % |
| BMO.PR.Y | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.82 Evaluated at bid price : 24.35 Bid-YTW : 5.48 % |
| MIC.PR.A | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 6.51 % |
| TD.PF.D | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.63 Evaluated at bid price : 24.21 Bid-YTW : 5.63 % |
| IFC.PR.C | FixedReset Ins Non | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.19 % |
| ENB.PF.G | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 7.43 % |
| RY.PR.J | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 23.63 Evaluated at bid price : 24.29 Bid-YTW : 5.57 % |
| TD.PF.C | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.29 Evaluated at bid price : 23.06 Bid-YTW : 5.43 % |
| MFC.PR.M | FixedReset Ins Non | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 21.47 Evaluated at bid price : 21.77 Bid-YTW : 5.87 % |
| ENB.PF.A | FixedReset Disc | 4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 7.26 % |
| BMO.PR.W | FixedReset Disc | 4.98 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.54 % |
| IFC.PR.E | Insurance Straight | 5.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.81 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 108,863 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.54 % |
| ENB.PR.B | FixedReset Disc | 55,838 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.32 % |
| MFC.PR.Q | FixedReset Ins Non | 50,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.89 Evaluated at bid price : 24.02 Bid-YTW : 5.66 % |
| PVS.PR.K | SplitShare | 43,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.64 % |
| MFC.PR.L | FixedReset Ins Non | 39,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-04 Maturity Price : 22.46 Evaluated at bid price : 23.30 Bid-YTW : 5.53 % |
| PVS.PR.L | SplitShare | 38,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 5.25 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.T | Insurance Straight | Quote: 21.25 – 22.54 Spot Rate : 1.2900 Average : 0.8774 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 20.40 – 21.40 Spot Rate : 1.0000 Average : 0.6795 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 22.90 – 24.15 Spot Rate : 1.2500 Average : 1.0137 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 19.52 – 20.10 Spot Rate : 0.5800 Average : 0.3678 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 24.99 – 25.45 Spot Rate : 0.4600 Average : 0.3027 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 22.00 – 23.00 Spot Rate : 1.0000 Average : 0.8489 YTW SCENARIO |