| 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 | -0.2768 % | 2,140.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2768 % | 4,105.6 |
| Floater | 9.64 % | 10.18 % | 36,634 | 9.42 | 4 | -0.2768 % | 2,366.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2199 % | 3,598.4 |
| SplitShare | 4.80 % | 5.22 % | 44,013 | 1.33 | 8 | -0.2199 % | 4,297.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2199 % | 3,352.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2773 % | 2,910.5 |
| Perpetual-Discount | 5.91 % | 6.02 % | 49,725 | 13.85 | 31 | -0.2773 % | 3,173.8 |
| FixedReset Disc | 5.49 % | 6.88 % | 117,482 | 12.48 | 58 | 0.0440 % | 2,676.7 |
| Insurance Straight | 5.76 % | 5.81 % | 59,743 | 14.17 | 20 | -0.4437 % | 3,144.2 |
| FloatingReset | 8.23 % | 8.33 % | 28,194 | 11.06 | 1 | 1.4012 % | 2,749.1 |
| FixedReset Prem | 6.45 % | 5.80 % | 216,504 | 13.50 | 7 | -0.4163 % | 2,567.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0440 % | 2,736.1 |
| FixedReset Ins Non | 5.20 % | 6.32 % | 100,320 | 13.59 | 14 | -0.0682 % | 2,827.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Insurance Straight | -5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 22.07 Evaluated at bid price : 22.40 Bid-YTW : 6.06 % |
| CCS.PR.C | Insurance Straight | -5.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.79 % |
| PWF.PR.T | FixedReset Disc | -4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.48 Evaluated at bid price : 21.75 Bid-YTW : 6.45 % |
| FTS.PR.J | Perpetual-Discount | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.88 % |
| POW.PR.C | Perpetual-Discount | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.61 Evaluated at bid price : 23.88 Bid-YTW : 6.09 % |
| IFC.PR.C | FixedReset Ins Non | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.69 % |
| ENB.PF.K | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 22.60 Evaluated at bid price : 23.35 Bid-YTW : 6.77 % |
| BIP.PR.B | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.86 Evaluated at bid price : 24.30 Bid-YTW : 7.70 % |
| CU.PR.C | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.66 % |
| POW.PR.D | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.98 % |
| PVS.PR.J | SplitShare | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 5.33 % |
| NA.PR.W | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 22.20 Evaluated at bid price : 22.90 Bid-YTW : 5.77 % |
| SLF.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.73 % |
| FTS.PR.M | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.88 % |
| CU.PR.H | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.97 % |
| ENB.PF.A | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.65 % |
| FFH.PR.D | FloatingReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.71 Evaluated at bid price : 21.71 Bid-YTW : 8.33 % |
| BN.PR.X | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 7.37 % |
| GWO.PR.S | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 5.87 % |
| FTS.PR.K | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.31 % |
| TD.PF.E | FixedReset Disc | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.23 Evaluated at bid price : 23.77 Bid-YTW : 6.13 % |
| BIP.PR.A | FixedReset Disc | 4.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 178,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.55 Evaluated at bid price : 24.15 Bid-YTW : 6.00 % |
| BMO.PR.W | FixedReset Disc | 118,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 4.51 % |
| RY.PR.J | FixedReset Disc | 52,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.68 Evaluated at bid price : 24.33 Bid-YTW : 5.92 % |
| RY.PR.S | FixedReset Prem | 48,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.29 Evaluated at bid price : 25.24 Bid-YTW : 5.52 % |
| NA.PR.S | FixedReset Disc | 32,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-07 Maturity Price : 23.13 Evaluated at bid price : 24.82 Bid-YTW : 5.64 % |
| PVS.PR.L | SplitShare | 28,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.22 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 20.75 – 22.78 Spot Rate : 2.0300 Average : 1.2774 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 22.40 – 23.74 Spot Rate : 1.3400 Average : 0.8281 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 21.75 – 23.05 Spot Rate : 1.3000 Average : 0.7946 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.70 – 22.80 Spot Rate : 1.1000 Average : 0.7609 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.20 – 16.97 Spot Rate : 0.7700 Average : 0.4620 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 23.11 – 23.70 Spot Rate : 0.5900 Average : 0.4042 YTW SCENARIO |