| 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 | 0.0427 % | 2,143.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0427 % | 4,110.9 |
| Floater | 9.63 % | 10.17 % | 35,865 | 9.42 | 4 | 0.0427 % | 2,369.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,600.2 |
| SplitShare | 4.79 % | 5.38 % | 41,613 | 1.32 | 8 | -0.0050 % | 4,299.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,354.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1186 % | 2,879.2 |
| Perpetual-Discount | 5.98 % | 6.04 % | 50,555 | 13.86 | 31 | -0.1186 % | 3,139.6 |
| FixedReset Disc | 5.54 % | 6.89 % | 121,620 | 12.51 | 58 | -0.3477 % | 2,653.7 |
| Insurance Straight | 5.81 % | 5.83 % | 58,729 | 14.12 | 20 | -0.5332 % | 3,115.1 |
| FloatingReset | 8.02 % | 8.13 % | 27,944 | 11.26 | 1 | 0.0915 % | 2,769.4 |
| FixedReset Prem | 6.48 % | 5.80 % | 200,632 | 13.58 | 7 | -0.2569 % | 2,555.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3477 % | 2,712.7 |
| FixedReset Ins Non | 5.22 % | 6.20 % | 96,550 | 13.66 | 14 | -0.0789 % | 2,812.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -13.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 6.83 % |
| GWO.PR.G | Insurance Straight | -8.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.46 % |
| TD.PF.E | FixedReset Disc | -4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.12 Evaluated at bid price : 22.79 Bid-YTW : 6.23 % |
| SLF.PR.C | Insurance Straight | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.67 % |
| BN.PF.D | Perpetual-Discount | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.50 % |
| ENB.PF.G | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 7.94 % |
| ENB.PF.K | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.25 Evaluated at bid price : 22.77 Bid-YTW : 6.89 % |
| TD.PF.J | FixedReset Prem | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 23.09 Evaluated at bid price : 24.44 Bid-YTW : 5.80 % |
| ENB.PR.F | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 7.64 % |
| CU.PR.I | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 23.68 Evaluated at bid price : 24.16 Bid-YTW : 6.82 % |
| IFC.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.67 Evaluated at bid price : 23.55 Bid-YTW : 6.03 % |
| CU.PR.J | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 6.08 % |
| PWF.PR.G | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.15 % |
| PWF.PR.E | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.04 % |
| ENB.PR.Y | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 7.60 % |
| GWO.PR.T | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.03 Evaluated at bid price : 22.03 Bid-YTW : 5.90 % |
| CCS.PR.C | Insurance Straight | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.72 % |
| PWF.PR.T | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 21.81 Evaluated at bid price : 22.20 Bid-YTW : 6.12 % |
| IFC.PR.C | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 6.50 % |
| PWF.PR.Z | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.03 % |
| GWO.PR.I | Insurance Straight | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 5.83 % |
| BN.PF.I | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 22.21 Evaluated at bid price : 22.55 Bid-YTW : 7.37 % |
| BN.PF.E | FixedReset Disc | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.A | FixedReset Disc | 110,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 7.48 % |
| BMO.PR.W | FixedReset Disc | 44,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.59 % |
| GWO.PR.N | FixedReset Ins Non | 41,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 7.02 % |
| FFH.PR.C | FixedReset Disc | 37,713 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 21.52 Evaluated at bid price : 21.85 Bid-YTW : 7.08 % |
| BN.PR.B | Floater | 23,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 11.24 Evaluated at bid price : 11.24 Bid-YTW : 10.20 % |
| SLF.PR.E | Insurance Straight | 20,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.48 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 20.79 – 24.16 Spot Rate : 3.3700 Average : 1.8720 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 20.32 – 22.30 Spot Rate : 1.9800 Average : 1.0976 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.96 – 24.99 Spot Rate : 2.0300 Average : 1.3321 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 22.79 – 24.10 Spot Rate : 1.3100 Average : 0.8064 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.82 – 20.69 Spot Rate : 0.8700 Average : 0.5662 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 19.80 – 20.50 Spot Rate : 0.7000 Average : 0.4804 YTW SCENARIO |