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| 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 | 0.1198 % | 2,409.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1198 % | 4,621.1 |
| Floater | 7.61 % | 7.64 % | 61,413 | 11.78 | 2 | 0.1198 % | 2,663.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 3,380.7 |
| SplitShare | 5.04 % | 6.36 % | 32,103 | 3.10 | 7 | 0.0850 % | 4,037.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 3,150.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2177 % | 2,649.2 |
| Perpetual-Discount | 6.43 % | 6.57 % | 69,843 | 13.10 | 33 | -0.2177 % | 2,888.9 |
| FixedReset Disc | 5.09 % | 7.06 % | 92,582 | 12.78 | 54 | -0.1803 % | 2,329.4 |
| Insurance Straight | 6.37 % | 6.42 % | 78,653 | 13.34 | 19 | -0.3555 % | 2,823.7 |
| FloatingReset | 8.46 % | 8.70 % | 35,562 | 10.68 | 2 | 0.6470 % | 2,525.1 |
| FixedReset Prem | 5.38 % | 7.08 % | 100,370 | 12.51 | 9 | 0.1774 % | 2,455.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1803 % | 2,381.1 |
| FixedReset Ins Non | 5.53 % | 7.69 % | 59,866 | 12.16 | 13 | -0.5034 % | 2,334.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.G | FixedReset Ins Non | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 7.69 % |
| RY.PR.Z | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.98 % |
| IFC.PR.I | Perpetual-Discount | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.33 % |
| BIP.PR.A | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.17 % |
| MFC.PR.B | Insurance Straight | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 6.37 % |
| NA.PR.W | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 7.09 % |
| NA.PR.S | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.18 % |
| BAM.PR.Z | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 7.87 % |
| CU.PR.E | Perpetual-Discount | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 6.50 % |
| MFC.PR.I | FixedReset Ins Non | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 21.83 Evaluated at bid price : 22.27 Bid-YTW : 7.14 % |
| SLF.PR.E | Insurance Straight | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.28 % |
| CM.PR.O | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.06 % |
| GWO.PR.T | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.49 % |
| BMO.PR.W | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 7.04 % |
| FTS.PR.J | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 6.29 % |
| GWO.PR.G | Insurance Straight | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.64 % |
| BAM.PF.G | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 8.67 % |
| CU.PR.H | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 6.50 % |
| IFC.PR.C | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.96 % |
| GWO.PR.Y | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 6.42 % |
| MFC.PR.K | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.69 % |
| CU.PR.J | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.46 % |
| BIP.PR.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.50 % |
| CU.PR.I | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.20 % |
| BAM.PR.M | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 6.62 % |
| BMO.PR.E | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 22.52 Evaluated at bid price : 23.00 Bid-YTW : 6.64 % |
| TD.PF.K | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 22.06 Evaluated at bid price : 22.70 Bid-YTW : 6.65 % |
| TD.PF.J | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 22.22 Evaluated at bid price : 22.94 Bid-YTW : 6.75 % |
| FTS.PR.K | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.98 % |
| PWF.PR.K | Perpetual-Discount | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 6.61 % |
| BMO.PR.F | FixedReset Prem | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 23.68 Evaluated at bid price : 24.05 Bid-YTW : 7.11 % |
| IFC.PR.F | Insurance Straight | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.28 % |
| BIP.PR.F | FixedReset Disc | 5.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 7.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 35,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 22.37 Evaluated at bid price : 23.20 Bid-YTW : 6.30 % |
| GWO.PR.I | Insurance Straight | 20,525 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.33 % |
| MFC.PR.C | Insurance Straight | 15,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.38 % |
| PWF.PR.L | Perpetual-Discount | 14,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.62 % |
| TD.PF.I | FixedReset Disc | 12,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-29 Maturity Price : 23.89 Evaluated at bid price : 24.97 Bid-YTW : 6.55 % |
| CU.PR.I | FixedReset Prem | 10,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.20 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MIC.PR.A | Perpetual-Discount | Quote: 19.50 – 28.99 Spot Rate : 9.4900 Average : 5.2014 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 20.50 – 22.50 Spot Rate : 2.0000 Average : 1.2455 YTW SCENARIO |
| IFC.PR.I | Perpetual-Discount | Quote: 21.50 – 24.10 Spot Rate : 2.6000 Average : 2.0083 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 20.47 – 22.10 Spot Rate : 1.6300 Average : 1.2489 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.02 – 18.85 Spot Rate : 1.8300 Average : 1.5000 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 21.85 – 22.80 Spot Rate : 0.9500 Average : 0.6432 YTW SCENARIO |