| 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 | 0.7216 % | 2,548.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7216 % | 4,888.4 |
| Floater | 8.51 % | 8.63 % | 44,146 | 10.74 | 2 | 0.7216 % | 2,817.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0061 % | 3,341.5 |
| SplitShare | 5.03 % | 7.24 % | 60,083 | 2.83 | 7 | 0.0061 % | 3,990.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0061 % | 3,113.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9162 % | 2,831.6 |
| Perpetual-Discount | 6.02 % | 6.09 % | 91,228 | 13.79 | 35 | 0.9162 % | 3,087.7 |
| FixedReset Disc | 5.27 % | 6.98 % | 92,597 | 12.70 | 62 | 0.2979 % | 2,297.1 |
| Insurance Straight | 5.93 % | 6.08 % | 103,259 | 13.77 | 20 | 0.4751 % | 3,026.4 |
| FloatingReset | 9.64 % | 10.01 % | 40,663 | 9.52 | 2 | 0.1582 % | 2,568.9 |
| FixedReset Prem | 6.61 % | 6.27 % | 172,589 | 4.11 | 2 | -0.1189 % | 2,376.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2979 % | 2,348.1 |
| FixedReset Ins Non | 5.40 % | 6.80 % | 59,567 | 12.81 | 14 | 0.1427 % | 2,391.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.G | FixedReset Ins Non | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 20.68 Evaluated at bid price : 20.68 Bid-YTW : 6.79 % |
| CU.PR.H | Perpetual-Discount | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.74 Evaluated at bid price : 21.74 Bid-YTW : 6.14 % |
| SLF.PR.H | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 7.45 % |
| IFC.PR.A | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 6.80 % |
| BMO.PR.W | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 6.99 % |
| IFC.PR.K | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.17 % |
| TRP.PR.B | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 11.67 Evaluated at bid price : 11.67 Bid-YTW : 8.29 % |
| TD.PF.D | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.80 % |
| MFC.PR.N | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.28 % |
| PVS.PR.G | SplitShare | -1.06 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 7.56 % |
| BN.PF.H | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.79 % |
| IFC.PR.E | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.57 Evaluated at bid price : 21.57 Bid-YTW : 6.09 % |
| GWO.PR.I | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.86 % |
| POW.PR.G | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.73 Evaluated at bid price : 23.02 Bid-YTW : 6.12 % |
| BN.PR.K | Floater | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 13.27 Evaluated at bid price : 13.27 Bid-YTW : 8.63 % |
| PWF.PR.H | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 23.22 Evaluated at bid price : 23.52 Bid-YTW : 6.13 % |
| TRP.PR.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 8.06 % |
| GWO.PR.M | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 6.13 % |
| BMO.PR.E | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.78 Evaluated at bid price : 22.25 Bid-YTW : 6.43 % |
| MFC.PR.F | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 7.55 % |
| MFC.PR.C | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.68 % |
| CU.PR.G | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 5.98 % |
| BN.PF.C | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 6.33 % |
| BN.PR.N | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.32 % |
| CU.PR.E | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.92 % |
| IAF.PR.I | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.12 Evaluated at bid price : 22.75 Bid-YTW : 6.37 % |
| IFC.PR.I | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.47 Evaluated at bid price : 22.75 Bid-YTW : 5.98 % |
| GWO.PR.N | FixedReset Ins Non | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 12.55 Evaluated at bid price : 12.55 Bid-YTW : 7.62 % |
| TRP.PR.D | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 7.96 % |
| BN.PR.T | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 8.01 % |
| CU.PR.D | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 5.88 % |
| GWO.PR.L | Insurance Straight | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 6.09 % |
| PWF.PR.S | Perpetual-Discount | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.03 % |
| CM.PR.O | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.99 % |
| PWF.PR.E | Perpetual-Discount | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.53 Evaluated at bid price : 22.78 Bid-YTW : 6.05 % |
| TRP.PR.G | FixedReset Disc | 4.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.73 % |
| RY.PR.O | Perpetual-Discount | 4.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.97 Evaluated at bid price : 23.25 Bid-YTW : 5.34 % |
| MFC.PR.M | FixedReset Ins Non | 6.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 7.21 % |
| CU.PR.F | Perpetual-Discount | 8.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.A | FixedReset Ins Non | 33,768 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 6.80 % |
| MFC.PR.I | FixedReset Ins Non | 32,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 22.46 Evaluated at bid price : 23.30 Bid-YTW : 6.38 % |
| BMO.PR.S | FixedReset Disc | 25,855 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.96 % |
| MFC.PR.Q | FixedReset Ins Non | 25,548 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.79 % |
| TRP.PR.E | FixedReset Disc | 18,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 8.03 % |
| BN.PR.M | Perpetual-Discount | 13,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-16 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 6.29 % |
| There were 1 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 19.64 – 25.08 Spot Rate : 5.4400 Average : 3.2940 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 20.55 – 21.75 Spot Rate : 1.2000 Average : 0.7644 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 18.26 – 20.10 Spot Rate : 1.8400 Average : 1.5640 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 12.41 – 13.85 Spot Rate : 1.4400 Average : 1.2048 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 19.78 – 20.50 Spot Rate : 0.7200 Average : 0.5321 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.05 – 19.75 Spot Rate : 0.7000 Average : 0.5478 YTW SCENARIO |