| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 2.6154 % | 2,564.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.6154 % | 4,917.8 |
| Floater | 8.46 % | 8.58 % | 66,981 | 10.77 | 2 | 2.6154 % | 2,834.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3288 % | 3,378.2 |
| SplitShare | 4.98 % | 6.89 % | 57,083 | 2.83 | 7 | 0.3288 % | 4,034.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3288 % | 3,147.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1216 % | 2,880.7 |
| Perpetual-Discount | 5.91 % | 5.98 % | 89,487 | 13.95 | 35 | 0.1216 % | 3,141.2 |
| FixedReset Disc | 5.27 % | 6.95 % | 92,206 | 12.76 | 62 | 0.3445 % | 2,298.8 |
| Insurance Straight | 5.82 % | 5.95 % | 105,377 | 13.98 | 20 | 0.0966 % | 3,084.8 |
| FloatingReset | 9.54 % | 9.89 % | 41,344 | 9.62 | 2 | 0.7554 % | 2,598.1 |
| FixedReset Prem | 6.59 % | 6.27 % | 168,187 | 4.10 | 2 | 0.1783 % | 2,384.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3445 % | 2,349.8 |
| FixedReset Ins Non | 5.36 % | 6.85 % | 54,663 | 12.81 | 14 | 0.2565 % | 2,406.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.I | FixedReset Disc | -3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 6.58 % |
| SLF.PR.C | Insurance Straight | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.77 % |
| GWO.PR.T | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 6.07 % |
| FTS.PR.G | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.28 % |
| TRP.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 8.11 % |
| NA.PR.E | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 6.63 % |
| SLF.PR.H | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 7.36 % |
| MFC.PR.N | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.13 % |
| IFC.PR.I | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 22.31 Evaluated at bid price : 22.71 Bid-YTW : 5.99 % |
| CCS.PR.C | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.93 % |
| IFC.PR.E | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 21.66 Evaluated at bid price : 21.92 Bid-YTW : 5.98 % |
| GWO.PR.M | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 6.02 % |
| BN.PR.R | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 8.05 % |
| IFC.PR.A | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.61 % |
| CM.PR.P | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.97 % |
| BMO.PR.S | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 6.95 % |
| BN.PF.C | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.13 % |
| IFC.PR.C | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.02 % |
| BN.PF.G | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 16.68 Evaluated at bid price : 16.68 Bid-YTW : 8.18 % |
| BN.PR.K | Floater | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 13.33 Evaluated at bid price : 13.33 Bid-YTW : 8.60 % |
| BN.PR.B | Floater | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 8.58 % |
| RY.PR.M | FixedReset Disc | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.76 % |
| BMO.PR.E | FixedReset Disc | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 21.57 Evaluated at bid price : 21.94 Bid-YTW : 6.54 % |
| TRP.PR.G | FixedReset Disc | 4.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.73 % |
| TD.PF.D | FixedReset Disc | 11.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Prem | 99,905 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 23.13 Evaluated at bid price : 24.86 Bid-YTW : 6.08 % |
| IFC.PR.G | FixedReset Ins Non | 72,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.75 % |
| GWO.PR.R | Insurance Straight | 50,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.83 % |
| PWF.PR.G | Perpetual-Discount | 32,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 6.08 % |
| BN.PR.X | FixedReset Disc | 19,253 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 7.37 % |
| FTS.PR.G | FixedReset Disc | 15,467 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-19 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.28 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.O | Perpetual-Discount | Quote: 23.66 – 26.00 Spot Rate : 2.3400 Average : 1.3729 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.30 – 23.50 Spot Rate : 2.2000 Average : 1.3987 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 21.03 – 22.58 Spot Rate : 1.5500 Average : 1.0348 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.67 – 21.70 Spot Rate : 1.0300 Average : 0.7575 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 19.50 – 20.30 Spot Rate : 0.8000 Average : 0.5486 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 24.35 – 25.00 Spot Rate : 0.6500 Average : 0.4751 YTW SCENARIO |