| 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 | 0.5556 % | 1,676.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5556 % | 3,076.0 |
| Floater | 5.08 % | 5.08 % | 58,829 | 15.39 | 3 | 0.5556 % | 1,772.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2591 % | 3,540.9 |
| SplitShare | 4.80 % | 4.38 % | 41,530 | 3.65 | 7 | -0.2591 % | 4,228.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2591 % | 3,299.3 |
| Perpetual-Premium | 5.36 % | 4.90 % | 78,510 | 6.83 | 17 | -0.0443 % | 3,116.2 |
| Perpetual-Discount | 5.24 % | 5.31 % | 94,874 | 14.91 | 17 | -0.0893 % | 3,497.4 |
| FixedReset Disc | 5.44 % | 4.19 % | 126,373 | 16.38 | 68 | 0.1969 % | 2,101.3 |
| Deemed-Retractible | 5.04 % | 4.88 % | 114,830 | 15.14 | 27 | -0.0320 % | 3,443.6 |
| FloatingReset | 2.87 % | 2.37 % | 51,552 | 1.35 | 3 | 0.6995 % | 1,799.3 |
| FixedReset Prem | 5.27 % | 4.60 % | 252,705 | 0.91 | 11 | 0.0756 % | 2,612.6 |
| FixedReset Bank Non | 1.95 % | 2.43 % | 129,283 | 1.35 | 2 | 0.1011 % | 2,835.4 |
| FixedReset Ins Non | 5.74 % | 4.49 % | 86,789 | 16.04 | 22 | 0.0449 % | 2,102.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Disc | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.16 % |
| MFC.PR.I | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.63 % |
| TRP.PR.A | FixedReset Disc | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 11.79 Evaluated at bid price : 11.79 Bid-YTW : 5.52 % |
| TD.PF.E | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.94 % |
| TRP.PR.E | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.50 % |
| BAM.PR.T | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 13.02 Evaluated at bid price : 13.02 Bid-YTW : 5.30 % |
| TRP.PR.C | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 8.91 Evaluated at bid price : 8.91 Bid-YTW : 5.43 % |
| BAM.PF.H | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 24.03 Evaluated at bid price : 24.80 Bid-YTW : 5.01 % |
| NA.PR.G | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.29 % |
| BAM.PF.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 5.21 % |
| TD.PF.C | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 3.98 % |
| MFC.PR.M | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 4.62 % |
| TD.PF.D | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 4.03 % |
| SLF.PR.G | FixedReset Ins Non | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 4.34 % |
| SLF.PR.J | FloatingReset | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 9.55 Evaluated at bid price : 9.55 Bid-YTW : 4.08 % |
| TRP.PR.G | FixedReset Disc | 7.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 5.47 % |
| BAM.PR.Z | FixedReset Disc | 11.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 5.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 130,813 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 3.91 % |
| CM.PR.R | FixedReset Disc | 72,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 23.41 Evaluated at bid price : 23.76 Bid-YTW : 4.04 % |
| BAM.PF.G | FixedReset Disc | 53,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 5.27 % |
| CU.PR.C | FixedReset Disc | 52,252 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 4.43 % |
| SLF.PR.B | Deemed-Retractible | 44,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.88 % |
| NA.PR.A | FixedReset Prem | 41,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-15 Maturity Price : 24.05 Evaluated at bid price : 25.21 Bid-YTW : 4.99 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 20.00 – 20.89 Spot Rate : 0.8900 Average : 0.5412 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 25.25 – 25.99 Spot Rate : 0.7400 Average : 0.4325 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 18.15 – 19.20 Spot Rate : 1.0500 Average : 0.7805 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 18.40 – 18.96 Spot Rate : 0.5600 Average : 0.3672 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 10.06 – 11.04 Spot Rate : 0.9800 Average : 0.8225 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.12 – 16.81 Spot Rate : 0.6900 Average : 0.5433 YTW SCENARIO |