| 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 | 0.1314 % | 2,150.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1314 % | 3,945.6 |
| Floater | 5.44 % | 5.70 % | 41,446 | 14.37 | 3 | 0.1314 % | 2,273.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0050 % | 3,274.5 |
| SplitShare | 4.89 % | 4.70 % | 78,695 | 3.83 | 8 | 0.0050 % | 3,910.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0050 % | 3,051.0 |
| Perpetual-Premium | 5.57 % | -11.86 % | 87,538 | 0.09 | 10 | -0.2116 % | 2,962.3 |
| Perpetual-Discount | 5.39 % | 5.42 % | 73,979 | 14.74 | 23 | -0.0563 % | 3,112.1 |
| FixedReset Disc | 5.22 % | 5.42 % | 187,507 | 14.88 | 61 | 0.3666 % | 2,202.6 |
| Deemed-Retractible | 5.20 % | 5.68 % | 92,351 | 8.15 | 27 | 0.0456 % | 3,088.0 |
| FloatingReset | 4.22 % | 4.32 % | 55,083 | 2.69 | 5 | 0.3131 % | 2,420.9 |
| FixedReset Prem | 5.06 % | 3.65 % | 308,725 | 2.21 | 22 | 0.0336 % | 2,587.9 |
| FixedReset Bank Non | 1.98 % | 4.04 % | 142,168 | 2.70 | 3 | 0.1395 % | 2,637.5 |
| FixedReset Ins Non | 4.96 % | 6.57 % | 112,557 | 8.28 | 22 | 0.2043 % | 2,270.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.75 Bid-YTW : 8.84 % |
| HSE.PR.G | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 6.71 % |
| GWO.PR.N | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.61 Bid-YTW : 8.89 % |
| HSE.PR.A | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 6.49 % |
| BAM.PF.J | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 23.00 Evaluated at bid price : 24.26 Bid-YTW : 4.86 % |
| MFC.PR.N | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.15 Bid-YTW : 7.80 % |
| TD.PF.C | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.11 % |
| PWF.PR.S | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 21.86 Evaluated at bid price : 22.15 Bid-YTW : 5.42 % |
| TRP.PR.F | FloatingReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 6.10 % |
| IAF.PR.B | Deemed-Retractible | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 6.11 % |
| TD.PF.I | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 22.39 Evaluated at bid price : 23.01 Bid-YTW : 4.99 % |
| EMA.PR.F | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 5.62 % |
| PWF.PR.T | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.11 % |
| TRP.PR.C | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.74 % |
| TD.PF.A | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 5.16 % |
| BAM.PR.R | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 5.92 % |
| SLF.PR.G | FixedReset Ins Non | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.30 Bid-YTW : 8.56 % |
| TRP.PR.B | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 12.73 Evaluated at bid price : 12.73 Bid-YTW : 5.68 % |
| PWF.PR.P | FixedReset Disc | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 5.48 % |
| MFC.PR.M | FixedReset Ins Non | 2.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.05 Bid-YTW : 7.28 % |
| NA.PR.W | FixedReset Disc | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.S | FixedReset Disc | 80,043 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 21.65 Evaluated at bid price : 22.01 Bid-YTW : 4.85 % |
| HSE.PR.G | FixedReset Disc | 61,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 6.71 % |
| IAF.PR.G | FixedReset Ins Non | 53,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.20 Bid-YTW : 6.24 % |
| TD.PF.E | FixedReset Disc | 47,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.13 % |
| TRP.PR.E | FixedReset Disc | 38,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 5.88 % |
| BIP.PR.F | FixedReset Disc | 34,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-12 Maturity Price : 21.76 Evaluated at bid price : 22.16 Bid-YTW : 5.78 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 19.27 – 20.07 Spot Rate : 0.8000 Average : 0.4890 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 21.07 – 21.65 Spot Rate : 0.5800 Average : 0.3997 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 18.35 – 18.82 Spot Rate : 0.4700 Average : 0.2986 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 19.32 – 19.98 Spot Rate : 0.6600 Average : 0.4893 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 22.50 – 22.96 Spot Rate : 0.4600 Average : 0.2899 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 19.29 – 19.84 Spot Rate : 0.5500 Average : 0.3816 YTW SCENARIO |