| 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 | -0.3310 % | 2,131.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3310 % | 3,911.6 |
| Floater | 5.74 % | 5.85 % | 48,157 | 14.11 | 4 | -0.3310 % | 2,254.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1041 % | 3,458.0 |
| SplitShare | 4.76 % | 4.27 % | 34,758 | 3.72 | 6 | 0.1041 % | 4,129.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1041 % | 3,222.1 |
| Perpetual-Premium | 5.58 % | -0.47 % | 60,821 | 0.09 | 11 | 0.1358 % | 3,061.3 |
| Perpetual-Discount | 5.24 % | 5.30 % | 69,630 | 14.94 | 24 | 0.1552 % | 3,319.4 |
| FixedReset Disc | 5.46 % | 5.61 % | 195,804 | 14.50 | 64 | -0.5113 % | 2,187.4 |
| Deemed-Retractible | 5.14 % | 5.24 % | 64,882 | 14.90 | 27 | 0.1919 % | 3,255.2 |
| FloatingReset | 6.01 % | 5.91 % | 66,954 | 14.05 | 3 | -0.5322 % | 2,548.1 |
| FixedReset Prem | 5.10 % | 3.62 % | 129,803 | 1.50 | 22 | 0.0529 % | 2,645.6 |
| FixedReset Bank Non | 1.93 % | 3.71 % | 68,933 | 1.96 | 3 | 0.0953 % | 2,740.4 |
| FixedReset Ins Non | 5.30 % | 5.62 % | 125,133 | 14.38 | 22 | -0.5617 % | 2,212.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 6.26 % |
| MFC.PR.N | FixedReset Ins Non | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.73 % |
| MFC.PR.L | FixedReset Ins Non | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 5.68 % |
| TRP.PR.F | FloatingReset | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 6.40 % |
| BIP.PR.A | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.30 % |
| TD.PF.I | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 5.45 % |
| BAM.PF.B | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 5.77 % |
| TRP.PR.A | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 6.22 % |
| TRP.PR.C | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 12.49 Evaluated at bid price : 12.49 Bid-YTW : 6.21 % |
| NA.PR.G | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 5.71 % |
| BAM.PR.R | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 6.10 % |
| MFC.PR.F | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 12.84 Evaluated at bid price : 12.84 Bid-YTW : 5.79 % |
| CU.PR.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 17.11 Evaluated at bid price : 17.11 Bid-YTW : 5.80 % |
| MFC.PR.I | FixedReset Ins Non | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.69 % |
| BAM.PF.F | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.92 % |
| SLF.PR.H | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.62 % |
| TRP.PR.G | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.12 % |
| BAM.PR.Z | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.86 % |
| BAM.PR.X | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 6.08 % |
| TRP.PR.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.97 % |
| TRP.PR.D | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.94 % |
| MFC.PR.G | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 5.70 % |
| NA.PR.W | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 5.75 % |
| HSE.PR.C | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.89 % |
| TD.PF.D | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.61 % |
| GWO.PR.R | Deemed-Retractible | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 22.87 Evaluated at bid price : 23.15 Bid-YTW : 5.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.S | Deemed-Retractible | 72,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 24.43 Evaluated at bid price : 24.77 Bid-YTW : 5.34 % |
| SLF.PR.H | FixedReset Ins Non | 70,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.62 % |
| CM.PR.T | FixedReset Disc | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 22.60 Evaluated at bid price : 23.51 Bid-YTW : 5.26 % |
| CM.PR.R | FixedReset Disc | 49,224 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.61 % |
| RY.PR.S | FixedReset Disc | 48,313 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 5.17 % |
| RY.PR.Z | FixedReset Disc | 48,296 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-24 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.34 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 20.65 – 21.13 Spot Rate : 0.4800 Average : 0.3199 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 17.33 – 17.74 Spot Rate : 0.4100 Average : 0.3107 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 16.77 – 17.24 Spot Rate : 0.4700 Average : 0.3739 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 21.14 – 21.48 Spot Rate : 0.3400 Average : 0.2565 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 20.10 – 20.55 Spot Rate : 0.4500 Average : 0.3668 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.42 – 19.72 Spot Rate : 0.3000 Average : 0.2212 YTW SCENARIO |