| 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 | 0.1893 % | 2,098.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1893 % | 3,850.5 |
| Floater | 5.60 % | 5.95 % | 50,097 | 13.96 | 3 | 0.1893 % | 2,219.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,282.9 |
| SplitShare | 4.88 % | 4.79 % | 73,541 | 3.79 | 8 | -0.0149 % | 3,920.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,058.9 |
| Perpetual-Premium | 5.59 % | -9.33 % | 94,687 | 0.09 | 10 | 0.0908 % | 2,951.8 |
| Perpetual-Discount | 5.41 % | 5.47 % | 79,972 | 14.64 | 23 | 0.0490 % | 3,107.6 |
| FixedReset Disc | 5.24 % | 5.40 % | 184,599 | 14.91 | 61 | 0.0352 % | 2,197.1 |
| Deemed-Retractible | 5.22 % | 5.78 % | 112,016 | 8.11 | 27 | 0.1217 % | 3,078.3 |
| FloatingReset | 4.22 % | 4.38 % | 51,485 | 2.65 | 5 | 0.6398 % | 2,418.3 |
| FixedReset Prem | 5.07 % | 3.69 % | 284,301 | 2.20 | 23 | 0.0373 % | 2,589.7 |
| FixedReset Bank Non | 1.97 % | 3.97 % | 140,544 | 2.67 | 3 | 0.2081 % | 2,654.0 |
| FixedReset Ins Non | 4.98 % | 6.65 % | 102,758 | 8.24 | 22 | 0.3329 % | 2,262.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.53 Bid-YTW : 9.04 % |
| BAM.PF.F | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.81 % |
| TRP.PR.B | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 5.83 % |
| NA.PR.W | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 5.58 % |
| CM.PR.P | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 5.44 % |
| TRP.PR.D | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 5.89 % |
| BIP.PR.F | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 5.89 % |
| MFC.PR.K | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.06 % |
| HSE.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 6.36 % |
| BIP.PR.D | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 22.57 Evaluated at bid price : 23.20 Bid-YTW : 5.78 % |
| HSE.PR.G | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 6.38 % |
| CCS.PR.C | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.27 Bid-YTW : 5.96 % |
| MFC.PR.Q | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.65 Bid-YTW : 6.82 % |
| IFC.PR.G | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 6.75 % |
| TRP.PR.A | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 5.93 % |
| MFC.PR.M | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.92 Bid-YTW : 7.38 % |
| MFC.PR.J | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.65 % |
| PWF.PR.Q | FloatingReset | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 114,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.26 % |
| CM.PR.R | FixedReset Disc | 95,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 22.19 Evaluated at bid price : 22.65 Bid-YTW : 5.39 % |
| BAM.PF.I | FixedReset Prem | 93,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 23.26 Evaluated at bid price : 24.65 Bid-YTW : 5.42 % |
| BAM.PF.H | FixedReset Prem | 80,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.99 % |
| GWO.PR.S | Deemed-Retractible | 65,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.53 % |
| CM.PR.T | FixedReset Prem | 65,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-26 Maturity Price : 23.28 Evaluated at bid price : 25.36 Bid-YTW : 4.84 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.I | FixedReset Ins Non | Quote: 22.11 – 22.59 Spot Rate : 0.4800 Average : 0.3063 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 18.48 – 18.78 Spot Rate : 0.3000 Average : 0.2085 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 21.21 – 21.52 Spot Rate : 0.3100 Average : 0.2222 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 22.36 – 22.75 Spot Rate : 0.3900 Average : 0.3024 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 14.53 – 14.82 Spot Rate : 0.2900 Average : 0.2090 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 21.60 – 21.90 Spot Rate : 0.3000 Average : 0.2214 YTW SCENARIO |