| 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 | -0.1911 % | 2,071.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1911 % | 3,800.6 |
| Floater | 5.67 % | 6.03 % | 49,336 | 13.82 | 3 | -0.1911 % | 2,190.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1928 % | 3,292.4 |
| SplitShare | 4.68 % | 4.85 % | 80,176 | 4.28 | 7 | 0.1928 % | 3,931.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1928 % | 3,067.7 |
| Perpetual-Premium | 5.52 % | 2.13 % | 96,354 | 0.09 | 12 | -0.0329 % | 2,953.8 |
| Perpetual-Discount | 5.42 % | 5.47 % | 77,542 | 14.70 | 20 | 0.2577 % | 3,105.4 |
| FixedReset Disc | 5.27 % | 5.38 % | 171,845 | 14.92 | 63 | -0.2618 % | 2,181.5 |
| Deemed-Retractible | 5.23 % | 5.83 % | 101,034 | 8.07 | 27 | -0.0016 % | 3,075.3 |
| FloatingReset | 3.96 % | 4.44 % | 51,918 | 2.62 | 4 | -0.3962 % | 2,402.8 |
| FixedReset Prem | 5.11 % | 3.90 % | 260,651 | 2.14 | 21 | -0.1611 % | 2,582.4 |
| FixedReset Bank Non | 1.98 % | 3.96 % | 160,325 | 2.64 | 3 | -0.0139 % | 2,646.8 |
| FixedReset Ins Non | 5.04 % | 6.88 % | 98,043 | 8.20 | 22 | -0.3781 % | 2,235.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.E | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.59 % |
| EMA.PR.F | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 5.76 % |
| HSE.PR.A | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 6.56 % |
| MFC.PR.H | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.01 Bid-YTW : 6.25 % |
| TD.PF.E | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.20 % |
| PWF.PR.P | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 5.56 % |
| SLF.PR.G | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 8.97 % |
| BAM.PR.K | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 11.49 Evaluated at bid price : 11.49 Bid-YTW : 6.10 % |
| RY.PR.Z | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.22 % |
| BAM.PR.R | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 6.05 % |
| BIP.PR.F | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.07 % |
| MFC.PR.N | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.02 Bid-YTW : 7.89 % |
| SLF.PR.J | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.60 Bid-YTW : 9.38 % |
| BIP.PR.E | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 21.43 Evaluated at bid price : 21.76 Bid-YTW : 5.81 % |
| IFC.PR.E | Deemed-Retractible | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.77 Bid-YTW : 5.93 % |
| CU.PR.D | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 22.75 Evaluated at bid price : 23.00 Bid-YTW : 5.41 % |
| NA.PR.S | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 126,277 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.62 Bid-YTW : 8.89 % |
| GWO.PR.G | Deemed-Retractible | 114,532 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 5.75 % |
| BNS.PR.I | FixedReset Disc | 112,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 22.05 Evaluated at bid price : 22.60 Bid-YTW : 4.67 % |
| CU.PR.F | Perpetual-Discount | 87,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.43 % |
| TD.PF.C | FixedReset Disc | 82,841 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 5.26 % |
| CU.PR.G | Perpetual-Discount | 71,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-07 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.42 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 19.75 – 20.50 Spot Rate : 0.7500 Average : 0.5179 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 18.12 – 18.57 Spot Rate : 0.4500 Average : 0.2719 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.10 – 25.50 Spot Rate : 0.4000 Average : 0.2476 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 21.06 – 21.39 Spot Rate : 0.3300 Average : 0.1985 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 20.42 – 20.68 Spot Rate : 0.2600 Average : 0.1737 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.51 – 20.96 Spot Rate : 0.4500 Average : 0.3649 YTW SCENARIO |