| 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 | -0.1534 % | 1,962.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1534 % | 3,600.7 |
| Floater | 6.07 % | 6.23 % | 37,655 | 13.58 | 4 | -0.1534 % | 2,075.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2317 % | 3,342.7 |
| SplitShare | 4.66 % | 4.57 % | 79,701 | 4.16 | 7 | 0.2317 % | 3,991.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2317 % | 3,114.6 |
| Perpetual-Premium | 5.62 % | -18.21 % | 56,114 | 0.09 | 7 | 0.0844 % | 2,976.5 |
| Perpetual-Discount | 5.46 % | 5.53 % | 62,146 | 14.64 | 25 | 0.1670 % | 3,115.8 |
| FixedReset Disc | 5.36 % | 5.35 % | 161,141 | 14.82 | 69 | 0.1788 % | 2,144.3 |
| Deemed-Retractible | 5.23 % | 5.87 % | 71,283 | 8.00 | 27 | -0.0395 % | 3,106.6 |
| FloatingReset | 4.03 % | 4.34 % | 41,607 | 2.46 | 4 | 0.3286 % | 2,370.4 |
| FixedReset Prem | 5.13 % | 3.95 % | 171,604 | 1.93 | 17 | 0.1490 % | 2,595.3 |
| FixedReset Bank Non | 1.98 % | 4.22 % | 103,150 | 2.47 | 3 | 0.2935 % | 2,649.4 |
| FixedReset Ins Non | 5.23 % | 7.43 % | 93,913 | 8.05 | 22 | -0.1003 % | 2,180.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.92 Bid-YTW : 8.06 % |
| SLF.PR.C | Deemed-Retractible | -1.96 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.04 Bid-YTW : 6.61 % |
| IFC.PR.A | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.44 Bid-YTW : 9.08 % |
| HSE.PR.C | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 6.33 % |
| SLF.PR.I | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.12 Bid-YTW : 7.43 % |
| BIK.PR.A | FixedReset Prem | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.84 Bid-YTW : 5.12 % |
| BMO.PR.W | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 5.42 % |
| PWF.PR.P | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 13.46 Evaluated at bid price : 13.46 Bid-YTW : 5.72 % |
| TD.PF.D | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 5.25 % |
| IAF.PR.B | Deemed-Retractible | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 6.36 % |
| MFC.PR.I | FixedReset Ins Non | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.73 Bid-YTW : 7.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 188,955 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 23.15 Evaluated at bid price : 24.99 Bid-YTW : 5.06 % |
| HSE.PR.C | FixedReset Disc | 69,669 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 6.33 % |
| TD.PF.B | FixedReset Disc | 69,020 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 5.30 % |
| TD.PF.H | FixedReset Prem | 56,489 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 4.08 % |
| IAF.PR.G | FixedReset Ins Non | 38,438 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.51 Bid-YTW : 6.63 % |
| HSE.PR.A | FixedReset Disc | 31,131 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-11 Maturity Price : 12.72 Evaluated at bid price : 12.72 Bid-YTW : 6.28 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Y | FixedReset Disc | Quote: 19.75 – 20.50 Spot Rate : 0.7500 Average : 0.4462 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 20.90 – 21.49 Spot Rate : 0.5900 Average : 0.3588 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.15 – 23.97 Spot Rate : 0.8200 Average : 0.6086 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 19.38 – 19.88 Spot Rate : 0.5000 Average : 0.3548 YTW SCENARIO |
| GWO.PR.H | Deemed-Retractible | Quote: 22.16 – 22.63 Spot Rate : 0.4700 Average : 0.3683 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.88 – 24.17 Spot Rate : 0.2900 Average : 0.2042 YTW SCENARIO |