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| 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 | 0.5354 % | 2,154.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5354 % | 3,952.9 |
| Floater | 5.66 % | 5.78 % | 50,574 | 14.22 | 4 | 0.5354 % | 2,278.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0841 % | 3,445.0 |
| SplitShare | 4.63 % | 4.43 % | 36,798 | 3.79 | 7 | 0.0841 % | 4,114.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0841 % | 3,210.0 |
| Perpetual-Premium | 5.57 % | -6.71 % | 64,019 | 0.09 | 10 | 0.0983 % | 3,048.0 |
| Perpetual-Discount | 5.28 % | 5.37 % | 69,715 | 14.84 | 25 | 0.0550 % | 3,286.5 |
| FixedReset Disc | 5.46 % | 5.76 % | 210,555 | 14.26 | 66 | 0.4522 % | 2,168.2 |
| Deemed-Retractible | 5.16 % | 5.27 % | 67,875 | 14.92 | 27 | 0.0671 % | 3,233.6 |
| FloatingReset | 6.13 % | 6.41 % | 121,133 | 13.31 | 2 | 0.2203 % | 2,527.1 |
| FixedReset Prem | 5.09 % | 3.38 % | 143,575 | 1.49 | 20 | -0.0058 % | 2,647.6 |
| FixedReset Bank Non | 1.94 % | 3.71 % | 66,320 | 2.02 | 3 | 0.0000 % | 2,731.0 |
| FixedReset Ins Non | 5.32 % | 5.73 % | 148,378 | 14.29 | 22 | 0.5972 % | 2,204.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.I | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.74 % |
| MFC.PR.I | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.76 % |
| TRP.PR.G | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.26 % |
| CM.PR.R | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.82 % |
| BMO.PR.Y | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 5.76 % |
| TD.PF.D | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 5.73 % |
| BAM.PR.C | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.78 % |
| TD.PF.E | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 5.74 % |
| MFC.PR.G | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 5.77 % |
| TRP.PR.A | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 6.13 % |
| MFC.PR.K | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 5.67 % |
| CCS.PR.C | Deemed-Retractible | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 5.29 % |
| HSE.PR.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.95 % |
| IFC.PR.G | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 5.81 % |
| HSE.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.95 % |
| HSE.PR.A | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 6.83 % |
| SLF.PR.G | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 5.71 % |
| HSE.PR.G | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 6.93 % |
| RY.PR.J | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 5.62 % |
| BAM.PF.B | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 5.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 31,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.88 % |
| BMO.PR.D | FixedReset Disc | 27,313 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.71 % |
| TD.PF.G | FixedReset Prem | 26,406 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 3.29 % |
| EMA.PR.F | FixedReset Disc | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 6.34 % |
| TD.PF.A | FixedReset Disc | 23,835 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 5.59 % |
| RY.PR.Z | FixedReset Disc | 19,435 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-31 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.56 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.60 – 18.49 Spot Rate : 0.8900 Average : 0.6054 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 13.17 – 13.69 Spot Rate : 0.5200 Average : 0.3693 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 18.93 – 19.34 Spot Rate : 0.4100 Average : 0.2673 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.36 – 25.85 Spot Rate : 0.4900 Average : 0.3515 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 14.40 – 14.86 Spot Rate : 0.4600 Average : 0.3282 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 17.64 – 17.96 Spot Rate : 0.3200 Average : 0.2287 YTW SCENARIO |