| 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 | 0.5769 % | 1,992.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5769 % | 3,656.0 |
| Floater | 4.34 % | 4.37 % | 46,403 | 16.69 | 3 | 0.5769 % | 2,107.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0391 % | 3,633.6 |
| SplitShare | 4.70 % | 4.27 % | 39,191 | 3.75 | 8 | 0.0391 % | 4,339.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0391 % | 3,385.7 |
| Perpetual-Premium | 5.35 % | -9.50 % | 68,182 | 0.09 | 18 | -0.0738 % | 3,231.7 |
| Perpetual-Discount | 5.00 % | 5.05 % | 70,360 | 15.41 | 13 | -0.0696 % | 3,694.6 |
| FixedReset Disc | 4.96 % | 3.88 % | 131,305 | 17.40 | 57 | -0.0910 % | 2,370.2 |
| Insurance Straight | 5.05 % | 4.84 % | 84,787 | 15.36 | 22 | -0.0110 % | 3,559.2 |
| FloatingReset | 2.52 % | 0.61 % | 29,162 | 0.13 | 3 | 0.1040 % | 1,897.0 |
| FixedReset Prem | 5.14 % | 3.13 % | 206,810 | 1.00 | 20 | 0.0768 % | 2,694.6 |
| FixedReset Bank Non | 1.93 % | 1.95 % | 189,354 | 1.03 | 2 | -0.0400 % | 2,884.3 |
| FixedReset Ins Non | 4.89 % | 3.75 % | 91,579 | 17.54 | 22 | 1.1085 % | 2,493.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 21.68 Evaluated at bid price : 22.03 Bid-YTW : 3.64 % |
| CM.PR.O | FixedReset Disc | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 3.88 % |
| BAM.PR.T | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 4.74 % |
| PWF.PR.T | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.10 % |
| BAM.PF.F | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 4.77 % |
| CM.PR.Y | FixedReset Prem | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 23.46 Evaluated at bid price : 25.50 Bid-YTW : 4.06 % |
| GWO.PR.N | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.65 % |
| BMO.PR.Y | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 3.72 % |
| TRP.PR.F | FloatingReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 4.24 % |
| NA.PR.S | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 3.78 % |
| MFC.PR.Q | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 3.70 % |
| PWF.PR.P | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 4.19 % |
| MFC.PR.I | FixedReset Ins Non | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 22.31 Evaluated at bid price : 22.66 Bid-YTW : 3.74 % |
| IFC.PR.C | FixedReset Ins Non | 24.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 226,277 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 3.56 % |
| NA.PR.C | FixedReset Disc | 190,196 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 23.49 Evaluated at bid price : 24.65 Bid-YTW : 3.89 % |
| RY.PR.N | Perpetual-Premium | 125,416 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-14 Maturity Price : 26.00 Evaluated at bid price : 26.76 Bid-YTW : -21.07 % |
| CM.PR.R | FixedReset Disc | 58,352 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 23.93 Evaluated at bid price : 24.30 Bid-YTW : 3.97 % |
| SLF.PR.B | Insurance Straight | 56,663 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 24.57 Evaluated at bid price : 24.83 Bid-YTW : 4.86 % |
| TD.PF.M | FixedReset Prem | 38,059 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-15 Maturity Price : 23.51 Evaluated at bid price : 25.65 Bid-YTW : 3.95 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.B | Floater | Quote: 9.90 – 11.05 Spot Rate : 1.1500 Average : 0.6998 YTW SCENARIO |
| PWF.PR.F | Perpetual-Premium | Quote: 25.00 – 25.99 Spot Rate : 0.9900 Average : 0.5736 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 25.02 – 25.63 Spot Rate : 0.6100 Average : 0.3622 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 22.03 – 22.65 Spot Rate : 0.6200 Average : 0.4214 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 15.56 – 16.30 Spot Rate : 0.7400 Average : 0.5480 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 14.87 – 15.49 Spot Rate : 0.6200 Average : 0.4316 YTW SCENARIO |