| 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 | 0.0667 % | 2,017.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0667 % | 3,701.7 |
| Floater | 4.29 % | 4.33 % | 45,096 | 16.74 | 3 | 0.0667 % | 2,133.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1100 % | 3,624.4 |
| SplitShare | 4.71 % | 4.48 % | 38,228 | 4.18 | 8 | -0.1100 % | 4,328.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1100 % | 3,377.1 |
| Perpetual-Premium | 5.35 % | -4.46 % | 74,166 | 0.09 | 18 | -0.0587 % | 3,235.8 |
| Perpetual-Discount | 4.99 % | 4.97 % | 67,984 | 15.39 | 13 | 0.0537 % | 3,702.2 |
| FixedReset Disc | 4.88 % | 3.73 % | 149,330 | 17.60 | 56 | 0.1906 % | 2,409.8 |
| Insurance Straight | 5.03 % | 4.78 % | 87,292 | 15.30 | 22 | -0.0146 % | 3,574.7 |
| FloatingReset | 2.48 % | 0.43 % | 27,134 | 0.09 | 3 | -0.0203 % | 1,938.7 |
| FixedReset Prem | 5.13 % | 3.38 % | 191,170 | 0.97 | 20 | 0.2048 % | 2,709.3 |
| FixedReset Bank Non | 1.93 % | 1.60 % | 161,094 | 0.99 | 2 | 0.1456 % | 2,890.8 |
| FixedReset Ins Non | 4.84 % | 3.68 % | 88,278 | 17.67 | 22 | 0.9880 % | 2,517.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.85 % |
| BIP.PR.A | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.73 % |
| BMO.PR.Y | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.71 % |
| TRP.PR.A | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 4.73 % |
| TD.PF.D | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 22.06 Evaluated at bid price : 22.60 Bid-YTW : 3.52 % |
| BMO.PR.F | FixedReset Prem | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 23.54 Evaluated at bid price : 25.65 Bid-YTW : 3.87 % |
| CU.PR.I | FixedReset Prem | 1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.61 % |
| MFC.PR.N | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 3.62 % |
| GWO.PR.N | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 12.24 Evaluated at bid price : 12.24 Bid-YTW : 3.56 % |
| TD.PF.K | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 22.31 Evaluated at bid price : 22.75 Bid-YTW : 3.54 % |
| RY.PR.M | FixedReset Disc | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.53 % |
| IFC.PR.C | FixedReset Ins Non | 24.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 3.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.J | FixedReset Disc | 139,884 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 22.84 Evaluated at bid price : 23.14 Bid-YTW : 3.55 % |
| CM.PR.R | FixedReset Disc | 134,914 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 23.65 Evaluated at bid price : 24.80 Bid-YTW : 3.82 % |
| TD.PF.A | FixedReset Disc | 117,436 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 3.39 % |
| TD.PF.K | FixedReset Disc | 89,732 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 22.31 Evaluated at bid price : 22.75 Bid-YTW : 3.54 % |
| TD.PF.H | FixedReset Prem | 75,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 2.63 % |
| IFC.PR.A | FixedReset Ins Non | 74,938 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-29 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.85 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.T | Insurance Straight | Quote: 25.60 – 26.13 Spot Rate : 0.5300 Average : 0.3719 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 21.00 – 21.50 Spot Rate : 0.5000 Average : 0.3485 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 21.62 – 21.98 Spot Rate : 0.3600 Average : 0.2485 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.25 – 21.75 Spot Rate : 0.5000 Average : 0.3891 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 14.80 – 15.13 Spot Rate : 0.3300 Average : 0.2283 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 10.07 – 10.45 Spot Rate : 0.3800 Average : 0.2795 YTW SCENARIO |