| 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 | 0.1397 % | 2,439.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1397 % | 4,476.8 |
| Floater | 3.42 % | 3.55 % | 56,794 | 18.41 | 4 | 0.1397 % | 2,580.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0339 % | 3,696.4 |
| SplitShare | 4.78 % | 4.02 % | 40,661 | 3.52 | 8 | 0.0339 % | 4,414.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0339 % | 3,444.2 |
| Perpetual-Premium | 5.28 % | -7.26 % | 70,328 | 0.09 | 23 | 0.0596 % | 3,262.9 |
| Perpetual-Discount | 4.89 % | 4.96 % | 80,229 | 15.52 | 11 | 0.1161 % | 3,775.5 |
| FixedReset Disc | 4.35 % | 3.76 % | 167,944 | 17.71 | 48 | -0.0875 % | 2,664.3 |
| Insurance Straight | 4.97 % | 4.65 % | 101,261 | 3.73 | 22 | -0.0036 % | 3,662.2 |
| FloatingReset | 2.90 % | 3.28 % | 72,703 | 19.02 | 2 | 0.5316 % | 2,437.4 |
| FixedReset Prem | 4.98 % | 3.63 % | 223,391 | 1.05 | 29 | 0.0431 % | 2,734.0 |
| FixedReset Bank Non | 1.80 % | 2.41 % | 166,143 | 0.75 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.30 % | 3.74 % | 154,288 | 17.49 | 21 | -0.0341 % | 2,818.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -6.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 4.79 % |
| SLF.PR.I | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 23.34 Evaluated at bid price : 24.01 Bid-YTW : 3.82 % |
| IFC.PR.C | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 22.28 Evaluated at bid price : 23.05 Bid-YTW : 3.89 % |
| TRP.PR.D | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.52 % |
| RY.PR.H | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 22.42 Evaluated at bid price : 23.03 Bid-YTW : 3.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 216,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.99 % |
| TD.PF.L | FixedReset Prem | 94,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.07 % |
| TRP.PR.A | FixedReset Disc | 71,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.52 % |
| CM.PR.R | FixedReset Disc | 68,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.76 % |
| IFC.PR.A | FixedReset Ins Non | 30,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 3.87 % |
| RY.PR.S | FixedReset Disc | 23,820 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-27 Maturity Price : 23.11 Evaluated at bid price : 24.23 Bid-YTW : 3.55 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.H | FixedReset Prem | Quote: 25.52 – 27.00 Spot Rate : 1.4800 Average : 0.7969 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 17.76 – 19.00 Spot Rate : 1.2400 Average : 0.7231 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 26.10 – 26.92 Spot Rate : 0.8200 Average : 0.4579 YTW SCENARIO |
| BMO.PR.B | FixedReset Prem | Quote: 25.81 – 26.50 Spot Rate : 0.6900 Average : 0.3872 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.32 – 11.29 Spot Rate : 0.9700 Average : 0.8223 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 24.01 – 24.40 Spot Rate : 0.3900 Average : 0.2541 YTW SCENARIO |