| 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 | -0.2767 % | 2,676.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2767 % | 4,911.6 |
| Floater | 3.24 % | 3.28 % | 119,941 | 19.05 | 3 | -0.2767 % | 2,830.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2711 % | 3,694.9 |
| SplitShare | 4.63 % | 3.99 % | 37,525 | 3.85 | 6 | 0.2711 % | 4,412.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2711 % | 3,442.8 |
| Perpetual-Premium | 5.19 % | -13.75 % | 61,337 | 0.09 | 25 | 0.0966 % | 3,282.4 |
| Perpetual-Discount | 4.73 % | 4.83 % | 98,012 | 15.79 | 8 | 0.1715 % | 3,937.9 |
| FixedReset Disc | 4.07 % | 3.54 % | 144,330 | 18.22 | 40 | 0.0643 % | 2,758.8 |
| Insurance Straight | 4.90 % | 1.49 % | 79,144 | 0.09 | 22 | 0.2470 % | 3,712.0 |
| FloatingReset | 2.90 % | 3.17 % | 37,452 | 19.30 | 2 | -0.7837 % | 2,549.4 |
| FixedReset Prem | 4.86 % | 3.34 % | 168,899 | 1.61 | 33 | 0.1245 % | 2,740.5 |
| FixedReset Bank Non | 1.80 % | 1.36 % | 89,368 | 0.10 | 1 | 0.0399 % | 2,901.2 |
| FixedReset Ins Non | 4.10 % | 3.48 % | 129,693 | 18.18 | 20 | 0.1026 % | 2,905.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -7.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.22 % |
| PWF.PR.P | FixedReset Disc | -4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.77 % |
| SLF.PR.J | FloatingReset | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 2.63 % |
| MFC.PR.N | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 22.42 Evaluated at bid price : 23.08 Bid-YTW : 3.44 % |
| TRP.PR.B | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 3.84 % |
| BIP.PR.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 22.49 Evaluated at bid price : 23.25 Bid-YTW : 4.59 % |
| BAM.PF.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 21.94 Evaluated at bid price : 22.35 Bid-YTW : 3.99 % |
| IFC.PR.F | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 26.25 Bid-YTW : 4.31 % |
| IFC.PR.E | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.48 Bid-YTW : 3.33 % |
| TD.PF.I | FixedReset Prem | 2.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.R | Perpetual-Premium | 207,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-19 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : -20.03 % |
| TRP.PR.D | FixedReset Disc | 85,560 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 4.04 % |
| MFC.PR.K | FixedReset Ins Non | 60,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 23.50 Evaluated at bid price : 23.80 Bid-YTW : 3.33 % |
| CM.PR.S | FixedReset Disc | 52,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 3.39 % |
| RY.PR.S | FixedReset Prem | 37,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 23.53 Evaluated at bid price : 25.22 Bid-YTW : 3.27 % |
| IFC.PR.G | FixedReset Ins Non | 27,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-20 Maturity Price : 23.69 Evaluated at bid price : 25.25 Bid-YTW : 3.36 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 18.00 Spot Rate : 2.6500 Average : 2.0003 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 17.10 – 18.48 Spot Rate : 1.3800 Average : 0.8649 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.5945 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 23.25 – 24.70 Spot Rate : 1.4500 Average : 1.0535 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.82 – 25.00 Spot Rate : 1.1800 Average : 0.7869 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.26 – 17.78 Spot Rate : 1.5200 Average : 1.1813 YTW SCENARIO |