| 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 | 0.1878 % | 2,881.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1878 % | 5,286.9 |
| Floater | 3.01 % | 3.01 % | 79,551 | 19.67 | 3 | 0.1878 % | 3,046.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2005 % | 3,696.0 |
| SplitShare | 4.64 % | 4.30 % | 58,000 | 3.83 | 5 | -0.2005 % | 4,413.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2005 % | 3,443.8 |
| Perpetual-Premium | 5.07 % | -3.99 % | 52,246 | 0.09 | 32 | 0.1028 % | 3,280.8 |
| Perpetual-Discount | 4.70 % | 4.59 % | 2,045,606 | 16.18 | 2 | 0.0406 % | 3,882.8 |
| FixedReset Disc | 3.78 % | 3.85 % | 117,274 | 17.00 | 40 | -0.2336 % | 2,937.6 |
| Insurance Straight | 4.91 % | 3.46 % | 92,581 | 0.62 | 20 | 0.0986 % | 3,695.8 |
| FloatingReset | 2.47 % | 2.80 % | 27,337 | 20.20 | 2 | 1.1204 % | 2,930.1 |
| FixedReset Prem | 4.70 % | 2.78 % | 121,159 | 1.94 | 30 | -0.0685 % | 2,755.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2336 % | 3,002.8 |
| FixedReset Ins Non | 4.00 % | 3.72 % | 92,362 | 16.98 | 19 | -0.0666 % | 3,011.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -5.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 4.60 % |
| CU.PR.C | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 22.33 Evaluated at bid price : 23.15 Bid-YTW : 4.13 % |
| BIP.PR.A | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 4.69 % |
| TD.PF.K | FixedReset Prem | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 23.68 Evaluated at bid price : 25.25 Bid-YTW : 4.01 % |
| TRP.PR.F | FloatingReset | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 2.80 % |
| CU.PR.F | Perpetual-Premium | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 24.28 Evaluated at bid price : 24.55 Bid-YTW : 4.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 141,494 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 23.23 Evaluated at bid price : 24.51 Bid-YTW : 3.72 % |
| SLF.PR.J | FloatingReset | 124,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 2.16 % |
| NA.PR.W | FixedReset Disc | 49,089 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 23.21 Evaluated at bid price : 24.65 Bid-YTW : 3.71 % |
| PWF.PR.S | Perpetual-Premium | 33,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.80 % |
| PWF.PR.P | FixedReset Disc | 23,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.88 % |
| RY.PR.Z | FixedReset Disc | 23,254 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-12 Maturity Price : 23.25 Evaluated at bid price : 24.45 Bid-YTW : 3.69 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 21.17 – 22.54 Spot Rate : 1.3700 Average : 0.7556 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.70 – 27.49 Spot Rate : 0.7900 Average : 0.5131 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.64 – 27.70 Spot Rate : 1.0600 Average : 0.8846 YTW SCENARIO |
| FTS.PR.F | Perpetual-Premium | Quote: 25.61 – 26.10 Spot Rate : 0.4900 Average : 0.3226 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.75 – 15.00 Spot Rate : 1.2500 Average : 1.1150 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 25.00 – 25.35 Spot Rate : 0.3500 Average : 0.2464 YTW SCENARIO |