| 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 | 3.04 % | 3.52 % | 40,681 | 20.05 | 1 | 0.0497 % | 2,867.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4435 % | 5,397.1 |
| Floater | 2.95 % | 2.96 % | 53,524 | 19.84 | 3 | 1.4435 % | 3,110.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,655.2 |
| SplitShare | 4.70 % | 4.26 % | 31,510 | 3.58 | 6 | 0.2223 % | 4,365.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,405.9 |
| Perpetual-Premium | 5.17 % | -15.39 % | 43,303 | 0.09 | 23 | -0.2827 % | 3,252.9 |
| Perpetual-Discount | 4.77 % | 4.83 % | 51,086 | 15.77 | 11 | -0.1035 % | 3,851.3 |
| FixedReset Disc | 3.92 % | 4.00 % | 102,999 | 17.00 | 42 | 1.2319 % | 2,876.9 |
| Insurance Straight | 4.90 % | 4.50 % | 81,049 | 3.37 | 18 | -0.1545 % | 3,662.2 |
| FloatingReset | 2.63 % | 2.98 % | 34,040 | 19.81 | 2 | 0.0000 % | 2,831.9 |
| FixedReset Prem | 4.69 % | 2.82 % | 118,336 | 1.78 | 28 | -0.0750 % | 2,739.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2319 % | 2,940.7 |
| FixedReset Ins Non | 4.08 % | 3.71 % | 67,247 | 17.30 | 17 | -0.0076 % | 2,979.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -6.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.20 % |
| TRP.PR.C | FixedReset Disc | -5.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.46 % |
| TRP.PR.E | FixedReset Disc | -5.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.68 % |
| MFC.PR.N | FixedReset Ins Non | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.53 Evaluated at bid price : 23.20 Bid-YTW : 3.95 % |
| SLF.PR.H | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.02 Evaluated at bid price : 22.55 Bid-YTW : 3.78 % |
| TD.PF.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 3.54 % |
| TRP.PR.D | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.50 % |
| SLF.PR.C | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 23.88 Evaluated at bid price : 24.13 Bid-YTW : 4.63 % |
| TRP.PR.B | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.48 % |
| IAF.PR.B | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 4.71 % |
| SLF.PR.G | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 3.53 % |
| TD.PF.M | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 2.24 % |
| TD.PF.L | FixedReset Prem | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 2.20 % |
| BAM.PR.C | Floater | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 14.44 Evaluated at bid price : 14.44 Bid-YTW : 2.98 % |
| BAM.PR.B | Floater | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.95 % |
| TD.PF.C | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 23.23 Evaluated at bid price : 24.62 Bid-YTW : 3.63 % |
| BAM.PR.K | Floater | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 2.96 % |
| CIU.PR.A | Perpetual-Discount | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.79 % |
| BAM.PF.G | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.67 Evaluated at bid price : 23.50 Bid-YTW : 4.28 % |
| TRP.PR.A | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 4.38 % |
| BAM.PF.F | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.99 Evaluated at bid price : 23.95 Bid-YTW : 4.37 % |
| BAM.PR.Z | FixedReset Disc | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 24.64 Evaluated at bid price : 24.98 Bid-YTW : 4.38 % |
| BAM.PR.T | FixedReset Disc | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 4.41 % |
| BAM.PF.B | FixedReset Disc | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.96 Evaluated at bid price : 23.72 Bid-YTW : 4.26 % |
| TRP.PR.G | FixedReset Disc | 92.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.88 Evaluated at bid price : 24.04 Bid-YTW : 4.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 356,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 22.02 Evaluated at bid price : 22.55 Bid-YTW : 3.78 % |
| PWF.PR.P | FixedReset Disc | 242,801 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.20 % |
| TD.PF.J | FixedReset Prem | 188,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 23.84 Evaluated at bid price : 25.12 Bid-YTW : 4.02 % |
| BAM.PR.R | FixedReset Disc | 110,079 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 4.37 % |
| TRP.PR.A | FixedReset Disc | 54,567 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 4.38 % |
| CM.PR.P | FixedReset Disc | 52,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-07 Maturity Price : 23.09 Evaluated at bid price : 24.28 Bid-YTW : 3.70 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.C | FixedReset Disc | Quote: 15.30 – 16.87 Spot Rate : 1.5700 Average : 0.9274 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.60 – 18.50 Spot Rate : 1.9000 Average : 1.3104 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.05 – 21.70 Spot Rate : 1.6500 Average : 1.1798 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.55 – 23.47 Spot Rate : 0.9200 Average : 0.6483 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.12 – 25.90 Spot Rate : 0.7800 Average : 0.5734 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 17.25 – 17.99 Spot Rate : 0.7400 Average : 0.5347 YTW SCENARIO |