| 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 | 3.02 % | 3.49 % | 41,375 | 20.07 | 1 | 0.0986 % | 2,891.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9191 % | 5,475.2 |
| Floater | 2.91 % | 2.95 % | 55,001 | 19.85 | 3 | -0.9191 % | 3,155.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2309 % | 3,658.5 |
| SplitShare | 4.69 % | 4.41 % | 30,035 | 3.56 | 6 | -0.2309 % | 4,369.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2309 % | 3,408.9 |
| Perpetual-Premium | 5.16 % | -8.36 % | 51,954 | 0.09 | 24 | -0.1794 % | 3,252.0 |
| Perpetual-Discount | 4.74 % | 4.80 % | 53,335 | 15.77 | 7 | -0.7385 % | 3,838.9 |
| FixedReset Disc | 3.92 % | 4.08 % | 121,267 | 16.74 | 46 | 0.4917 % | 2,897.0 |
| Insurance Straight | 4.89 % | 4.54 % | 81,568 | 15.77 | 17 | -0.2621 % | 3,659.2 |
| FloatingReset | 2.63 % | 2.98 % | 41,045 | 19.78 | 2 | 1.2431 % | 2,974.7 |
| FixedReset Prem | 4.73 % | 3.11 % | 103,629 | 1.73 | 25 | -0.2006 % | 2,728.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4917 % | 2,961.3 |
| FixedReset Ins Non | 4.07 % | 3.87 % | 68,442 | 16.91 | 17 | -0.2247 % | 2,983.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.B | FixedReset Disc | -5.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 22.50 Evaluated at bid price : 23.00 Bid-YTW : 4.12 % |
| TD.PF.E | FixedReset Disc | -3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 22.91 Evaluated at bid price : 24.07 Bid-YTW : 4.30 % |
| BAM.PR.K | Floater | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 2.97 % |
| CU.PR.F | Perpetual-Discount | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 23.62 Evaluated at bid price : 23.90 Bid-YTW : 4.76 % |
| BAM.PR.M | Perpetual-Discount | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 23.72 Evaluated at bid price : 24.03 Bid-YTW : 4.97 % |
| BAM.PR.B | Floater | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.95 % |
| BAM.PR.X | FixedReset Disc | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.47 % |
| SLF.PR.G | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 3.76 % |
| BIP.PR.A | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 4.64 % |
| GWO.PR.H | Insurance Straight | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 24.30 Evaluated at bid price : 24.61 Bid-YTW : 4.96 % |
| RY.PR.M | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 3.94 % |
| CIU.PR.A | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 23.93 Evaluated at bid price : 24.17 Bid-YTW : 4.81 % |
| TRP.PR.A | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.54 % |
| PWF.PR.F | Perpetual-Premium | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-20 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -19.75 % |
| MIC.PR.A | Perpetual-Premium | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 5.03 % |
| TRP.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.31 % |
| TRP.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 2.98 % |
| IFC.PR.A | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 3.80 % |
| SLF.PR.J | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 2.30 % |
| FTS.PR.H | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.03 % |
| CU.PR.G | Perpetual-Discount | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 24.18 Evaluated at bid price : 24.46 Bid-YTW : 4.65 % |
| BAM.PR.C | Floater | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 2.85 % |
| TRP.PR.G | FixedReset Disc | 88.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 22.63 Evaluated at bid price : 23.51 Bid-YTW : 4.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 252,841 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 24.45 Evaluated at bid price : 24.85 Bid-YTW : 4.52 % |
| MFC.PR.L | FixedReset Ins Non | 245,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 22.40 Evaluated at bid price : 22.82 Bid-YTW : 4.10 % |
| PWF.PR.L | Perpetual-Premium | 244,146 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-20 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -2.59 % |
| GWO.PR.Y | Insurance Straight | 231,715 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 24.51 Evaluated at bid price : 24.90 Bid-YTW : 4.53 % |
| CU.PR.J | Perpetual-Premium | 199,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.58 % |
| FTS.PR.F | Perpetual-Premium | 144,099 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 24.86 Evaluated at bid price : 25.08 Bid-YTW : 4.95 % |
| TRP.PR.B | FixedReset Disc | 137,198 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-21 Maturity Price : 14.81 Evaluated at bid price : 14.81 Bid-YTW : 4.48 % |
| MFC.PR.R | FixedReset Ins Non | 137,171 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.01 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset Disc | Quote: 23.00 – 24.36 Spot Rate : 1.3600 Average : 0.7580 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.07 – 25.20 Spot Rate : 1.1300 Average : 0.7500 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 14.50 – 15.28 Spot Rate : 0.7800 Average : 0.5079 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 24.03 – 24.80 Spot Rate : 0.7700 Average : 0.5036 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 23.90 – 25.00 Spot Rate : 1.1000 Average : 0.8767 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 21.05 – 21.99 Spot Rate : 0.9400 Average : 0.7266 YTW SCENARIO |