| 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 | 1.0101 % | 2,402.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0101 % | 4,608.2 |
| Floater | 9.03 % | 9.10 % | 51,814 | 10.33 | 2 | 1.0101 % | 2,655.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0221 % | 3,239.9 |
| SplitShare | 5.25 % | 7.74 % | 63,361 | 2.73 | 8 | 0.0221 % | 3,869.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0221 % | 3,018.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2169 % | 2,642.2 |
| Perpetual-Discount | 6.45 % | 6.55 % | 111,466 | 13.07 | 35 | -0.2169 % | 2,881.2 |
| FixedReset Disc | 5.58 % | 7.45 % | 102,550 | 12.26 | 62 | 0.2785 % | 2,151.4 |
| Insurance Straight | 6.37 % | 6.46 % | 117,626 | 13.30 | 20 | 0.4240 % | 2,821.4 |
| FloatingReset | 9.91 % | 10.43 % | 43,621 | 9.24 | 2 | -0.3999 % | 2,426.0 |
| FixedReset Prem | 6.62 % | 6.45 % | 198,321 | 12.78 | 2 | -0.2180 % | 2,374.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2785 % | 2,199.1 |
| FixedReset Ins Non | 5.61 % | 7.61 % | 59,638 | 12.28 | 14 | -0.0465 % | 2,239.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.J | SplitShare | -2.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 9.18 % |
| POW.PR.G | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.68 % |
| BN.PR.Z | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.12 % |
| POW.PR.D | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 6.61 % |
| TD.PF.D | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.20 % |
| MFC.PR.M | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 7.74 % |
| RY.PR.J | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.19 % |
| FTS.PR.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 7.61 % |
| BN.PR.B | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 9.10 % |
| TRP.PR.A | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 13.88 Evaluated at bid price : 13.88 Bid-YTW : 8.52 % |
| TRP.PR.E | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 8.52 % |
| TD.PF.B | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.45 % |
| BN.PF.A | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 7.95 % |
| CU.PR.F | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.42 % |
| CU.PR.H | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.39 % |
| FTS.PR.K | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 15.54 Evaluated at bid price : 15.54 Bid-YTW : 8.06 % |
| TRP.PR.G | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 8.11 % |
| IFC.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.97 % |
| IAF.PR.B | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.03 % |
| CU.PR.I | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 5.67 % |
| BN.PF.B | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 8.39 % |
| PVS.PR.H | SplitShare | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 21.85 Bid-YTW : 8.44 % |
| MFC.PR.B | Insurance Straight | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.11 % |
| MFC.PR.C | Insurance Straight | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.C | Insurance Straight | 47,570 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 6.12 % |
| RY.PR.J | FixedReset Disc | 33,011 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.19 % |
| SLF.PR.D | Insurance Straight | 28,770 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.11 % |
| TD.PF.B | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.45 % |
| BN.PR.Z | FixedReset Disc | 24,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.12 % |
| TD.PF.I | FixedReset Prem | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-12-22 Maturity Price : 23.10 Evaluated at bid price : 24.78 Bid-YTW : 6.17 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.B | FixedReset Disc | Quote: 16.55 – 17.90 Spot Rate : 1.3500 Average : 0.7966 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 16.75 – 18.12 Spot Rate : 1.3700 Average : 0.8369 YTW SCENARIO |
| IFC.PR.K | Perpetual-Discount | Quote: 20.70 – 21.70 Spot Rate : 1.0000 Average : 0.6564 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.00 – 20.99 Spot Rate : 0.9900 Average : 0.6997 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 20.30 – 21.00 Spot Rate : 0.7000 Average : 0.4369 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 21.03 – 21.70 Spot Rate : 0.6700 Average : 0.4555 YTW SCENARIO |