| 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 | 0.4464 % | 2,173.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4464 % | 4,168.1 |
| Floater | 10.42 % | 10.78 % | 46,012 | 8.82 | 1 | 0.4464 % | 2,402.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0914 % | 3,322.0 |
| SplitShare | 4.85 % | 7.56 % | 42,129 | 2.23 | 7 | 0.0914 % | 3,967.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0914 % | 3,095.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0796 % | 2,640.8 |
| Perpetual-Discount | 6.46 % | 6.61 % | 41,106 | 12.98 | 31 | 0.0796 % | 2,879.6 |
| FixedReset Disc | 5.86 % | 8.40 % | 80,851 | 11.28 | 63 | 0.0710 % | 2,129.7 |
| Insurance Straight | 6.37 % | 6.42 % | 57,520 | 13.35 | 19 | 0.3442 % | 2,824.8 |
| FloatingReset | 11.52 % | 11.94 % | 53,007 | 8.27 | 2 | 0.6629 % | 2,341.6 |
| FixedReset Prem | 6.97 % | 7.00 % | 313,636 | 3.77 | 1 | -0.1980 % | 2,318.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0710 % | 2,176.9 |
| FixedReset Ins Non | 6.07 % | 7.69 % | 87,505 | 11.75 | 9 | 0.0121 % | 2,338.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset Disc | -4.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 8.94 % |
| BN.PF.J | FixedReset Disc | -3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 8.19 % |
| TRP.PR.A | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 10.16 % |
| CM.PR.P | FixedReset Disc | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 8.75 % |
| BN.PF.I | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 9.29 % |
| RY.PR.M | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 8.42 % |
| IFC.PR.F | Insurance Straight | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 6.42 % |
| BN.PF.D | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 7.13 % |
| GWO.PR.H | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.54 % |
| CCS.PR.C | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.42 % |
| MFC.PR.I | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 7.56 % |
| TD.PF.B | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.38 % |
| CU.PR.C | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 8.21 % |
| IFC.PR.C | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 8.42 % |
| BMO.PR.T | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.59 % |
| TD.PF.D | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 8.35 % |
| TD.PF.K | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 21.84 Evaluated at bid price : 22.31 Bid-YTW : 7.11 % |
| TD.PF.C | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 8.40 % |
| GWO.PR.P | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.61 % |
| TRP.PR.B | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 10.36 Evaluated at bid price : 10.36 Bid-YTW : 10.75 % |
| TD.PF.E | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 8.25 % |
| BIP.PR.E | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 8.01 % |
| CM.PR.T | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 22.46 Evaluated at bid price : 23.00 Bid-YTW : 7.61 % |
| MFC.PR.M | FixedReset Ins Non | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 8.78 % |
| PWF.PR.L | Perpetual-Discount | 6.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.76 % |
| SLF.PR.E | Insurance Straight | 8.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 70,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 21.84 Evaluated at bid price : 22.31 Bid-YTW : 7.11 % |
| FTS.PR.M | FixedReset Disc | 62,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 9.07 % |
| TD.PF.A | FixedReset Disc | 43,680 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 8.36 % |
| TD.PF.C | FixedReset Disc | 31,912 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 8.40 % |
| FTS.PR.G | FixedReset Disc | 31,786 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.28 % |
| MFC.PR.M | FixedReset Ins Non | 31,783 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-09 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 8.78 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Insurance Straight | Quote: 19.55 – 21.00 Spot Rate : 1.4500 Average : 0.9937 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 18.70 – 19.65 Spot Rate : 0.9500 Average : 0.5933 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 21.23 – 21.74 Spot Rate : 0.5100 Average : 0.3099 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.52 – 17.25 Spot Rate : 0.7300 Average : 0.5382 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 23.45 – 23.95 Spot Rate : 0.5000 Average : 0.3221 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 18.00 – 19.00 Spot Rate : 1.0000 Average : 0.8462 YTW SCENARIO |