| 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 | -0.4386 % | 2,192.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4386 % | 4,205.1 |
| Floater | 10.72 % | 10.82 % | 43,846 | 8.96 | 1 | -0.4386 % | 2,423.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1537 % | 3,270.3 |
| SplitShare | 5.13 % | 8.50 % | 44,376 | 2.19 | 6 | 0.1537 % | 3,905.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1537 % | 3,047.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2042 % | 2,565.8 |
| Perpetual-Discount | 6.65 % | 6.83 % | 39,663 | 12.69 | 31 | 0.2042 % | 2,797.9 |
| FixedReset Disc | 5.89 % | 8.54 % | 83,581 | 11.02 | 63 | -0.0352 % | 2,119.0 |
| Insurance Straight | 6.62 % | 6.70 % | 57,316 | 12.98 | 19 | -0.4305 % | 2,717.2 |
| FloatingReset | 11.42 % | 11.02 % | 30,023 | 8.82 | 2 | 0.0344 % | 2,361.9 |
| FixedReset Prem | 6.97 % | 7.07 % | 249,967 | 3.73 | 1 | 0.0000 % | 2,318.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0352 % | 2,166.1 |
| FixedReset Ins Non | 6.44 % | 8.10 % | 94,320 | 11.50 | 9 | -0.6848 % | 2,293.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -10.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 9.39 Evaluated at bid price : 9.39 Bid-YTW : 11.91 % |
| MFC.PR.I | FixedReset Ins Non | -5.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 8.10 % |
| PWF.PR.S | Perpetual-Discount | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.16 % |
| SLF.PR.C | Insurance Straight | -3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 6.53 % |
| SLF.PR.E | Insurance Straight | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 6.46 % |
| IFC.PR.F | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.57 % |
| CCS.PR.C | Insurance Straight | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.73 % |
| POW.PR.C | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 21.43 Evaluated at bid price : 21.69 Bid-YTW : 6.70 % |
| PWF.PR.G | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 6.90 % |
| TD.PF.L | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 22.71 Evaluated at bid price : 23.29 Bid-YTW : 7.59 % |
| FTS.PR.F | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.23 % |
| CU.PR.I | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 22.35 Evaluated at bid price : 22.75 Bid-YTW : 7.73 % |
| BN.PR.N | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.22 Evaluated at bid price : 17.22 Bid-YTW : 6.94 % |
| PVS.PR.K | SplitShare | 1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 7.97 % |
| ELF.PR.F | Perpetual-Discount | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 6.97 % |
| GWO.PR.T | Insurance Straight | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 6.70 % |
| CU.PR.D | Perpetual-Discount | 5.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 6.51 % |
| BIP.PR.B | FixedReset Disc | 6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 9.17 % |
| PWF.PR.H | Perpetual-Discount | 7.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 6.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 77,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 8.62 % |
| TD.PF.A | FixedReset Disc | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 8.53 % |
| PWF.PR.G | Perpetual-Discount | 36,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 6.90 % |
| TD.PF.I | FixedReset Disc | 30,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 23.08 Evaluated at bid price : 24.62 Bid-YTW : 6.81 % |
| TRP.PR.A | FixedReset Disc | 25,747 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 9.99 % |
| BN.PF.C | Perpetual-Discount | 23,635 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-23 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 7.06 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 20.00 – 21.55 Spot Rate : 1.5500 Average : 1.0332 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 9.39 – 10.46 Spot Rate : 1.0700 Average : 0.6032 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 17.10 – 18.40 Spot Rate : 1.3000 Average : 0.8624 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.10 – 21.10 Spot Rate : 1.0000 Average : 0.5859 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.05 – 21.28 Spot Rate : 1.2300 Average : 0.9749 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 17.52 – 18.16 Spot Rate : 0.6400 Average : 0.4388 YTW SCENARIO |