| 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 % | 2,211.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4386 % | 4,242.2 |
| Floater | 11.00 % | 11.21 % | 44,079 | 8.65 | 1 | 0.4386 % | 2,444.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8306 % | 3,265.8 |
| SplitShare | 5.16 % | 8.56 % | 42,221 | 2.40 | 7 | -0.8306 % | 3,900.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8306 % | 3,043.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0224 % | 2,532.9 |
| Perpetual-Discount | 6.72 % | 6.90 % | 44,370 | 12.71 | 28 | 0.0224 % | 2,762.0 |
| FixedReset Disc | 5.84 % | 8.44 % | 79,338 | 11.16 | 64 | 0.2110 % | 2,136.0 |
| Insurance Straight | 6.70 % | 6.81 % | 51,963 | 12.79 | 19 | -0.4558 % | 2,682.7 |
| FloatingReset | 11.47 % | 11.24 % | 34,032 | 8.64 | 2 | -0.6067 % | 2,393.6 |
| FixedReset Prem | 7.00 % | 6.83 % | 239,308 | 3.73 | 1 | 0.0000 % | 2,309.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2110 % | 2,183.4 |
| FixedReset Ins Non | 6.23 % | 7.96 % | 65,736 | 11.55 | 11 | 0.1555 % | 2,299.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -6.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.38 % |
| BN.PF.I | FixedReset Disc | -3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 9.83 % |
| PVS.PR.J | SplitShare | -2.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.11 Bid-YTW : 8.74 % |
| PVS.PR.K | SplitShare | -1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 8.37 % |
| SLF.PR.J | FloatingReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 11.24 % |
| PVS.PR.H | SplitShare | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.09 Bid-YTW : 8.74 % |
| TRP.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 10.12 % |
| BN.PF.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 10.47 % |
| BIP.PR.A | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 10.12 % |
| NA.PR.S | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 8.60 % |
| BN.PF.H | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 9.67 % |
| PWF.PR.H | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.92 % |
| NA.PR.W | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 8.69 % |
| TRP.PR.B | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 10.52 % |
| MFC.PR.L | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 8.59 % |
| BIP.PR.F | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 8.23 % |
| PWF.PR.P | FixedReset Disc | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 10.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 39,423 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 21.54 Evaluated at bid price : 21.88 Bid-YTW : 7.34 % |
| TD.PF.E | FixedReset Disc | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 8.43 % |
| BN.PF.G | FixedReset Disc | 28,578 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 10.47 % |
| TD.PF.D | FixedReset Disc | 26,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 8.43 % |
| BN.PF.J | FixedReset Disc | 24,307 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 8.43 % |
| TRP.PR.D | FixedReset Disc | 23,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-18 Maturity Price : 15.22 Evaluated at bid price : 15.22 Bid-YTW : 10.06 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.G | Insurance Straight | Quote: 19.12 – 21.00 Spot Rate : 1.8800 Average : 1.0371 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 17.85 – 19.05 Spot Rate : 1.2000 Average : 0.7166 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 17.93 – 19.06 Spot Rate : 1.1300 Average : 0.7344 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 17.60 – 18.38 Spot Rate : 0.7800 Average : 0.4640 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 20.70 – 21.50 Spot Rate : 0.8000 Average : 0.5839 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 23.25 – 23.95 Spot Rate : 0.7000 Average : 0.4978 YTW SCENARIO |