| 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 | -0.6780 % | 2,263.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6780 % | 4,342.2 |
| Floater | 10.75 % | 11.00 % | 49,122 | 8.76 | 1 | -0.6780 % | 2,502.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0920 % | 3,354.9 |
| SplitShare | 5.03 % | 7.68 % | 46,942 | 2.37 | 7 | 0.0920 % | 4,006.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0920 % | 3,126.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1234 % | 2,563.0 |
| Perpetual-Discount | 6.65 % | 6.81 % | 47,561 | 12.77 | 28 | -0.1234 % | 2,794.8 |
| FixedReset Disc | 5.80 % | 8.57 % | 86,274 | 11.10 | 64 | -0.3084 % | 2,153.3 |
| Insurance Straight | 6.63 % | 6.78 % | 56,188 | 12.80 | 19 | -0.4119 % | 2,711.6 |
| FloatingReset | 11.44 % | 11.00 % | 35,412 | 8.76 | 2 | -0.8675 % | 2,411.4 |
| FixedReset Prem | 7.01 % | 6.94 % | 243,725 | 3.69 | 1 | 0.0399 % | 2,306.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3084 % | 2,201.1 |
| FixedReset Ins Non | 6.21 % | 7.97 % | 61,710 | 11.57 | 11 | -0.6454 % | 2,308.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -8.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 9.68 % |
| CU.PR.I | FixedReset Disc | -3.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 8.33 % |
| BIP.PR.F | FixedReset Disc | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 8.35 % |
| TRP.PR.C | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 11.19 % |
| BN.PR.X | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 14.81 Evaluated at bid price : 14.81 Bid-YTW : 9.31 % |
| FTS.PR.H | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 9.61 % |
| CCS.PR.C | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 6.78 % |
| IFC.PR.E | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.84 % |
| PWF.PR.P | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 12.03 Evaluated at bid price : 12.03 Bid-YTW : 10.13 % |
| TRP.PR.F | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 12.47 % |
| CM.PR.Q | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 8.66 % |
| TD.PF.B | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 8.61 % |
| PWF.PR.E | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 6.91 % |
| BMO.PR.S | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 8.64 % |
| BMO.PR.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 7.75 % |
| PWF.PR.S | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.82 % |
| RY.PR.N | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 5.70 % |
| PWF.PR.T | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 8.36 % |
| BN.PF.I | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 9.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.C | Insurance Straight | 69,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.65 % |
| CU.PR.J | Perpetual-Discount | 54,720 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.63 Evaluated at bid price : 17.63 Bid-YTW : 6.88 % |
| MFC.PR.L | FixedReset Ins Non | 40,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 9.68 % |
| TD.PF.B | FixedReset Disc | 39,871 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 8.61 % |
| BMO.PR.S | FixedReset Disc | 31,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 8.64 % |
| FTS.PR.G | FixedReset Disc | 26,812 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-01 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 8.16 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.86 – 20.45 Spot Rate : 3.5900 Average : 2.1079 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 15.75 – 17.69 Spot Rate : 1.9400 Average : 1.2375 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 21.50 – 23.00 Spot Rate : 1.5000 Average : 0.9676 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 21.75 – 22.37 Spot Rate : 0.6200 Average : 0.3924 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 18.85 – 19.35 Spot Rate : 0.5000 Average : 0.3122 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 20.75 – 21.25 Spot Rate : 0.5000 Average : 0.3188 YTW SCENARIO |