| 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 | 0.0867 % | 2,231.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0867 % | 4,279.2 |
| Floater | 10.91 % | 11.17 % | 38,172 | 8.62 | 2 | 0.0867 % | 2,466.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5936 % | 3,372.5 |
| SplitShare | 5.00 % | 7.46 % | 41,553 | 2.07 | 8 | 0.5936 % | 4,027.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5936 % | 3,142.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0774 % | 2,565.7 |
| Perpetual-Discount | 6.69 % | 6.82 % | 45,332 | 12.76 | 31 | 0.0774 % | 2,797.8 |
| FixedReset Disc | 5.86 % | 8.45 % | 93,293 | 11.20 | 56 | 0.1316 % | 2,141.4 |
| Insurance Straight | 6.59 % | 6.73 % | 54,235 | 12.84 | 18 | 0.3079 % | 2,730.4 |
| FloatingReset | 11.07 % | 11.36 % | 34,996 | 8.49 | 1 | 0.7458 % | 2,390.1 |
| FixedReset Prem | 7.00 % | 6.95 % | 238,980 | 3.66 | 1 | 0.3197 % | 2,309.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1316 % | 2,189.0 |
| FixedReset Ins Non | 6.40 % | 7.98 % | 77,800 | 11.50 | 10 | -0.2039 % | 2,311.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.I | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 8.37 % |
| CM.PR.Y | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 23.39 Evaluated at bid price : 23.95 Bid-YTW : 7.67 % |
| PWF.PR.L | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.96 % |
| IFC.PR.A | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 8.20 % |
| CU.PR.C | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.72 % |
| CU.PR.E | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.79 % |
| PVS.PR.H | SplitShare | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.15 Bid-YTW : 7.41 % |
| BN.PF.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 10.18 % |
| GWO.PR.S | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.85 % |
| PWF.PR.H | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.84 % |
| PWF.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 8.32 % |
| BIP.PR.F | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 8.65 % |
| PVS.PR.K | SplitShare | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 7.89 % |
| BN.PR.T | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 10.06 % |
| BN.PR.X | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 9.55 % |
| IFC.PR.C | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.25 % |
| BN.PF.H | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 9.22 % |
| PVS.PR.J | SplitShare | 2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 6.98 % |
| RY.PR.M | FixedReset Disc | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 8.11 % |
| PWF.PR.K | Perpetual-Discount | 4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 6.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 31,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.43 % |
| CM.PR.Y | FixedReset Disc | 30,191 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 23.39 Evaluated at bid price : 23.95 Bid-YTW : 7.67 % |
| BN.PR.K | Floater | 24,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 11.57 Evaluated at bid price : 11.57 Bid-YTW : 11.17 % |
| BN.PR.T | FixedReset Disc | 23,729 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 10.06 % |
| BN.PR.X | FixedReset Disc | 19,917 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 9.55 % |
| SLF.PR.J | FloatingReset | 16,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-10 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 11.36 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PR.X | FixedReset Disc | Quote: 14.25 – 15.20 Spot Rate : 0.9500 Average : 0.6233 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 17.15 – 18.60 Spot Rate : 1.4500 Average : 1.2169 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 13.35 – 14.43 Spot Rate : 1.0800 Average : 0.9524 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 17.00 – 17.69 Spot Rate : 0.6900 Average : 0.5742 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 21.03 – 21.30 Spot Rate : 0.2700 Average : 0.1744 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 18.51 – 18.90 Spot Rate : 0.3900 Average : 0.2998 YTW SCENARIO |