| 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 | -0.2580 % | 2,241.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2580 % | 4,299.6 |
| Floater | 10.86 % | 11.14 % | 45,589 | 8.63 | 2 | -0.2580 % | 2,477.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1441 % | 3,363.1 |
| SplitShare | 5.01 % | 7.61 % | 39,781 | 2.05 | 8 | 0.1441 % | 4,016.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1441 % | 3,133.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4343 % | 2,552.6 |
| Perpetual-Discount | 6.72 % | 6.85 % | 43,440 | 12.73 | 31 | -0.4343 % | 2,783.5 |
| FixedReset Disc | 5.85 % | 8.73 % | 91,100 | 10.95 | 56 | -0.1117 % | 2,137.7 |
| Insurance Straight | 6.60 % | 6.75 % | 54,022 | 12.81 | 18 | -0.1210 % | 2,727.4 |
| FloatingReset | 10.98 % | 11.29 % | 40,826 | 8.53 | 1 | 0.6711 % | 2,412.6 |
| FixedReset Prem | 7.01 % | 7.03 % | 229,040 | 3.65 | 1 | 0.1599 % | 2,304.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1117 % | 2,185.2 |
| FixedReset Ins Non | 6.39 % | 8.15 % | 81,679 | 11.31 | 10 | 0.1325 % | 2,313.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 10.69 % |
| BN.PF.G | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 10.78 % |
| CU.PR.D | Perpetual-Discount | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.84 % |
| TD.PF.B | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.83 % |
| PWF.PR.S | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.84 % |
| CU.PR.G | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 6.80 % |
| PWF.PR.T | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 8.66 % |
| MFC.PR.B | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 6.73 % |
| FTS.PR.J | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.45 % |
| POW.PR.D | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.80 % |
| BIP.PR.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 8.64 % |
| GWO.PR.S | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.83 % |
| MFC.PR.L | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.10 % |
| BN.PF.I | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 9.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 27,630 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 7.58 % |
| CU.PR.I | FixedReset Disc | 26,262 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 8.52 % |
| CU.PR.G | Perpetual-Discount | 22,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 6.80 % |
| SLF.PR.J | FloatingReset | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 11.29 % |
| TD.PF.B | FixedReset Disc | 18,155 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.83 % |
| GWO.PR.H | Insurance Straight | 16,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-14 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.76 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.R | Insurance Straight | Quote: 17.85 – 19.00 Spot Rate : 1.1500 Average : 0.6726 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 16.48 – 17.64 Spot Rate : 1.1600 Average : 0.7974 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 24.30 – 25.00 Spot Rate : 0.7000 Average : 0.4369 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 17.10 – 17.89 Spot Rate : 0.7900 Average : 0.5526 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 21.01 – 22.00 Spot Rate : 0.9900 Average : 0.7871 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 14.87 – 15.38 Spot Rate : 0.5100 Average : 0.3488 YTW SCENARIO |