| 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 | 0.4837 % | 2,207.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4837 % | 4,234.8 |
| Floater | 11.03 % | 11.40 % | 57,320 | 8.40 | 2 | 0.4837 % | 2,440.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2796 % | 3,323.4 |
| SplitShare | 5.08 % | 7.56 % | 42,067 | 2.30 | 7 | 0.2796 % | 3,968.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2796 % | 3,096.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2248 % | 2,513.4 |
| Perpetual-Discount | 6.80 % | 7.01 % | 46,682 | 12.49 | 33 | 0.2248 % | 2,740.8 |
| FixedReset Disc | 6.11 % | 9.12 % | 99,560 | 10.54 | 55 | -0.1545 % | 2,062.1 |
| Insurance Straight | 6.83 % | 6.94 % | 65,656 | 12.69 | 17 | 0.3393 % | 2,634.7 |
| FloatingReset | 11.46 % | 11.53 % | 36,299 | 8.52 | 1 | 1.3371 % | 2,316.1 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1545 % | 2,259.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1545 % | 2,107.8 |
| FixedReset Ins Non | 6.37 % | 8.37 % | 125,900 | 11.08 | 11 | -0.2797 % | 2,253.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -5.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 9.80 % |
| MFC.PR.L | FixedReset Ins Non | -3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 9.24 % |
| BNS.PR.I | FixedReset Disc | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 8.20 % |
| BN.PF.E | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 11.24 % |
| BN.PR.T | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 10.89 % |
| TD.PF.I | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 21.82 Evaluated at bid price : 22.20 Bid-YTW : 7.79 % |
| CU.PR.F | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.93 % |
| PVS.PR.K | SplitShare | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 8.44 % |
| RY.PR.J | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 9.18 % |
| CU.PR.D | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.95 % |
| BN.PF.I | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 9.74 % |
| SLF.PR.G | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 9.85 % |
| MFC.PR.B | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.76 % |
| SLF.PR.E | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 6.56 % |
| SLF.PR.J | FloatingReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 11.53 % |
| PVS.PR.J | SplitShare | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.58 Bid-YTW : 8.16 % |
| PWF.PR.L | Perpetual-Discount | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 7.04 % |
| BN.PF.D | Perpetual-Discount | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.23 % |
| SLF.PR.D | Insurance Straight | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 6.53 % |
| RY.PR.M | FixedReset Disc | 5.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 9.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.S | Insurance Straight | 28,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.97 % |
| IFC.PR.C | FixedReset Disc | 24,063 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 8.43 % |
| TD.PF.C | FixedReset Disc | 19,082 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 9.35 % |
| NA.PR.G | FixedReset Disc | 15,766 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 8.08 % |
| CM.PR.S | FixedReset Disc | 15,056 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.92 % |
| PWF.PR.T | FixedReset Disc | 14,540 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-08 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 8.86 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.F | FixedReset Disc | Quote: 16.10 – 25.00 Spot Rate : 8.9000 Average : 7.4130 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 16.27 – 17.90 Spot Rate : 1.6300 Average : 0.8812 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 16.40 – 18.00 Spot Rate : 1.6000 Average : 1.2241 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 16.17 – 17.55 Spot Rate : 1.3800 Average : 1.0459 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 18.90 – 19.70 Spot Rate : 0.8000 Average : 0.4849 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 20.25 – 21.15 Spot Rate : 0.9000 Average : 0.6021 YTW SCENARIO |