| 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 | -0.2188 % | 2,203.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2188 % | 4,225.5 |
| Floater | 11.05 % | 11.46 % | 46,106 | 8.35 | 2 | -0.2188 % | 2,435.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6010 % | 3,303.4 |
| SplitShare | 5.11 % | 7.96 % | 41,987 | 2.29 | 7 | -0.6010 % | 3,945.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6010 % | 3,078.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0242 % | 2,512.8 |
| Perpetual-Discount | 6.80 % | 7.03 % | 47,237 | 12.47 | 33 | -0.0242 % | 2,740.1 |
| FixedReset Disc | 6.10 % | 9.13 % | 97,353 | 10.72 | 55 | 0.0849 % | 2,063.8 |
| Insurance Straight | 6.82 % | 6.94 % | 64,794 | 12.69 | 17 | 0.1203 % | 2,637.8 |
| FloatingReset | 11.65 % | 11.74 % | 36,086 | 8.38 | 1 | -1.6667 % | 2,277.5 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0849 % | 2,261.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0849 % | 2,109.6 |
| FixedReset Ins Non | 6.39 % | 8.40 % | 123,925 | 11.05 | 11 | -0.3069 % | 2,247.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 9.40 % |
| PVS.PR.H | SplitShare | -3.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.04 Bid-YTW : 8.81 % |
| IFC.PR.C | FixedReset Disc | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 8.69 % |
| PWF.PR.L | Perpetual-Discount | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 7.20 % |
| SLF.PR.J | FloatingReset | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 11.74 % |
| SLF.PR.G | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 12.31 Evaluated at bid price : 12.31 Bid-YTW : 10.00 % |
| BIP.PR.F | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 9.25 % |
| BN.PR.X | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 10.46 % |
| CU.PR.G | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 6.81 % |
| MFC.PR.L | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.11 % |
| BNS.PR.I | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 8.08 % |
| TD.PF.E | FixedReset Disc | 6.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 40,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 16.68 Evaluated at bid price : 16.68 Bid-YTW : 9.20 % |
| MFC.PR.N | FixedReset Ins Non | 37,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 9.40 % |
| MFC.PR.B | Insurance Straight | 25,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 6.79 % |
| BN.PR.T | FixedReset Disc | 21,034 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 10.89 % |
| SLF.PR.E | Insurance Straight | 20,198 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 6.52 % |
| BN.PR.B | Floater | 15,215 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-11 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 11.46 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Insurance Straight | Quote: 16.41 – 19.00 Spot Rate : 2.5900 Average : 1.7749 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 17.20 – 20.00 Spot Rate : 2.8000 Average : 2.1366 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 18.60 – 20.00 Spot Rate : 1.4000 Average : 0.8405 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 17.75 – 19.09 Spot Rate : 1.3400 Average : 0.8396 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.90 – 18.50 Spot Rate : 1.6000 Average : 1.1439 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 12.97 – 14.00 Spot Rate : 1.0300 Average : 0.6342 YTW SCENARIO |