| 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 | 0.0000 % | 2,150.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,125.4 |
| Floater | 11.32 % | 11.40 % | 58,317 | 8.59 | 2 | 0.0000 % | 2,377.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4821 % | 3,358.4 |
| SplitShare | 5.03 % | 7.28 % | 42,810 | 2.28 | 7 | -0.4821 % | 4,010.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4821 % | 3,129.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1636 % | 2,508.5 |
| Perpetual-Discount | 6.81 % | 7.04 % | 45,627 | 12.44 | 33 | 0.1636 % | 2,735.4 |
| FixedReset Disc | 6.12 % | 9.08 % | 97,095 | 10.59 | 55 | 0.5042 % | 2,055.7 |
| Insurance Straight | 6.81 % | 6.89 % | 64,977 | 12.75 | 17 | 0.6565 % | 2,640.1 |
| FloatingReset | 11.58 % | 11.68 % | 35,349 | 8.41 | 1 | 0.9207 % | 2,292.0 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5042 % | 2,252.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5042 % | 2,101.3 |
| FixedReset Ins Non | 6.42 % | 8.32 % | 125,760 | 11.30 | 11 | 0.1762 % | 2,237.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | -4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 13.57 Evaluated at bid price : 13.57 Bid-YTW : 11.30 % |
| PVS.PR.K | SplitShare | -2.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.05 Bid-YTW : 8.02 % |
| POW.PR.A | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.05 % |
| BIP.PR.E | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 8.99 % |
| BN.PF.H | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 9.84 % |
| TD.PF.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 9.21 % |
| PWF.PR.E | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.13 % |
| SLF.PR.C | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 6.53 % |
| TD.PF.D | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 9.22 % |
| GWO.PR.I | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.81 % |
| BMO.PR.S | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 9.02 % |
| BN.PF.C | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.30 % |
| CU.PR.E | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.92 % |
| TD.PF.I | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 22.13 Evaluated at bid price : 22.66 Bid-YTW : 7.64 % |
| FTS.PR.H | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 10.25 % |
| IFC.PR.E | Insurance Straight | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 6.79 % |
| GWO.PR.H | Insurance Straight | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.89 % |
| GWO.PR.Y | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 6.87 % |
| BN.PR.M | Perpetual-Discount | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.19 % |
| BN.PR.N | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.19 % |
| BN.PF.D | Perpetual-Discount | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.23 % |
| BN.PF.A | FixedReset Disc | 37.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 8.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 41,409 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 9.03 % |
| FTS.PR.H | FixedReset Disc | 26,474 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 10.25 % |
| BN.PF.H | FixedReset Disc | 22,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 9.84 % |
| FTS.PR.M | FixedReset Disc | 14,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 9.65 % |
| IFC.PR.G | FixedReset Ins Non | 12,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 8.32 % |
| RY.PR.S | FixedReset Disc | 11,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-15 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 8.15 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.A | FixedReset Disc | Quote: 16.91 – 18.00 Spot Rate : 1.0900 Average : 0.6404 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 19.85 – 21.92 Spot Rate : 2.0700 Average : 1.6658 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 16.55 – 18.00 Spot Rate : 1.4500 Average : 1.2023 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 13.57 – 14.50 Spot Rate : 0.9300 Average : 0.7087 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 20.78 – 22.50 Spot Rate : 1.7200 Average : 1.5039 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 13.15 – 13.95 Spot Rate : 0.8000 Average : 0.6469 YTW SCENARIO |