| 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 | 0.6736 % | 2,166.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6736 % | 4,155.1 |
| Floater | 11.24 % | 11.35 % | 39,906 | 8.61 | 2 | 0.6736 % | 2,394.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0184 % | 3,353.8 |
| SplitShare | 5.03 % | 7.32 % | 39,624 | 2.27 | 7 | -0.0184 % | 4,005.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0184 % | 3,125.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3521 % | 2,502.2 |
| Perpetual-Discount | 6.83 % | 7.00 % | 45,247 | 12.46 | 33 | -0.3521 % | 2,728.5 |
| FixedReset Disc | 6.12 % | 9.15 % | 100,881 | 10.53 | 55 | -0.1737 % | 2,058.6 |
| Insurance Straight | 6.84 % | 6.91 % | 65,139 | 12.71 | 17 | -0.4118 % | 2,631.1 |
| FloatingReset | 11.32 % | 11.43 % | 35,335 | 8.56 | 1 | 0.0000 % | 2,348.3 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1737 % | 2,256.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1737 % | 2,104.4 |
| FixedReset Ins Non | 6.66 % | 8.38 % | 128,583 | 11.25 | 11 | -0.0638 % | 2,240.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.X | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 10.79 % |
| TD.PF.I | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 21.85 Evaluated at bid price : 22.24 Bid-YTW : 7.86 % |
| BN.PF.I | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 10.17 % |
| PWF.PR.E | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.17 % |
| BN.PF.G | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 11.37 % |
| BN.PF.A | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 9.22 % |
| BN.PF.C | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 7.42 % |
| GWO.PR.G | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 7.02 % |
| RY.PR.Z | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.10 % |
| BN.PR.Z | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 9.72 % |
| FTS.PR.F | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.44 % |
| MFC.PR.K | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.15 % |
| CU.PR.D | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.93 % |
| BN.PF.D | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 7.42 % |
| BN.PR.N | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.18 Evaluated at bid price : 16.18 Bid-YTW : 7.39 % |
| TD.PF.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 21.73 Evaluated at bid price : 22.13 Bid-YTW : 7.67 % |
| ELF.PR.F | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.95 % |
| NA.PR.G | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 8.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.K | FixedReset Disc | 169,269 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 9.38 % |
| CM.PR.S | FixedReset Disc | 53,539 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 8.01 % |
| PWF.PF.A | Perpetual-Discount | 47,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.41 Evaluated at bid price : 16.41 Bid-YTW : 6.99 % |
| BMO.PR.E | FixedReset Disc | 40,326 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 7.96 % |
| TD.PF.C | FixedReset Disc | 38,821 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 9.42 % |
| FTS.PR.M | FixedReset Disc | 29,779 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-19 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 9.80 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.09 – 24.24 Spot Rate : 4.1500 Average : 2.2092 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 16.35 – 18.00 Spot Rate : 1.6500 Average : 0.9139 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 18.26 – 18.86 Spot Rate : 0.6000 Average : 0.3738 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 15.90 – 16.69 Spot Rate : 0.7900 Average : 0.5677 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 12.80 – 13.95 Spot Rate : 1.1500 Average : 0.9732 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 22.24 – 22.90 Spot Rate : 0.6600 Average : 0.4878 YTW SCENARIO |