| 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 | -0.0445 % | 2,169.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0445 % | 4,160.6 |
| Floater | 11.22 % | 11.33 % | 58,221 | 8.62 | 2 | -0.0445 % | 2,397.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0184 % | 3,361.3 |
| SplitShare | 5.02 % | 7.31 % | 42,755 | 2.26 | 7 | -0.0184 % | 4,014.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0184 % | 3,131.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3984 % | 2,474.6 |
| Perpetual-Discount | 6.90 % | 7.08 % | 45,368 | 12.40 | 33 | -0.3984 % | 2,698.4 |
| FixedReset Disc | 6.11 % | 9.45 % | 99,329 | 10.45 | 55 | -0.2043 % | 2,061.5 |
| Insurance Straight | 6.86 % | 6.92 % | 62,125 | 12.69 | 17 | -0.1272 % | 2,622.4 |
| FloatingReset | 11.71 % | 11.84 % | 36,697 | 8.30 | 1 | -0.6316 % | 2,277.5 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2043 % | 2,259.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2043 % | 2,107.3 |
| FixedReset Ins Non | 6.68 % | 8.60 % | 125,209 | 10.96 | 11 | -0.1381 % | 2,242.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.C | Perpetual-Discount | -9.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.96 % |
| TD.PF.K | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 21.46 Evaluated at bid price : 21.76 Bid-YTW : 8.07 % |
| BN.PF.D | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.48 % |
| BN.PF.J | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 9.81 % |
| BIP.PR.F | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 9.77 % |
| CU.PR.F | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 16.32 Evaluated at bid price : 16.32 Bid-YTW : 6.98 % |
| BNS.PR.I | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 8.36 % |
| BN.PR.N | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 7.38 % |
| IFC.PR.E | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.89 % |
| ELF.PR.F | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.04 % |
| RY.PR.N | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.94 % |
| SLF.PR.E | Insurance Straight | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.70 % |
| BIK.PR.A | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 9.57 % |
| POW.PR.A | Perpetual-Discount | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 117,794 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 9.42 % |
| BMO.PR.S | FixedReset Disc | 63,093 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 9.36 % |
| SLF.PR.J | FloatingReset | 45,815 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 11.84 % |
| GWO.PR.N | FixedReset Ins Non | 43,835 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 10.18 % |
| FTS.PR.M | FixedReset Disc | 43,778 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 10.13 % |
| TD.PF.I | FixedReset Disc | 43,755 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-09-22 Maturity Price : 21.82 Evaluated at bid price : 22.20 Bid-YTW : 8.05 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.C | Perpetual-Discount | Quote: 18.30 – 21.19 Spot Rate : 2.8900 Average : 1.7955 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 19.25 – 20.48 Spot Rate : 1.2300 Average : 0.7676 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 16.50 – 17.50 Spot Rate : 1.0000 Average : 0.6908 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 17.54 – 18.51 Spot Rate : 0.9700 Average : 0.6932 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 18.36 – 18.90 Spot Rate : 0.5400 Average : 0.3489 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 21.76 – 22.35 Spot Rate : 0.5900 Average : 0.4332 YTW SCENARIO |