| 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 | -0.1791 % | 2,154.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1791 % | 4,132.8 |
| Floater | 11.30 % | 11.40 % | 45,267 | 8.58 | 2 | -0.1791 % | 2,381.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1113 % | 3,367.1 |
| SplitShare | 4.99 % | 7.69 % | 54,735 | 1.76 | 8 | -0.1113 % | 4,021.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1113 % | 3,137.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 2,526.2 |
| Perpetual-Discount | 6.80 % | 6.97 % | 60,795 | 12.50 | 33 | -0.1258 % | 2,754.7 |
| FixedReset Disc | 5.89 % | 7.88 % | 126,067 | 11.68 | 60 | -0.0520 % | 2,210.6 |
| Insurance Straight | 6.71 % | 6.83 % | 79,113 | 12.82 | 19 | 0.2338 % | 2,698.3 |
| FloatingReset | 10.73 % | 10.89 % | 34,929 | 8.93 | 3 | -0.5891 % | 2,462.4 |
| FixedReset Prem | 7.00 % | 6.82 % | 167,959 | 12.48 | 1 | 0.1596 % | 2,501.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0520 % | 2,259.6 |
| FixedReset Ins Non | 5.76 % | 7.46 % | 81,361 | 12.35 | 14 | -0.6641 % | 2,468.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -6.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 7.82 % |
| CU.PR.I | FixedReset Disc | -6.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 8.27 % |
| IFC.PR.F | Insurance Straight | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.05 % |
| FTS.PR.F | Perpetual-Discount | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.79 % |
| RY.PR.J | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.91 % |
| PVS.PR.I | SplitShare | -2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 8.41 % |
| BN.PF.H | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 9.17 % |
| MFC.PR.L | FixedReset Ins Non | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.46 % |
| MFC.PR.M | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 7.68 % |
| MFC.PR.I | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 7.07 % |
| CM.PR.P | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 7.96 % |
| CU.PR.C | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 7.88 % |
| BN.PR.M | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.24 % |
| BN.PR.X | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 8.87 % |
| TD.PF.J | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 21.48 Evaluated at bid price : 21.75 Bid-YTW : 6.94 % |
| IFC.PR.E | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.81 % |
| SLF.PR.J | FloatingReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 10.89 % |
| FTS.PR.J | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.69 % |
| ELF.PR.H | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 7.03 % |
| GWO.PR.Y | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 6.72 % |
| PWF.PR.K | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.01 % |
| GWO.PR.I | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 6.67 % |
| TD.PF.L | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 23.64 Evaluated at bid price : 24.45 Bid-YTW : 6.80 % |
| CM.PR.O | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.68 % |
| MFC.PR.F | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 7.82 % |
| FFH.PR.C | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 8.31 % |
| BN.PF.E | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 9.49 % |
| MIC.PR.A | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.63 % |
| BIK.PR.A | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 21.96 Evaluated at bid price : 22.50 Bid-YTW : 8.12 % |
| BIP.PR.E | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 7.76 % |
| BIP.PR.F | FixedReset Disc | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 8.03 % |
| SLF.PR.C | Insurance Straight | 11.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 6.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 253,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.34 % |
| CM.PR.O | FixedReset Disc | 143,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.68 % |
| RY.PR.J | FixedReset Disc | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.91 % |
| BN.PF.F | FixedReset Disc | 77,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 9.48 % |
| TD.PF.A | FixedReset Disc | 55,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 7.55 % |
| TD.PF.D | FixedReset Disc | 55,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-18 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 7.70 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.R | Insurance Straight | Quote: 17.60 – 20.88 Spot Rate : 3.2800 Average : 1.7915 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 20.37 – 21.50 Spot Rate : 1.1300 Average : 0.6558 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 16.05 – 17.40 Spot Rate : 1.3500 Average : 0.9204 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 16.88 – 17.75 Spot Rate : 0.8700 Average : 0.5762 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 18.90 – 19.59 Spot Rate : 0.6900 Average : 0.4239 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 18.25 – 18.80 Spot Rate : 0.5500 Average : 0.3507 YTW SCENARIO |