| 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 | -0.7258 % | 2,350.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7258 % | 4,509.0 |
| Floater | 10.24 % | 10.56 % | 44,205 | 8.99 | 1 | -0.7258 % | 2,598.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1814 % | 3,400.5 |
| SplitShare | 4.95 % | 7.23 % | 46,734 | 1.87 | 7 | 0.1814 % | 4,060.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1814 % | 3,168.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2225 % | 2,639.0 |
| Perpetual-Discount | 6.51 % | 6.71 % | 47,648 | 12.86 | 31 | 0.2225 % | 2,877.7 |
| FixedReset Disc | 5.48 % | 7.25 % | 112,879 | 12.46 | 59 | 0.0898 % | 2,414.6 |
| Insurance Straight | 6.35 % | 6.54 % | 53,650 | 13.20 | 22 | 0.1906 % | 2,830.5 |
| FloatingReset | 9.92 % | 10.11 % | 33,774 | 9.40 | 3 | 0.5667 % | 2,608.2 |
| FixedReset Prem | 7.01 % | 7.00 % | 160,276 | 12.35 | 1 | 0.1199 % | 2,490.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0898 % | 2,468.2 |
| FixedReset Ins Non | 5.49 % | 7.22 % | 74,957 | 12.42 | 14 | 0.7975 % | 2,586.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -8.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.08 % |
| BMO.PR.S | FixedReset Disc | -6.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.67 Evaluated at bid price : 22.05 Bid-YTW : 6.73 % |
| GWO.PR.S | Insurance Straight | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.73 % |
| IFC.PR.F | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.74 % |
| NA.PR.S | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.41 Evaluated at bid price : 21.70 Bid-YTW : 6.94 % |
| NA.PR.E | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 22.02 Evaluated at bid price : 22.50 Bid-YTW : 6.79 % |
| MFC.PR.M | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 7.50 % |
| PVS.PR.J | SplitShare | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 7.06 % |
| MFC.PR.J | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.86 Evaluated at bid price : 22.25 Bid-YTW : 6.95 % |
| BN.PF.J | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 8.08 % |
| PWF.PR.E | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 6.71 % |
| FTS.PR.M | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 8.02 % |
| CU.PR.J | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.58 % |
| NA.PR.W | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 7.20 % |
| MFC.PR.F | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 7.84 % |
| BN.PR.Z | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 8.24 % |
| SLF.PR.H | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.05 % |
| CM.PR.P | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.96 % |
| RY.PR.O | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.88 Evaluated at bid price : 22.16 Bid-YTW : 5.56 % |
| BIP.PR.A | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 9.44 % |
| BMO.PR.Y | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.03 % |
| GWO.PR.T | Insurance Straight | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.65 % |
| MFC.PR.Q | FixedReset Ins Non | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.12 % |
| GWO.PR.Y | Insurance Straight | 4.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.P | FixedReset Disc | 186,344 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.96 % |
| FTS.PR.H | FixedReset Disc | 140,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 8.67 % |
| BN.PR.M | Perpetual-Discount | 100,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 6.81 % |
| BMO.PR.Y | FixedReset Disc | 50,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.03 % |
| TD.PF.C | FixedReset Disc | 47,243 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.91 % |
| NA.PR.W | FixedReset Disc | 44,149 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-05 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 7.20 % |
| There were 19 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: 20.50 – 22.80 Spot Rate : 2.3000 Average : 1.3185 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 22.05 – 23.75 Spot Rate : 1.7000 Average : 0.9706 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 20.44 – 21.44 Spot Rate : 1.0000 Average : 0.6520 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 20.10 – 20.95 Spot Rate : 0.8500 Average : 0.6030 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 24.41 – 24.89 Spot Rate : 0.4800 Average : 0.2818 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 19.42 – 20.25 Spot Rate : 0.8300 Average : 0.6453 YTW SCENARIO |