| 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 | -0.1623 % | 2,349.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1623 % | 4,505.3 |
| Floater | 10.24 % | 10.58 % | 42,541 | 8.97 | 1 | -0.1623 % | 2,596.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0545 % | 3,393.7 |
| SplitShare | 4.96 % | 7.40 % | 45,220 | 1.86 | 7 | 0.0545 % | 4,052.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0545 % | 3,162.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1709 % | 2,644.6 |
| Perpetual-Discount | 6.50 % | 6.69 % | 46,904 | 12.89 | 31 | 0.1709 % | 2,883.8 |
| FixedReset Disc | 5.44 % | 7.22 % | 111,363 | 12.50 | 59 | 0.2088 % | 2,429.2 |
| Insurance Straight | 6.32 % | 6.50 % | 53,045 | 13.27 | 22 | 0.6172 % | 2,847.0 |
| FloatingReset | 9.95 % | 10.14 % | 32,082 | 9.38 | 3 | -0.0377 % | 2,600.4 |
| FixedReset Prem | 7.03 % | 7.02 % | 160,721 | 12.33 | 1 | -0.2394 % | 2,484.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2088 % | 2,483.1 |
| FixedReset Ins Non | 5.52 % | 7.33 % | 76,419 | 12.29 | 14 | 0.3801 % | 2,574.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -9.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.09 % |
| PWF.PR.G | Perpetual-Discount | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.36 Evaluated at bid price : 21.63 Bid-YTW : 6.92 % |
| MFC.PR.C | Insurance Straight | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 6.07 % |
| NA.PR.E | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.85 Evaluated at bid price : 22.25 Bid-YTW : 6.87 % |
| BN.PR.M | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 6.88 % |
| BMO.PR.E | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 23.05 Evaluated at bid price : 24.62 Bid-YTW : 6.51 % |
| TD.PF.J | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 22.18 Evaluated at bid price : 22.75 Bid-YTW : 6.81 % |
| GWO.PR.S | Insurance Straight | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.54 % |
| RY.PR.J | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.13 % |
| FFH.PR.I | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 8.63 % |
| CU.PR.G | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.49 % |
| CU.PR.J | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 6.58 % |
| GWO.PR.H | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 6.45 % |
| ELF.PR.H | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.27 Evaluated at bid price : 21.54 Bid-YTW : 6.49 % |
| CM.PR.O | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 22.14 Evaluated at bid price : 22.80 Bid-YTW : 6.43 % |
| MFC.PR.Q | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.48 Evaluated at bid price : 21.75 Bid-YTW : 7.00 % |
| CM.PR.Q | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 7.00 % |
| BN.PF.J | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 8.04 % |
| FTS.PR.F | Perpetual-Discount | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.19 % |
| GWO.PR.T | Insurance Straight | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.49 % |
| SLF.PR.H | FixedReset Ins Non | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.14 % |
| IAF.PR.B | Insurance Straight | 7.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.36 % |
| TD.PF.E | FixedReset Disc | 13.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 127,767 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 22.14 Evaluated at bid price : 22.80 Bid-YTW : 6.43 % |
| TD.PF.L | FixedReset Disc | 72,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 23.96 Evaluated at bid price : 24.90 Bid-YTW : 6.93 % |
| BMO.PR.T | FixedReset Disc | 69,253 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.90 Evaluated at bid price : 22.41 Bid-YTW : 6.47 % |
| BMO.PR.S | FixedReset Disc | 56,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 22.67 Evaluated at bid price : 23.80 Bid-YTW : 6.19 % |
| FTS.PR.M | FixedReset Disc | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 8.10 % |
| NA.PR.S | FixedReset Disc | 30,360 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-07 Maturity Price : 21.36 Evaluated at bid price : 21.63 Bid-YTW : 6.97 % |
| There were 15 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 – 23.25 Spot Rate : 2.7500 Average : 1.7881 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 18.93 – 20.70 Spot Rate : 1.7700 Average : 1.4556 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 21.63 – 22.30 Spot Rate : 0.6700 Average : 0.4799 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 20.21 – 20.75 Spot Rate : 0.5400 Average : 0.3520 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 18.02 – 18.58 Spot Rate : 0.5600 Average : 0.3797 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 17.16 – 17.74 Spot Rate : 0.5800 Average : 0.4194 YTW SCENARIO |