| 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 | 0.0000 % | 2,333.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,476.0 |
| Floater | 10.31 % | 10.45 % | 43,405 | 9.23 | 1 | 0.0000 % | 2,579.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0656 % | 3,441.2 |
| SplitShare | 4.89 % | 7.09 % | 34,635 | 1.79 | 7 | -0.0656 % | 4,109.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0656 % | 3,206.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1544 % | 2,669.0 |
| Perpetual-Discount | 6.44 % | 6.61 % | 45,798 | 13.03 | 29 | -0.1544 % | 2,910.4 |
| FixedReset Disc | 5.33 % | 7.12 % | 106,258 | 12.08 | 57 | 0.2873 % | 2,498.4 |
| Insurance Straight | 6.37 % | 6.54 % | 48,724 | 13.18 | 21 | -0.2904 % | 2,848.9 |
| FloatingReset | 9.96 % | 9.90 % | 35,434 | 9.66 | 2 | -0.2423 % | 2,606.1 |
| FixedReset Prem | 6.33 % | 6.68 % | 243,022 | 4.19 | 3 | -0.1836 % | 2,540.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2873 % | 2,553.9 |
| FixedReset Ins Non | 5.43 % | 7.39 % | 71,167 | 12.46 | 14 | 0.6419 % | 2,618.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.O | Perpetual-Discount | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 21.77 Evaluated at bid price : 22.05 Bid-YTW : 5.62 % |
| GWO.PR.S | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.61 % |
| POW.PR.D | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.58 % |
| GWO.PR.Q | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.58 % |
| GWO.PR.T | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.56 % |
| CCS.PR.C | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.67 % |
| CU.PR.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.55 % |
| CU.PR.E | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.46 % |
| GWO.PR.N | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 8.14 % |
| BN.PF.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 7.74 % |
| BN.PF.H | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 22.14 Evaluated at bid price : 22.46 Bid-YTW : 8.41 % |
| BN.PF.J | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.88 % |
| BN.PF.F | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 8.49 % |
| BN.PF.E | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.99 % |
| SLF.PR.H | FixedReset Ins Non | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 7.40 % |
| MFC.PR.Q | FixedReset Ins Non | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 21.53 Evaluated at bid price : 21.80 Bid-YTW : 7.12 % |
| IFC.PR.A | FixedReset Ins Non | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.23 % |
| BIP.PR.A | FixedReset Disc | 4.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 9.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Prem | 1,198,492 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 7.00 % |
| TD.PF.B | FixedReset Disc | 157,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 23.01 Evaluated at bid price : 23.90 Bid-YTW : 6.26 % |
| NA.PR.S | FixedReset Disc | 109,320 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 22.23 Evaluated at bid price : 22.92 Bid-YTW : 6.72 % |
| TD.PF.C | FixedReset Disc | 63,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 21.93 Evaluated at bid price : 22.47 Bid-YTW : 6.58 % |
| BN.PF.F | FixedReset Disc | 52,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 8.49 % |
| CU.PR.G | Perpetual-Discount | 51,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-02 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.58 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 24.91 – 25.91 Spot Rate : 1.0000 Average : 0.5477 YTW SCENARIO |
| BIK.PR.A | FixedReset Disc | Quote: 24.51 – 25.23 Spot Rate : 0.7200 Average : 0.4037 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.42 – 22.98 Spot Rate : 0.5600 Average : 0.3788 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 18.31 – 18.87 Spot Rate : 0.5600 Average : 0.3791 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 22.76 – 23.25 Spot Rate : 0.4900 Average : 0.3267 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 22.61 – 23.00 Spot Rate : 0.3900 Average : 0.2339 YTW SCENARIO |