| 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 | 0.0805 % | 2,373.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0805 % | 4,553.0 |
| Floater | 10.14 % | 10.29 % | 42,835 | 9.33 | 1 | 0.0805 % | 2,623.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1016 % | 3,438.9 |
| SplitShare | 4.90 % | 7.03 % | 31,628 | 1.77 | 7 | 0.1016 % | 4,106.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1016 % | 3,204.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1403 % | 2,647.7 |
| Perpetual-Discount | 6.49 % | 6.61 % | 44,777 | 13.09 | 29 | 0.1403 % | 2,887.2 |
| FixedReset Disc | 5.30 % | 7.10 % | 102,606 | 12.20 | 57 | 0.0899 % | 2,511.8 |
| Insurance Straight | 6.43 % | 6.61 % | 51,463 | 13.07 | 21 | -0.2128 % | 2,821.3 |
| FloatingReset | 9.68 % | 9.64 % | 33,181 | 9.85 | 2 | 0.6373 % | 2,665.2 |
| FixedReset Prem | 6.41 % | 6.49 % | 217,778 | 3.19 | 3 | -0.2389 % | 2,507.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0899 % | 2,567.6 |
| FixedReset Ins Non | 5.38 % | 7.30 % | 73,922 | 12.46 | 14 | 0.6252 % | 2,641.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.18 Evaluated at bid price : 22.87 Bid-YTW : 6.36 % |
| GWO.PR.I | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.49 % |
| GWO.PR.H | Insurance Straight | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 6.61 % |
| BN.PF.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.81 % |
| PWF.PR.Z | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.61 % |
| FFH.PR.D | FloatingReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 9.64 % |
| MFC.PR.N | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.40 % |
| MFC.PR.I | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.20 Evaluated at bid price : 22.70 Bid-YTW : 7.13 % |
| TD.PF.D | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.33 Evaluated at bid price : 22.75 Bid-YTW : 6.78 % |
| MFC.PR.Q | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 21.60 Evaluated at bid price : 21.90 Bid-YTW : 7.10 % |
| BN.PR.R | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 8.99 % |
| IFC.PR.A | FixedReset Ins Non | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 7.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 134,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.08 Evaluated at bid price : 22.67 Bid-YTW : 6.58 % |
| BMO.PR.W | FixedReset Disc | 131,002 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 23.00 Evaluated at bid price : 23.70 Bid-YTW : 6.21 % |
| TD.PF.B | FixedReset Disc | 104,029 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.95 Evaluated at bid price : 23.85 Bid-YTW : 6.17 % |
| RY.PR.J | FixedReset Disc | 95,297 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 21.87 Evaluated at bid price : 22.39 Bid-YTW : 7.00 % |
| GWO.PR.S | Insurance Straight | 91,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.61 % |
| CM.PR.S | FixedReset Disc | 63,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-09 Maturity Price : 22.95 Evaluated at bid price : 22.95 Bid-YTW : 6.64 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.06 – 22.50 Spot Rate : 2.4400 Average : 1.3310 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 22.87 – 23.82 Spot Rate : 0.9500 Average : 0.6192 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.22 – 20.80 Spot Rate : 0.5800 Average : 0.3547 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 19.60 – 20.16 Spot Rate : 0.5600 Average : 0.3569 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.09 – 21.84 Spot Rate : 1.7500 Average : 1.5887 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.64 – 15.25 Spot Rate : 0.6100 Average : 0.4579 YTW SCENARIO |