| 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 % | 2,370.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,545.6 |
| Floater | 10.15 % | 10.31 % | 45,777 | 9.31 | 1 | 0.0000 % | 2,619.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2506 % | 3,431.7 |
| SplitShare | 4.91 % | 7.10 % | 31,891 | 1.77 | 7 | -0.2506 % | 4,098.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2506 % | 3,197.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2028 % | 2,623.8 |
| Perpetual-Discount | 6.55 % | 6.66 % | 46,302 | 13.03 | 29 | -0.2028 % | 2,861.2 |
| FixedReset Disc | 5.28 % | 7.04 % | 101,301 | 12.07 | 57 | 0.1555 % | 2,522.7 |
| Insurance Straight | 6.49 % | 6.63 % | 52,238 | 13.04 | 21 | -0.1900 % | 2,796.9 |
| FloatingReset | 9.65 % | 9.64 % | 33,103 | 9.84 | 2 | 0.1845 % | 2,673.7 |
| FixedReset Prem | 6.40 % | 6.44 % | 206,878 | 3.18 | 3 | 0.0266 % | 2,512.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1555 % | 2,578.7 |
| FixedReset Ins Non | 5.36 % | 7.31 % | 71,243 | 12.52 | 14 | 0.2008 % | 2,648.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -4.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 17.59 Evaluated at bid price : 17.59 Bid-YTW : 7.56 % |
| IFC.PR.I | Insurance Straight | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.82 % |
| BN.PR.N | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 6.95 % |
| GWO.PR.M | Insurance Straight | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 21.78 Evaluated at bid price : 22.02 Bid-YTW : 6.64 % |
| BN.PR.M | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.82 % |
| PWF.PR.G | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 6.66 % |
| SLF.PR.J | FloatingReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 10.00 % |
| MFC.PR.M | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 7.39 % |
| BN.PF.G | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 8.70 % |
| MFC.PR.J | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.09 Evaluated at bid price : 22.58 Bid-YTW : 7.00 % |
| BN.PR.T | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 15.83 Evaluated at bid price : 15.83 Bid-YTW : 8.80 % |
| NA.PR.S | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.37 Evaluated at bid price : 23.17 Bid-YTW : 6.52 % |
| BN.PF.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 8.81 % |
| BIP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 7.80 % |
| CU.PR.C | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 7.36 % |
| POW.PR.C | Perpetual-Discount | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 245,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.31 % |
| RY.PR.Z | FixedReset Disc | 124,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.13 Evaluated at bid price : 22.75 Bid-YTW : 6.56 % |
| TD.PF.A | FixedReset Disc | 110,093 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.83 Evaluated at bid price : 23.55 Bid-YTW : 6.18 % |
| CM.PR.Y | FixedReset Disc | 74,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 7.12 % |
| RY.PR.M | FixedReset Disc | 62,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 21.77 Evaluated at bid price : 22.25 Bid-YTW : 6.77 % |
| TD.PF.E | FixedReset Disc | 58,743 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-11 Maturity Price : 22.38 Evaluated at bid price : 22.76 Bid-YTW : 6.80 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.A | FixedReset Disc | Quote: 21.85 – 22.70 Spot Rate : 0.8500 Average : 0.5277 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 20.42 – 21.42 Spot Rate : 1.0000 Average : 0.7012 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 22.05 – 22.90 Spot Rate : 0.8500 Average : 0.5577 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 19.95 – 20.80 Spot Rate : 0.8500 Average : 0.5722 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 20.00 – 20.67 Spot Rate : 0.6700 Average : 0.4177 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.59 – 18.38 Spot Rate : 0.7900 Average : 0.5429 YTW SCENARIO |