| 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 | 0.2490 % | 2,307.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2490 % | 4,424.8 |
| Floater | 10.43 % | 10.71 % | 60,884 | 8.93 | 1 | 0.2490 % | 2,550.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0257 % | 3,476.2 |
| SplitShare | 4.84 % | 6.81 % | 34,467 | 1.38 | 8 | -0.0257 % | 4,151.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0257 % | 3,239.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1574 % | 2,704.6 |
| Perpetual-Discount | 6.34 % | 6.50 % | 52,559 | 13.19 | 27 | -0.1574 % | 2,949.2 |
| FixedReset Disc | 5.22 % | 6.91 % | 122,330 | 11.94 | 57 | -0.0819 % | 2,582.6 |
| Insurance Straight | 6.22 % | 6.40 % | 56,631 | 13.28 | 21 | 0.3237 % | 2,914.8 |
| FloatingReset | 9.07 % | 9.19 % | 26,803 | 10.13 | 2 | -0.2494 % | 2,812.9 |
| FixedReset Prem | 6.95 % | 6.42 % | 217,691 | 3.09 | 2 | 0.0000 % | 2,522.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0819 % | 2,640.0 |
| FixedReset Ins Non | 5.02 % | 7.01 % | 85,221 | 12.82 | 14 | 0.5836 % | 2,828.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Disc | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.62 Evaluated at bid price : 23.50 Bid-YTW : 6.76 % |
| RY.PR.N | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.43 Evaluated at bid price : 22.70 Bid-YTW : 5.41 % |
| GWO.PR.G | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.44 % |
| MFC.PR.M | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 21.58 Evaluated at bid price : 21.95 Bid-YTW : 7.05 % |
| FFH.PR.K | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 8.13 % |
| BN.PF.E | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.64 % |
| MFC.PR.J | FixedReset Ins Non | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.89 Evaluated at bid price : 24.05 Bid-YTW : 6.69 % |
| MFC.PR.Q | FixedReset Ins Non | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.72 Evaluated at bid price : 23.72 Bid-YTW : 6.67 % |
| SLF.PR.C | Insurance Straight | 5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.H | Perpetual-Discount | 164,671 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 6.51 % |
| CM.PR.P | FixedReset Disc | 150,931 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.26 Evaluated at bid price : 23.03 Bid-YTW : 6.48 % |
| IFC.PR.F | Insurance Straight | 146,190 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.40 % |
| CM.PR.Q | FixedReset Disc | 123,781 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 22.72 Evaluated at bid price : 23.20 Bid-YTW : 6.83 % |
| PWF.PR.F | Perpetual-Discount | 72,331 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.64 % |
| PWF.PR.T | FixedReset Disc | 61,179 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-16 Maturity Price : 21.58 Evaluated at bid price : 21.90 Bid-YTW : 6.91 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 23.50 – 24.29 Spot Rate : 0.7900 Average : 0.4988 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 22.75 – 23.42 Spot Rate : 0.6700 Average : 0.4459 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.22 – 23.74 Spot Rate : 0.5200 Average : 0.3138 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.80 – 22.38 Spot Rate : 0.5800 Average : 0.3979 YTW SCENARIO |
| PWF.PR.O | Perpetual-Discount | Quote: 22.37 – 23.00 Spot Rate : 0.6300 Average : 0.4568 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 22.70 – 23.45 Spot Rate : 0.7500 Average : 0.5841 YTW SCENARIO |