| 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 % | 2,310.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,432.1 |
| Floater | 10.41 % | 10.75 % | 62,843 | 8.87 | 1 | 0.0000 % | 2,554.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5060 % | 3,464.5 |
| SplitShare | 4.86 % | 6.44 % | 32,813 | 1.65 | 7 | 0.5060 % | 4,137.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5060 % | 3,228.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0035 % | 2,709.8 |
| Perpetual-Discount | 6.35 % | 6.54 % | 51,135 | 13.12 | 28 | 0.0035 % | 2,954.9 |
| FixedReset Disc | 5.13 % | 7.07 % | 112,142 | 12.50 | 49 | -0.1060 % | 2,602.9 |
| Insurance Straight | 6.28 % | 6.39 % | 58,513 | 13.40 | 20 | 0.0202 % | 2,891.1 |
| FloatingReset | 9.18 % | 9.09 % | 34,624 | 10.19 | 3 | 0.1354 % | 2,820.2 |
| FixedReset Prem | 6.35 % | 6.54 % | 215,180 | 12.10 | 7 | -0.1017 % | 2,533.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1060 % | 2,660.6 |
| FixedReset Ins Non | 5.04 % | 6.72 % | 102,352 | 13.14 | 14 | -1.1812 % | 2,818.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset Ins Non | -10.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 7.61 % |
| BN.PR.Z | FixedReset Disc | -6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 8.24 % |
| MFC.PR.N | FixedReset Ins Non | -5.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 7.26 % |
| SLF.PR.E | Insurance Straight | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 6.07 % |
| MFC.PR.F | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 6.96 % |
| GWO.PR.H | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.41 % |
| TD.PF.J | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 23.09 Evaluated at bid price : 24.55 Bid-YTW : 6.33 % |
| BN.PR.M | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 6.67 % |
| GWO.PR.M | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 22.00 Evaluated at bid price : 22.23 Bid-YTW : 6.53 % |
| CM.PR.S | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 23.91 Evaluated at bid price : 23.91 Bid-YTW : 6.42 % |
| MIC.PR.A | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 7.12 % |
| SLF.PR.C | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.98 % |
| MFC.PR.Q | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 22.85 Evaluated at bid price : 24.00 Bid-YTW : 6.36 % |
| BIP.PR.A | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 21.55 Evaluated at bid price : 21.92 Bid-YTW : 7.93 % |
| CU.PR.G | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.28 % |
| CCS.PR.C | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.38 % |
| BN.PF.C | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.73 % |
| IFC.PR.E | Insurance Straight | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 6.33 % |
| CU.PR.C | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 7.07 % |
| BIP.PR.F | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 7.84 % |
| PVS.PR.K | SplitShare | 2.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 6.56 % |
| GWO.PR.I | Insurance Straight | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 144,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 23.30 Evaluated at bid price : 24.30 Bid-YTW : 6.05 % |
| MFC.PR.N | FixedReset Ins Non | 116,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 7.26 % |
| TD.PF.C | FixedReset Disc | 79,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 22.14 Evaluated at bid price : 22.82 Bid-YTW : 6.40 % |
| CM.PR.S | FixedReset Disc | 58,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 23.91 Evaluated at bid price : 23.91 Bid-YTW : 6.42 % |
| PWF.PR.T | FixedReset Disc | 49,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 21.67 Evaluated at bid price : 22.02 Bid-YTW : 6.77 % |
| TD.PF.A | FixedReset Disc | 41,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-03 Maturity Price : 22.88 Evaluated at bid price : 23.70 Bid-YTW : 6.18 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 19.56 – 21.75 Spot Rate : 2.1900 Average : 1.6357 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.93 – 22.58 Spot Rate : 1.6500 Average : 1.1085 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.10 – 21.60 Spot Rate : 1.5000 Average : 1.0618 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.10 – 24.00 Spot Rate : 0.9000 Average : 0.5812 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 20.12 – 21.36 Spot Rate : 1.2400 Average : 0.9335 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 18.56 – 19.11 Spot Rate : 0.5500 Average : 0.3496 YTW SCENARIO |