| 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 | 0.3055 % | 2,191.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3055 % | 4,203.0 |
| Floater | 10.59 % | 10.73 % | 88,770 | 9.00 | 2 | 0.3055 % | 2,422.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0412 % | 3,492.0 |
| SplitShare | 4.79 % | 6.76 % | 32,609 | 1.24 | 6 | 0.0412 % | 4,170.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0412 % | 3,253.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0920 % | 2,707.8 |
| Perpetual-Discount | 6.36 % | 6.50 % | 50,679 | 13.24 | 28 | 0.0920 % | 2,952.7 |
| FixedReset Disc | 5.16 % | 7.05 % | 117,469 | 12.46 | 49 | -0.2186 % | 2,619.9 |
| Insurance Straight | 6.11 % | 6.36 % | 59,466 | 13.40 | 21 | 0.4427 % | 2,921.5 |
| FloatingReset | 9.31 % | 9.46 % | 31,306 | 10.00 | 4 | -1.0932 % | 2,749.9 |
| FixedReset Prem | 5.83 % | 6.18 % | 262,925 | 2.99 | 8 | -0.0643 % | 2,532.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2186 % | 2,678.1 |
| FixedReset Ins Non | 5.11 % | 6.65 % | 97,830 | 13.23 | 14 | -0.2009 % | 2,781.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -7.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.41 % |
| PWF.PR.P | FixedReset Disc | -7.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 8.27 % |
| TD.PF.D | FixedReset Disc | -7.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 21.68 Evaluated at bid price : 22.10 Bid-YTW : 6.77 % |
| SLF.PR.J | FloatingReset | -5.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 9.46 % |
| MFC.PR.I | FixedReset Ins Non | -3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 22.59 Evaluated at bid price : 23.30 Bid-YTW : 6.71 % |
| CU.PR.C | FixedReset Disc | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 7.17 % |
| BIP.PR.B | FixedReset Disc | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 23.42 Evaluated at bid price : 23.85 Bid-YTW : 8.09 % |
| CM.PR.P | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 22.78 Evaluated at bid price : 23.50 Bid-YTW : 5.93 % |
| FTS.PR.M | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.49 % |
| FTS.PR.J | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 6.33 % |
| PWF.PR.Z | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.41 % |
| BN.PR.R | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 8.32 % |
| BN.PF.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.84 % |
| BN.PR.N | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.71 % |
| IFC.PR.I | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 21.94 Evaluated at bid price : 22.25 Bid-YTW : 6.11 % |
| NA.PR.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 22.83 Evaluated at bid price : 23.90 Bid-YTW : 6.17 % |
| IFC.PR.F | Insurance Straight | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 22.05 Evaluated at bid price : 22.05 Bid-YTW : 6.07 % |
| MFC.PR.B | Insurance Straight | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.00 % |
| BN.PF.C | Perpetual-Discount | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.68 % |
| PWF.PR.T | FixedReset Disc | 5.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 21.51 Evaluated at bid price : 21.80 Bid-YTW : 6.58 % |
| IFC.PR.A | FixedReset Ins Non | 8.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Prem | 391,614 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.33 % |
| RY.PR.H | FixedReset Prem | 300,361 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.07 Bid-YTW : 5.41 % |
| CM.PR.O | FixedReset Disc | 288,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 23.97 Evaluated at bid price : 24.93 Bid-YTW : 5.72 % |
| TD.PF.M | FixedReset Prem | 259,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 6.45 % |
| IFC.PR.G | FixedReset Ins Non | 114,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 22.36 Evaluated at bid price : 23.02 Bid-YTW : 6.52 % |
| MFC.PR.N | FixedReset Ins Non | 94,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-12 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 6.67 % |
| There were 29 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: 19.20 – 20.98 Spot Rate : 1.7800 Average : 1.0753 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 22.10 – 23.90 Spot Rate : 1.8000 Average : 1.1633 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 16.30 – 17.75 Spot Rate : 1.4500 Average : 0.9328 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 23.70 – 24.90 Spot Rate : 1.2000 Average : 0.8617 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.08 – 15.60 Spot Rate : 1.5200 Average : 1.1826 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 23.30 – 24.30 Spot Rate : 1.0000 Average : 0.6842 YTW SCENARIO |