| 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 | -0.8268 % | 2,173.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8268 % | 4,168.2 |
| Floater | 10.67 % | 10.82 % | 24,559 | 8.93 | 2 | -0.8268 % | 2,402.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1373 % | 3,487.2 |
| SplitShare | 4.79 % | 6.83 % | 31,322 | 1.24 | 6 | -0.1373 % | 4,164.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1373 % | 3,249.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3147 % | 2,716.3 |
| Perpetual-Discount | 6.34 % | 6.49 % | 51,925 | 13.27 | 28 | 0.3147 % | 2,962.0 |
| FixedReset Disc | 5.14 % | 7.05 % | 113,063 | 12.49 | 49 | 0.3658 % | 2,629.5 |
| Insurance Straight | 6.12 % | 6.37 % | 60,113 | 13.39 | 21 | -0.1477 % | 2,917.2 |
| FloatingReset | 9.14 % | 8.89 % | 30,921 | 10.49 | 4 | 1.9506 % | 2,803.5 |
| FixedReset Prem | 5.83 % | 6.19 % | 253,025 | 3.94 | 8 | 0.0693 % | 2,533.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3658 % | 2,687.9 |
| FixedReset Ins Non | 5.24 % | 6.62 % | 94,872 | 13.13 | 14 | 0.8052 % | 2,803.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | -6.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 7.77 % |
| BN.PR.Z | FixedReset Disc | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.88 % |
| PVS.PR.J | SplitShare | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 6.73 % |
| BN.PR.B | Floater | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 10.91 % |
| IFC.PR.F | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 21.79 Evaluated at bid price : 21.79 Bid-YTW : 6.14 % |
| MFC.PR.Q | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 22.43 Evaluated at bid price : 23.15 Bid-YTW : 6.48 % |
| FFH.PR.J | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 9.65 % |
| FFH.PR.H | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 9.72 % |
| FFH.PR.G | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 8.01 % |
| GWO.PR.I | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.28 % |
| BN.PF.D | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.70 % |
| BN.PF.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 7.75 % |
| PWF.PR.L | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.45 % |
| CU.PR.G | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.43 % |
| MIC.PR.A | Perpetual-Discount | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 6.94 % |
| BIP.PR.B | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.33 Bid-YTW : 7.68 % |
| CM.PR.P | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.31 Evaluated at bid price : 24.05 Bid-YTW : 5.80 % |
| CU.PR.C | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.95 % |
| SLF.PR.H | FixedReset Ins Non | 4.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 6.62 % |
| SLF.PR.J | FloatingReset | 6.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 8.86 % |
| TD.PF.D | FixedReset Disc | 7.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.31 Evaluated at bid price : 23.85 Bid-YTW : 6.28 % |
| IFC.PR.C | FixedReset Ins Non | 8.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.86 % |
| PWF.PR.P | FixedReset Disc | 9.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 7.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 295,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.29 Evaluated at bid price : 24.03 Bid-YTW : 5.81 % |
| TD.PF.A | FixedReset Disc | 71,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.45 Evaluated at bid price : 24.35 Bid-YTW : 5.74 % |
| BMO.PR.T | FixedReset Disc | 58,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 24.06 Evaluated at bid price : 25.02 Bid-YTW : 5.65 % |
| TD.PF.E | FixedReset Disc | 41,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.27 Evaluated at bid price : 23.74 Bid-YTW : 6.34 % |
| BN.PF.G | FixedReset Disc | 35,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 8.06 % |
| NA.PR.G | FixedReset Prem | 27,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-15 Maturity Price : 23.27 Evaluated at bid price : 25.16 Bid-YTW : 6.30 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.E | FixedReset Disc | Quote: 21.10 – 22.75 Spot Rate : 1.6500 Average : 1.0006 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.60 – 22.60 Spot Rate : 1.0000 Average : 0.6037 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 22.25 – 23.47 Spot Rate : 1.2200 Average : 0.8697 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 19.15 – 19.98 Spot Rate : 0.8300 Average : 0.5263 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.25 – 21.25 Spot Rate : 1.0000 Average : 0.6996 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 21.79 – 22.99 Spot Rate : 1.2000 Average : 0.9175 YTW SCENARIO |