| 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 | 0.2627 % | 2,183.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2627 % | 4,188.4 |
| Floater | 10.62 % | 10.82 % | 23,897 | 8.93 | 2 | 0.2627 % | 2,413.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1987 % | 3,505.4 |
| SplitShare | 4.77 % | 6.15 % | 28,596 | 1.23 | 6 | 0.1987 % | 4,186.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1987 % | 3,266.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1883 % | 2,725.2 |
| Perpetual-Discount | 6.32 % | 6.47 % | 57,155 | 13.27 | 28 | 0.1883 % | 2,971.7 |
| FixedReset Disc | 5.11 % | 7.05 % | 112,781 | 12.48 | 49 | 0.2195 % | 2,643.8 |
| Insurance Straight | 6.08 % | 6.36 % | 62,424 | 13.40 | 21 | 0.9459 % | 2,938.3 |
| FloatingReset | 9.17 % | 8.91 % | 29,921 | 10.46 | 4 | 0.0897 % | 2,793.9 |
| FixedReset Prem | 5.82 % | 6.16 % | 250,232 | 11.91 | 8 | 0.2478 % | 2,535.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2195 % | 2,702.5 |
| FixedReset Ins Non | 5.23 % | 6.63 % | 90,281 | 13.19 | 14 | -0.1166 % | 2,810.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.F | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 8.01 % |
| BIP.PR.A | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 22.15 Evaluated at bid price : 22.85 Bid-YTW : 7.43 % |
| MFC.PR.K | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 22.61 Evaluated at bid price : 23.51 Bid-YTW : 6.23 % |
| IFC.PR.A | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 6.78 % |
| CU.PR.G | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.39 % |
| POW.PR.A | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 6.43 % |
| MIC.PR.A | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.80 % |
| GWO.PR.P | Insurance Straight | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 6.43 % |
| BN.PR.X | FixedReset Disc | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.74 % |
| BN.PR.Z | FixedReset Disc | 4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 7.53 % |
| GWO.PR.T | Insurance Straight | 18.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 6.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 648,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 23.96 Evaluated at bid price : 24.95 Bid-YTW : 5.72 % |
| RY.PR.J | FixedReset Disc | 391,137 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 23.55 Evaluated at bid price : 24.13 Bid-YTW : 6.24 % |
| TD.PF.B | FixedReset Prem | 204,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 23.96 Evaluated at bid price : 24.95 Bid-YTW : 5.67 % |
| BN.PF.J | FixedReset Disc | 164,349 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 22.39 Evaluated at bid price : 23.00 Bid-YTW : 7.06 % |
| TD.PF.I | FixedReset Prem | 161,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 5.66 % |
| MFC.PR.K | FixedReset Ins Non | 78,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-18 Maturity Price : 22.61 Evaluated at bid price : 23.51 Bid-YTW : 6.23 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| FFH.PR.I | FixedReset Disc | Quote: 18.93 – 23.35 Spot Rate : 4.4200 Average : 2.3607 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.05 – 22.99 Spot Rate : 0.9400 Average : 0.6626 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 19.70 – 20.70 Spot Rate : 1.0000 Average : 0.7347 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 16.60 – 17.49 Spot Rate : 0.8900 Average : 0.6996 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 24.10 – 24.52 Spot Rate : 0.4200 Average : 0.2712 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.65 – 15.17 Spot Rate : 0.5200 Average : 0.3802 YTW SCENARIO |