| 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 | 0.0340 % | 2,774.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0340 % | 5,224.7 |
| Floater | 5.29 % | 5.34 % | 50,991 | 14.94 | 2 | 0.0340 % | 3,011.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1683 % | 3,613.3 |
| SplitShare | 4.80 % | 5.32 % | 56,437 | 2.44 | 5 | 0.1683 % | 4,315.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1683 % | 3,366.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3409 % | 3,044.2 |
| Perpetual-Discount | 5.75 % | 5.78 % | 51,595 | 14.15 | 32 | 0.3409 % | 3,275.6 |
| FixedReset Disc | 5.72 % | 6.29 % | 84,475 | 13.22 | 24 | -0.1435 % | 3,356.6 |
| Insurance Straight | 5.68 % | 5.72 % | 72,606 | 14.29 | 19 | 0.2471 % | 3,171.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1435 % | 4,098.4 |
| FixedReset Prem | 6.01 % | 4.71 % | 81,948 | 1.94 | 24 | -0.0827 % | 2,626.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1435 % | 3,431.1 |
| FixedReset Ins Non | 5.56 % | 5.56 % | 50,661 | 3.09 | 13 | 0.1934 % | 3,277.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.G | Insurance Straight | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.43 Evaluated at bid price : 22.69 Bid-YTW : 5.78 % |
| BN.PF.E | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.92 Evaluated at bid price : 24.00 Bid-YTW : 6.26 % |
| MFC.PR.B | Insurance Straight | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 5.68 % |
| PWF.PR.Z | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.95 % |
| FTS.PR.J | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.61 % |
| BN.PR.T | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.50 Evaluated at bid price : 23.45 Bid-YTW : 6.33 % |
| MFC.PR.F | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.94 % |
| FTS.PR.F | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.08 Evaluated at bid price : 22.36 Bid-YTW : 5.55 % |
| FTS.PR.H | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 6.09 % |
| IFC.PR.F | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.76 % |
| IFC.PR.A | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 23.30 Evaluated at bid price : 23.80 Bid-YTW : 5.66 % |
| PVS.PR.M | SplitShare | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 5.32 % |
| NA.PR.C | FixedReset Prem | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.44 % |
| CU.PR.D | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.21 Evaluated at bid price : 22.48 Bid-YTW : 5.52 % |
| GWO.PR.P | Insurance Straight | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 23.52 Evaluated at bid price : 23.79 Bid-YTW : 5.72 % |
| MFC.PR.J | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.56 % |
| CU.PR.K | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 24.22 Evaluated at bid price : 24.61 Bid-YTW : 5.76 % |
| PWF.PR.S | Perpetual-Discount | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.79 % |
| POW.PR.G | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.71 % |
| CU.PR.J | Perpetual-Discount | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 21.50 Evaluated at bid price : 21.78 Bid-YTW : 5.52 % |
| GWO.PR.Q | Insurance Straight | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.53 Evaluated at bid price : 22.78 Bid-YTW : 5.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.N | SplitShare | 39,946 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2033-09-29 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.39 % |
| BILP.PR.A | FixedReset Prem | 28,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 5.79 % |
| SLF.PR.C | Insurance Straight | 25,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.53 % |
| FTS.PR.K | FixedReset Disc | 17,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 23.39 Evaluated at bid price : 24.70 Bid-YTW : 5.78 % |
| GWO.PR.Q | Insurance Straight | 15,285 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-20 Maturity Price : 22.53 Evaluated at bid price : 22.78 Bid-YTW : 5.70 % |
| CM.PR.S | FixedReset Prem | 13,790 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.47 % |
| There were 1 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 19.00 – 21.20 Spot Rate : 2.2000 Average : 1.8765 YTW SCENARIO |
| NA.PR.S | FixedReset Prem | Quote: 25.80 – 26.40 Spot Rate : 0.6000 Average : 0.3540 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 22.69 – 24.00 Spot Rate : 1.3100 Average : 1.0944 YTW SCENARIO |
| BN.PR.B | Floater | Quote: 14.74 – 15.27 Spot Rate : 0.5300 Average : 0.3160 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.65 – 20.35 Spot Rate : 0.7000 Average : 0.4867 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 20.29 – 21.07 Spot Rate : 0.7800 Average : 0.5962 YTW SCENARIO |

