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| 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 | 0.2165 % | 2,348.7 |
| FixedFloater | 4.68 % | 4.05 % | 43,974 | 17.32 | 1 | 0.4950 % | 3,332.1 |
| Floater | 2.84 % | 3.00 % | 68,359 | 19.74 | 3 | 0.2165 % | 2,536.0 |
| OpRet | 4.94 % | 1.53 % | 65,769 | 1.32 | 7 | 0.2744 % | 2,501.5 |
| SplitShare | 5.35 % | 0.70 % | 68,077 | 0.89 | 4 | 0.0808 % | 2,614.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2744 % | 2,287.4 |
| Perpetual-Premium | 5.41 % | -8.94 % | 89,108 | 0.09 | 23 | 0.0228 % | 2,210.4 |
| Perpetual-Discount | 5.04 % | 4.97 % | 158,002 | 15.54 | 7 | -0.0473 % | 2,403.1 |
| FixedReset | 5.04 % | 2.80 % | 201,335 | 2.36 | 65 | -0.0521 % | 2,378.1 |
| Deemed-Retractible | 4.91 % | 3.54 % | 186,357 | 2.87 | 46 | 0.0365 % | 2,296.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.62 % |
| CIU.PR.B | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-06-01 Maturity Price : 25.00 Evaluated at bid price : 27.49 Bid-YTW : 2.75 % |
| ELF.PR.G | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-01-19 Maturity Price : 21.67 Evaluated at bid price : 21.96 Bid-YTW : 5.43 % |
| FTS.PR.C | OpRet | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2012-02-18 Maturity Price : 25.50 Evaluated at bid price : 26.25 Bid-YTW : -20.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.F | FixedReset | 284,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-01-19 Maturity Price : 23.14 Evaluated at bid price : 25.15 Bid-YTW : 3.68 % |
| BNS.PR.Z | FixedReset | 191,947 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.00 % |
| TCA.PR.Y | Perpetual-Premium | 185,345 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-03-05 Maturity Price : 50.00 Evaluated at bid price : 52.01 Bid-YTW : 3.54 % |
| CM.PR.I | Deemed-Retractible | 151,130 | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-01-31 Maturity Price : 25.75 Evaluated at bid price : 25.98 Bid-YTW : 3.54 % |
| TCA.PR.X | Perpetual-Premium | 143,804 | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-10-15 Maturity Price : 50.00 Evaluated at bid price : 52.05 Bid-YTW : 3.07 % |
| CM.PR.M | FixedReset | 116,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-07-31 Maturity Price : 25.00 Evaluated at bid price : 27.37 Bid-YTW : 2.55 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 24.93 – 25.39 Spot Rate : 0.4600 Average : 0.3087 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 25.32 – 25.70 Spot Rate : 0.3800 Average : 0.2463 YTW SCENARIO |
| CM.PR.K | FixedReset | Quote: 26.45 – 26.89 Spot Rate : 0.4400 Average : 0.3206 YTW SCENARIO |
| BNS.PR.M | Deemed-Retractible | Quote: 26.00 – 26.27 Spot Rate : 0.2700 Average : 0.1839 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 25.94 – 26.18 Spot Rate : 0.2400 Average : 0.1572 YTW SCENARIO |
| HSB.PR.D | Deemed-Retractible | Quote: 25.58 – 25.88 Spot Rate : 0.3000 Average : 0.2189 YTW SCENARIO |