| 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 | 0.4050 % | 1,639.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4050 % | 3,009.2 |
| Floater | 5.19 % | 5.24 % | 39,035 | 15.09 | 3 | 0.4050 % | 1,734.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1387 % | 3,530.0 |
| SplitShare | 4.80 % | 4.72 % | 51,523 | 3.55 | 8 | -0.1387 % | 4,215.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1387 % | 3,289.2 |
| Perpetual-Premium | 5.30 % | -2.25 % | 90,081 | 0.09 | 17 | 0.0643 % | 3,200.6 |
| Perpetual-Discount | 5.09 % | 5.03 % | 78,247 | 15.03 | 17 | 0.2216 % | 3,614.9 |
| FixedReset Disc | 5.43 % | 4.10 % | 132,817 | 16.59 | 65 | 0.3277 % | 2,132.0 |
| Deemed-Retractible | 5.08 % | 4.86 % | 118,606 | 15.24 | 22 | -0.2104 % | 3,494.4 |
| FloatingReset | 1.97 % | 2.44 % | 44,235 | 1.26 | 3 | -0.0673 % | 1,795.7 |
| FixedReset Prem | 5.21 % | 3.16 % | 277,658 | 0.79 | 14 | 0.0302 % | 2,652.8 |
| FixedReset Bank Non | 1.94 % | 2.08 % | 140,781 | 1.25 | 2 | 0.0201 % | 2,860.0 |
| FixedReset Ins Non | 5.43 % | 4.17 % | 80,352 | 16.69 | 22 | 0.1729 % | 2,224.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.B | FixedReset Disc | -4.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 15.68 Evaluated at bid price : 15.68 Bid-YTW : 5.30 % |
| TRP.PR.D | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 5.56 % |
| BAM.PR.Z | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 5.16 % |
| CU.PR.C | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 4.27 % |
| CM.PR.P | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.02 % |
| MFC.PR.J | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.21 % |
| IFC.PR.C | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.46 % |
| TD.PF.L | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 23.12 Evaluated at bid price : 24.50 Bid-YTW : 3.89 % |
| BAM.PF.G | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 5.12 % |
| PVS.PR.F | SplitShare | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.86 % |
| TRP.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 5.56 % |
| BAM.PF.F | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 5.14 % |
| TD.PF.J | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.02 % |
| BMO.PR.Y | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.02 % |
| CU.PR.F | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 23.38 Evaluated at bid price : 23.88 Bid-YTW : 4.75 % |
| PWF.PR.P | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 4.73 % |
| IAF.PR.G | FixedReset Ins Non | 4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.30 % |
| RY.PR.M | FixedReset Disc | 56.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 305,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 10.02 Evaluated at bid price : 10.02 Bid-YTW : 4.17 % |
| TD.PF.A | FixedReset Disc | 180,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 3.94 % |
| TD.PF.F | Perpetual-Premium | 113,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.75 Evaluated at bid price : 25.97 Bid-YTW : 3.81 % |
| TD.PF.H | FixedReset Prem | 74,580 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 3.44 % |
| BNS.PR.H | FixedReset Prem | 61,710 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.36 % |
| CM.PR.Q | FixedReset Disc | 59,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-23 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.07 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.B | FixedReset Disc | Quote: 15.68 – 16.36 Spot Rate : 0.6800 Average : 0.4015 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.10 – 17.70 Spot Rate : 0.6000 Average : 0.3730 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 18.05 – 18.68 Spot Rate : 0.6300 Average : 0.4331 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 25.05 – 25.60 Spot Rate : 0.5500 Average : 0.3579 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 25.15 – 25.95 Spot Rate : 0.8000 Average : 0.6446 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.15 – 25.50 Spot Rate : 0.3500 Average : 0.2416 YTW SCENARIO |
Cenovus “merger” with Husky
“Husky will also seek the approval of at least two-thirds of the votes cast by holders of outstanding Husky preferred shares voting together as a single class. If Husky preferred shareholder approval is obtained, each Husky preferred share will be exchanged for one Cenovus preferred share with substantially the same commercial terms and conditions as the Husky preferred shares. The transaction is not conditional on Husky preferred shareholder approval and, if not obtained, the Husky preferred shares will remain outstanding in a subsidiary of the combined company.”