| 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 | 0.4006 % | 2,707.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4006 % | 4,967.3 |
| Floater | 3.21 % | 3.20 % | 48,431 | 19.25 | 3 | 0.4006 % | 2,862.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1930 % | 3,696.0 |
| SplitShare | 4.64 % | 4.09 % | 47,168 | 3.79 | 6 | -0.1930 % | 4,413.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1930 % | 3,443.9 |
| Perpetual-Premium | 5.03 % | -17.10 % | 57,034 | 0.09 | 34 | 0.0791 % | 3,300.9 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0791 % | 3,972.5 |
| FixedReset Disc | 3.87 % | 3.68 % | 114,549 | 17.31 | 40 | 0.1883 % | 2,892.4 |
| Insurance Straight | 4.90 % | -0.80 % | 84,510 | 0.09 | 19 | -0.1705 % | 3,719.3 |
| FloatingReset | 2.87 % | 2.88 % | 29,638 | 20.06 | 1 | 0.4540 % | 2,753.5 |
| FixedReset Prem | 4.67 % | 3.03 % | 129,880 | 2.10 | 33 | -0.0259 % | 2,760.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1883 % | 2,956.6 |
| FixedReset Ins Non | 4.07 % | 3.54 % | 93,142 | 17.55 | 19 | -0.1503 % | 2,976.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -5.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.73 % |
| SLF.PR.G | FixedReset Ins Non | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.59 % |
| RS.PR.A | SplitShare | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.47 Bid-YTW : 4.09 % |
| NA.PR.C | FixedReset Prem | -1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 2.42 % |
| IFC.PR.I | Perpetual-Premium | -1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 26.81 Bid-YTW : 4.29 % |
| GWO.PR.T | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.67 Bid-YTW : 1.56 % |
| GWO.PR.N | FixedReset Ins Non | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.45 % |
| BIP.PR.B | FixedReset Prem | 2.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 4.49 % |
| PWF.PR.P | FixedReset Disc | 7.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.68 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | FixedReset Disc | 884,860 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 24.59 Evaluated at bid price : 24.98 Bid-YTW : 4.50 % |
| TRP.PR.C | FixedReset Disc | 63,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 15.78 Evaluated at bid price : 15.78 Bid-YTW : 4.08 % |
| SLF.PR.H | FixedReset Ins Non | 59,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-08 Maturity Price : 22.52 Evaluated at bid price : 23.45 Bid-YTW : 3.54 % |
| PWF.PR.I | Perpetual-Premium | 56,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-07 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : -0.06 % |
| BNS.PR.H | FixedReset Prem | 33,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 1.48 % |
| SLF.PR.C | Insurance Straight | 30,855 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-07 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.21 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.50 Spot Rate : 1.3000 Average : 0.8791 YTW SCENARIO |
| TD.PF.E | FixedReset Prem | Quote: 25.00 – 25.85 Spot Rate : 0.8500 Average : 0.5728 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.81 – 27.68 Spot Rate : 0.8700 Average : 0.6733 YTW SCENARIO |
| BIP.PR.D | FixedReset Prem | Quote: 25.37 – 25.80 Spot Rate : 0.4300 Average : 0.2622 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 25.44 – 25.90 Spot Rate : 0.4600 Average : 0.3220 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.85 – 25.85 Spot Rate : 1.0000 Average : 0.8721 YTW SCENARIO |