| 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 | -0.2591 % | 2,231.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2591 % | 4,279.2 |
| Floater | 10.53 % | 10.69 % | 40,247 | 9.05 | 1 | -0.2591 % | 2,466.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4166 % | 3,283.2 |
| SplitShare | 5.11 % | 8.15 % | 50,633 | 2.15 | 6 | 0.4166 % | 3,920.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4166 % | 3,059.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6338 % | 2,560.5 |
| Perpetual-Discount | 6.66 % | 6.86 % | 40,298 | 12.73 | 31 | -0.6338 % | 2,792.1 |
| FixedReset Disc | 5.92 % | 8.59 % | 80,395 | 10.99 | 63 | -0.2804 % | 2,108.9 |
| Insurance Straight | 6.61 % | 6.75 % | 52,546 | 12.89 | 19 | -0.1594 % | 2,722.8 |
| FloatingReset | 11.37 % | 11.05 % | 28,294 | 8.79 | 2 | 0.0341 % | 2,382.2 |
| FixedReset Prem | 7.03 % | 6.88 % | 256,844 | 3.76 | 1 | 0.0000 % | 2,299.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2804 % | 2,155.7 |
| FixedReset Ins Non | 6.65 % | 7.99 % | 62,231 | 11.45 | 9 | -0.4468 % | 2,296.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -6.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 10.48 % |
| IFC.PR.G | FixedReset Ins Non | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.95 % |
| PWF.PR.E | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.97 % |
| CU.PR.J | Perpetual-Discount | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 6.85 % |
| POW.PR.B | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.90 % |
| GWO.PR.N | FixedReset Ins Non | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 9.15 % |
| FTS.PR.H | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 9.65 % |
| POW.PR.G | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.94 % |
| BN.PF.I | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 9.37 % |
| CU.PR.F | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 6.73 % |
| BN.PF.D | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 7.10 % |
| PWF.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 6.91 % |
| CU.PR.G | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 6.71 % |
| BIK.PR.A | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 21.95 Evaluated at bid price : 22.50 Bid-YTW : 8.55 % |
| GWO.PR.P | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 6.89 % |
| FTS.PR.J | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.39 % |
| BN.PF.J | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 8.24 % |
| GWO.PR.M | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.76 % |
| BMO.PR.F | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 23.11 Evaluated at bid price : 23.70 Bid-YTW : 7.68 % |
| PVS.PR.K | SplitShare | 1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 7.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 56,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 9.15 % |
| BN.PF.H | FixedReset Disc | 41,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 9.45 % |
| POW.PR.B | Perpetual-Discount | 24,767 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.90 % |
| POW.PR.A | Perpetual-Discount | 18,177 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 6.88 % |
| POW.PR.C | Perpetual-Discount | 17,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.80 % |
| PWF.PR.O | Perpetual-Discount | 15,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-06 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.00 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.J | Perpetual-Discount | Quote: 17.62 – 19.00 Spot Rate : 1.3800 Average : 0.8763 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 19.71 – 20.90 Spot Rate : 1.1900 Average : 0.7061 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 11.30 – 12.78 Spot Rate : 1.4800 Average : 1.0892 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 17.31 – 18.00 Spot Rate : 0.6900 Average : 0.4760 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 17.55 – 18.35 Spot Rate : 0.8000 Average : 0.5958 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 20.95 – 21.44 Spot Rate : 0.4900 Average : 0.2910 YTW SCENARIO |