| 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 | 0.1730 % | 2,236.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1730 % | 4,290.4 |
| Floater | 10.88 % | 11.14 % | 46,379 | 8.65 | 1 | 0.1730 % | 2,472.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0738 % | 3,346.5 |
| SplitShare | 5.04 % | 7.74 % | 44,327 | 2.36 | 7 | 0.0738 % | 3,996.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0738 % | 3,118.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2282 % | 2,552.8 |
| Perpetual-Discount | 6.67 % | 6.83 % | 47,361 | 12.76 | 28 | 0.2282 % | 2,783.6 |
| FixedReset Disc | 5.82 % | 8.58 % | 88,146 | 11.04 | 64 | -0.1683 % | 2,145.2 |
| Insurance Straight | 6.63 % | 6.74 % | 56,153 | 12.83 | 19 | 0.6962 % | 2,714.5 |
| FloatingReset | 11.65 % | 11.38 % | 33,221 | 8.50 | 2 | -0.8160 % | 2,367.6 |
| FixedReset Prem | 7.02 % | 7.02 % | 238,421 | 3.68 | 1 | 0.0000 % | 2,300.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1683 % | 2,192.8 |
| FixedReset Ins Non | 6.19 % | 8.08 % | 71,076 | 11.45 | 11 | 0.0360 % | 2,314.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.I | FixedReset Disc | -5.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 8.55 % |
| GWO.PR.N | FixedReset Ins Non | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 9.29 % |
| BN.PR.X | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 14.47 Evaluated at bid price : 14.47 Bid-YTW : 9.54 % |
| BIP.PR.F | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 8.46 % |
| SLF.PR.J | FloatingReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 11.38 % |
| PVS.PR.J | SplitShare | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 7.74 % |
| BIP.PR.E | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 8.41 % |
| BN.PF.A | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 8.57 % |
| BN.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 10.02 % |
| PWF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 6.78 % |
| CU.PR.G | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 6.65 % |
| GWO.PR.G | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 6.80 % |
| GWO.PR.S | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.84 % |
| PWF.PF.A | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.78 % |
| BNS.PR.I | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 7.98 % |
| GWO.PR.M | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 21.58 Evaluated at bid price : 21.84 Bid-YTW : 6.73 % |
| SLF.PR.C | Insurance Straight | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 6.47 % |
| TRP.PR.C | FixedReset Disc | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 10.89 % |
| CCS.PR.C | Insurance Straight | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.F | FixedReset Disc | 32,936 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 10.27 % |
| FTS.PR.G | FixedReset Disc | 25,935 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 8.20 % |
| TRP.PR.B | FixedReset Disc | 24,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 10.55 Evaluated at bid price : 10.55 Bid-YTW : 11.19 % |
| BN.PF.B | FixedReset Disc | 23,337 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 9.62 % |
| TRP.PR.D | FixedReset Disc | 21,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 10.38 % |
| FTS.PR.K | FixedReset Disc | 20,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-04 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.08 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset Disc | Quote: 20.92 – 22.32 Spot Rate : 1.4000 Average : 0.8583 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 21.75 – 24.40 Spot Rate : 2.6500 Average : 2.1407 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 17.45 – 18.60 Spot Rate : 1.1500 Average : 0.7949 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 14.45 – 15.15 Spot Rate : 0.7000 Average : 0.4064 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 18.00 – 19.01 Spot Rate : 1.0100 Average : 0.7692 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.05 – 23.00 Spot Rate : 0.9500 Average : 0.7517 YTW SCENARIO |