| 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 | 0.7506 % | 2,205.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7506 % | 4,229.2 |
| Floater | 11.04 % | 11.38 % | 40,122 | 8.45 | 2 | 0.7506 % | 2,437.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3220 % | 3,351.1 |
| SplitShare | 5.03 % | 7.28 % | 43,138 | 2.05 | 8 | 0.3220 % | 4,001.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3220 % | 3,122.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2519 % | 2,461.1 |
| Perpetual-Discount | 6.97 % | 7.15 % | 48,213 | 12.32 | 31 | -0.2519 % | 2,683.7 |
| FixedReset Disc | 6.03 % | 9.17 % | 91,139 | 10.57 | 56 | -0.0936 % | 2,074.6 |
| Insurance Straight | 6.91 % | 7.07 % | 54,794 | 12.39 | 18 | -0.8861 % | 2,604.7 |
| FloatingReset | 11.00 % | 11.34 % | 35,696 | 8.47 | 1 | -0.5917 % | 2,431.9 |
| FixedReset Prem | 7.05 % | 7.23 % | 219,804 | 3.62 | 1 | 0.0401 % | 2,292.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0936 % | 2,120.7 |
| FixedReset Ins Non | 6.56 % | 8.50 % | 88,600 | 11.04 | 10 | 0.1020 % | 2,254.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.C | Insurance Straight | -5.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 7.09 % |
| POW.PR.C | Perpetual-Discount | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.13 % |
| CU.PR.I | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 9.24 % |
| MFC.PR.C | Insurance Straight | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.95 % |
| IFC.PR.E | Insurance Straight | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 7.13 % |
| FTS.PR.H | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 10.44 % |
| BN.PR.Z | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 10.05 % |
| GWO.PR.I | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 7.06 % |
| BN.PF.B | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 10.69 % |
| BN.PR.X | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 13.41 Evaluated at bid price : 13.41 Bid-YTW : 10.59 % |
| SLF.PR.E | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 6.83 % |
| TD.PF.D | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 9.41 % |
| GWO.PR.Y | Insurance Straight | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 7.06 % |
| IFC.PR.K | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.16 % |
| BMO.PR.W | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 9.58 % |
| BN.PF.J | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 9.57 % |
| PWF.PF.A | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 7.19 % |
| IFC.PR.F | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 7.09 % |
| BN.PF.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 11.45 % |
| BN.PF.F | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 11.06 % |
| RY.PR.H | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 9.12 % |
| GWO.PR.M | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.93 % |
| BN.PR.K | Floater | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 11.42 Evaluated at bid price : 11.42 Bid-YTW : 11.38 % |
| MFC.PR.I | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 8.34 % |
| PVS.PR.J | SplitShare | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.20 Bid-YTW : 7.36 % |
| BN.PF.I | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 10.20 % |
| BN.PF.H | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 10.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.F | FixedReset Disc | 48,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 11.06 % |
| MFC.PR.J | FixedReset Ins Non | 28,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 8.22 % |
| BN.PF.A | FixedReset Disc | 23,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 9.34 % |
| CM.PR.P | FixedReset Disc | 20,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 9.43 % |
| POW.PR.G | Perpetual-Discount | 16,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 7.16 % |
| BIP.PR.F | FixedReset Disc | 12,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-25 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.98 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.B | Perpetual-Discount | Quote: 18.95 – 20.73 Spot Rate : 1.7800 Average : 0.9610 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 19.85 – 21.99 Spot Rate : 2.1400 Average : 1.4979 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 16.01 – 17.09 Spot Rate : 1.0800 Average : 0.6518 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 18.80 – 20.19 Spot Rate : 1.3900 Average : 1.0657 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 18.61 – 19.39 Spot Rate : 0.7800 Average : 0.5103 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 20.70 – 21.35 Spot Rate : 0.6500 Average : 0.4548 YTW SCENARIO |