| 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 | 0.2675 % | 2,173.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2675 % | 4,168.0 |
| Floater | 11.20 % | 11.39 % | 58,235 | 8.55 | 2 | 0.2675 % | 2,402.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0559 % | 3,289.9 |
| SplitShare | 5.08 % | 8.65 % | 39,598 | 1.91 | 7 | -0.0559 % | 3,928.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0559 % | 3,065.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0053 % | 2,440.0 |
| Perpetual-Discount | 7.04 % | 7.16 % | 41,742 | 12.39 | 31 | 0.0053 % | 2,660.7 |
| FixedReset Disc | 6.10 % | 9.21 % | 101,739 | 10.65 | 56 | 0.0264 % | 2,093.8 |
| Insurance Straight | 6.89 % | 7.03 % | 60,607 | 12.52 | 16 | 0.4391 % | 2,608.5 |
| FloatingReset | 11.08 % | 11.27 % | 34,089 | 8.62 | 1 | 0.0666 % | 2,417.5 |
| FixedReset Prem | 4.76 % | 5.06 % | 436,290 | 0.13 | 1 | 0.0401 % | 2,297.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0264 % | 2,140.3 |
| FixedReset Ins Non | 6.32 % | 8.89 % | 62,706 | 10.96 | 13 | 0.2830 % | 2,280.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.D | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 7.18 % |
| BIK.PR.A | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 9.84 % |
| CM.PR.Q | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.46 % |
| BN.PR.X | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 10.92 % |
| IFC.PR.C | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 9.38 % |
| GWO.PR.Y | Insurance Straight | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.89 % |
| POW.PR.C | Perpetual-Discount | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.96 % |
| PWF.PR.P | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 10.28 % |
| TD.PF.I | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 21.82 Evaluated at bid price : 22.20 Bid-YTW : 7.87 % |
| GWO.PR.N | FixedReset Ins Non | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 9.28 % |
| SLF.PR.G | FixedReset Ins Non | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 9.52 % |
| SLF.PR.E | Insurance Straight | 4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 6.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 53,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 9.26 % |
| TD.PF.E | FixedReset Disc | 38,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 9.34 % |
| BNS.PR.I | FixedReset Disc | 32,835 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 7.62 % |
| MFC.PR.F | FixedReset Ins Non | 15,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 13.31 Evaluated at bid price : 13.31 Bid-YTW : 9.39 % |
| NA.PR.C | FixedReset Disc | 15,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 7.60 % |
| CM.PR.Q | FixedReset Disc | 13,986 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-10-12 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 9.46 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.F | Perpetual-Discount | Quote: 16.50 – 18.28 Spot Rate : 1.7800 Average : 1.4360 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 16.22 – 16.99 Spot Rate : 0.7700 Average : 0.4982 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 17.45 – 17.90 Spot Rate : 0.4500 Average : 0.2899 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 18.10 – 18.52 Spot Rate : 0.4200 Average : 0.2602 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 17.00 – 17.65 Spot Rate : 0.6500 Average : 0.5264 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 17.36 – 17.75 Spot Rate : 0.3900 Average : 0.2763 YTW SCENARIO |