| 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 | -0.1419 % | 2,039.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1419 % | 3,912.3 |
| Floater | 11.94 % | 12.29 % | 51,778 | 7.91 | 2 | -0.1419 % | 2,254.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5206 % | 3,313.1 |
| SplitShare | 5.07 % | 8.37 % | 39,428 | 1.83 | 8 | -0.5206 % | 3,956.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5206 % | 3,087.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1595 % | 2,439.6 |
| Perpetual-Discount | 7.01 % | 7.17 % | 47,678 | 12.31 | 33 | -0.1595 % | 2,660.3 |
| FixedReset Disc | 6.05 % | 8.83 % | 115,420 | 10.93 | 55 | -0.0650 % | 2,110.0 |
| Insurance Straight | 6.89 % | 7.16 % | 62,738 | 12.30 | 19 | -0.4084 % | 2,617.6 |
| FloatingReset | 11.31 % | 11.63 % | 31,271 | 8.31 | 1 | 0.2778 % | 2,322.6 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0650 % | 2,385.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0650 % | 2,156.9 |
| FixedReset Ins Non | 6.09 % | 8.66 % | 80,156 | 11.24 | 14 | -0.5347 % | 2,334.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -7.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 9.52 % |
| IFC.PR.I | Insurance Straight | -4.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.24 % |
| PWF.PR.P | FixedReset Disc | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 10.34 % |
| IFC.PR.F | Insurance Straight | -3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.30 % |
| CIU.PR.A | Perpetual-Discount | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 7.13 % |
| IFC.PR.C | FixedReset Ins Non | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 9.13 % |
| BN.PF.F | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 11.01 % |
| PVS.PR.G | SplitShare | -1.86 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.21 Bid-YTW : 8.91 % |
| PVS.PR.K | SplitShare | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 8.66 % |
| GWO.PR.M | Insurance Straight | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.31 % |
| GWO.PR.H | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.16 % |
| PVS.PR.J | SplitShare | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 8.90 % |
| SLF.PR.H | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 8.68 % |
| CU.PR.H | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 6.94 % |
| BN.PR.N | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.69 % |
| MFC.PR.F | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 13.34 Evaluated at bid price : 13.34 Bid-YTW : 9.09 % |
| GWO.PR.Y | Insurance Straight | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.99 % |
| GWO.PR.T | Insurance Straight | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.19 % |
| BN.PF.E | FixedReset Disc | 5.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 11.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 49,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 13.34 Evaluated at bid price : 13.34 Bid-YTW : 9.09 % |
| PWF.PR.P | FixedReset Disc | 15,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 10.34 % |
| TD.PF.M | FixedReset Disc | 14,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 23.57 Evaluated at bid price : 24.20 Bid-YTW : 7.75 % |
| BN.PR.N | Perpetual-Discount | 13,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-13 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.69 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 20.75 – 23.12 Spot Rate : 2.3700 Average : 1.3240 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.08 – 17.60 Spot Rate : 1.5200 Average : 1.1344 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 19.06 – 19.75 Spot Rate : 0.6900 Average : 0.4284 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 18.98 – 19.86 Spot Rate : 0.8800 Average : 0.6294 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.00 – 12.70 Spot Rate : 0.7000 Average : 0.4543 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 19.01 – 20.07 Spot Rate : 1.0600 Average : 0.8143 YTW SCENARIO |