| 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 | 0.4862 % | 2,368.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4862 % | 4,542.0 |
| Floater | 10.16 % | 10.34 % | 50,169 | 9.27 | 1 | 0.4862 % | 2,617.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0180 % | 3,430.3 |
| SplitShare | 4.91 % | 7.12 % | 32,947 | 1.75 | 7 | 0.0180 % | 4,096.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0180 % | 3,196.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1565 % | 2,559.9 |
| Perpetual-Discount | 6.72 % | 6.84 % | 47,442 | 12.79 | 29 | -1.1565 % | 2,791.4 |
| FixedReset Disc | 5.27 % | 7.31 % | 112,307 | 12.06 | 57 | -0.1119 % | 2,526.4 |
| Insurance Straight | 6.64 % | 6.79 % | 56,079 | 12.81 | 21 | -0.8129 % | 2,733.6 |
| FloatingReset | 9.55 % | 9.53 % | 27,026 | 9.92 | 2 | 0.0000 % | 2,675.8 |
| FixedReset Prem | 6.39 % | 6.52 % | 199,679 | 3.16 | 3 | 0.0663 % | 2,518.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1119 % | 2,582.5 |
| FixedReset Ins Non | 5.36 % | 7.36 % | 71,546 | 12.33 | 14 | -0.1670 % | 2,653.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.E | Perpetual-Discount | -8.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.42 % |
| POW.PR.C | Perpetual-Discount | -4.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 6.99 % |
| SLF.PR.E | Insurance Straight | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 6.50 % |
| MFC.PR.B | Insurance Straight | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 6.50 % |
| SLF.PR.D | Insurance Straight | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.41 % |
| FTS.PR.H | FixedReset Disc | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 8.32 % |
| GWO.PR.M | Insurance Straight | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.83 % |
| POW.PR.B | Perpetual-Discount | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 6.88 % |
| GWO.PR.I | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 6.79 % |
| CU.PR.J | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.91 % |
| GWO.PR.H | Insurance Straight | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 6.89 % |
| GWO.PR.T | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.86 % |
| BN.PF.E | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 9.18 % |
| POW.PR.A | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.86 % |
| POW.PR.G | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 6.90 % |
| BN.PR.N | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 7.23 % |
| PWF.PR.S | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 6.85 % |
| FFH.PR.M | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 23.08 Evaluated at bid price : 23.65 Bid-YTW : 8.05 % |
| GWO.PR.Q | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 6.83 % |
| GWO.PR.L | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.89 % |
| BN.PF.D | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.26 % |
| GWO.PR.P | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 6.90 % |
| PWF.PR.R | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.86 % |
| FFH.PR.C | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 8.08 % |
| PWF.PR.K | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 6.85 % |
| TD.PF.D | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 22.54 Evaluated at bid price : 22.99 Bid-YTW : 6.76 % |
| CM.PR.O | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 23.03 Evaluated at bid price : 23.97 Bid-YTW : 6.24 % |
| CU.PR.C | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 7.44 % |
| BN.PF.J | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 8.06 % |
| BN.PF.F | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 8.44 % |
| MFC.PR.C | Insurance Straight | 4.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.G | Perpetual-Discount | 269,375 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 6.84 % |
| GWO.PR.T | Insurance Straight | 248,864 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.86 % |
| FTS.PR.H | FixedReset Disc | 239,147 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 8.32 % |
| FFH.PR.G | FixedReset Disc | 224,728 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 8.55 % |
| IFC.PR.I | Insurance Straight | 183,796 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.83 % |
| RY.PR.H | FixedReset Disc | 99,066 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-19 Maturity Price : 23.14 Evaluated at bid price : 24.02 Bid-YTW : 6.25 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.E | Perpetual-Discount | Quote: 18.65 – 20.69 Spot Rate : 2.0400 Average : 1.1408 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 21.00 – 22.70 Spot Rate : 1.7000 Average : 1.2978 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 20.93 – 21.93 Spot Rate : 1.0000 Average : 0.6061 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 22.89 – 23.95 Spot Rate : 1.0600 Average : 0.7505 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 17.52 – 18.17 Spot Rate : 0.6500 Average : 0.4389 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.90 – 23.75 Spot Rate : 0.8500 Average : 0.6392 YTW SCENARIO |