| 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 | -0.1702 % | 2,237.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1702 % | 4,290.8 |
| Floater | 10.00 % | 10.19 % | 87,404 | 9.34 | 2 | -0.1702 % | 2,472.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4277 % | 3,535.3 |
| SplitShare | 4.70 % | 6.16 % | 30,005 | 1.17 | 4 | -0.4277 % | 4,221.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4277 % | 3,294.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2667 % | 2,816.7 |
| Perpetual-Discount | 6.11 % | 6.22 % | 61,028 | 13.59 | 31 | -0.2667 % | 3,071.4 |
| FixedReset Disc | 5.48 % | 6.94 % | 140,284 | 12.46 | 62 | 0.2959 % | 2,621.1 |
| Insurance Straight | 5.96 % | 6.11 % | 64,134 | 13.67 | 21 | 0.2343 % | 3,039.9 |
| FloatingReset | 8.94 % | 9.05 % | 25,818 | 10.31 | 3 | -0.5281 % | 2,724.7 |
| FixedReset Prem | 6.76 % | 5.74 % | 256,923 | 12.05 | 5 | 0.0234 % | 2,547.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2959 % | 2,679.3 |
| FixedReset Ins Non | 5.27 % | 6.25 % | 112,609 | 13.51 | 14 | 0.1838 % | 2,788.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.D | Perpetual-Discount | -5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.82 % |
| PWF.PR.L | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.31 % |
| FFH.PR.D | FloatingReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 9.05 % |
| BN.PR.X | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 7.71 % |
| MFC.PR.J | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 22.92 Evaluated at bid price : 24.05 Bid-YTW : 6.01 % |
| PVS.PR.J | SplitShare | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 6.13 % |
| GWO.PR.R | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.22 % |
| FFH.PR.E | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.59 % |
| CU.PR.D | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 6.24 % |
| CU.PR.G | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.08 % |
| IFC.PR.A | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 6.55 % |
| BN.PF.G | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 7.69 % |
| BN.PF.H | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 23.30 Evaluated at bid price : 23.75 Bid-YTW : 7.39 % |
| IFC.PR.G | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 22.35 Evaluated at bid price : 23.00 Bid-YTW : 6.22 % |
| CU.PR.E | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.11 % |
| IFC.PR.C | FixedReset Ins Non | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.58 % |
| PWF.PR.S | Perpetual-Discount | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 6.04 % |
| PWF.PR.P | FixedReset Disc | 3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 7.46 % |
| IFC.PR.F | Insurance Straight | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 22.00 Evaluated at bid price : 22.00 Bid-YTW : 6.11 % |
| FFH.PR.K | FixedReset Disc | 8.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 7.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 2,601,101 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 23.97 Evaluated at bid price : 24.94 Bid-YTW : 5.24 % |
| BMO.PR.T | FixedReset Disc | 829,262 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 23.98 Evaluated at bid price : 24.94 Bid-YTW : 5.22 % |
| FFH.PR.C | FixedReset Disc | 109,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 7.43 % |
| NA.PR.W | FixedReset Disc | 54,748 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 21.69 Evaluated at bid price : 22.10 Bid-YTW : 5.90 % |
| PWF.PR.L | Perpetual-Discount | 50,804 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.31 % |
| ENB.PR.D | FixedReset Disc | 48,643 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-08 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 7.64 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 21.75 – 23.64 Spot Rate : 1.8900 Average : 1.1044 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 19.60 – 21.50 Spot Rate : 1.9000 Average : 1.1784 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.50 – 22.50 Spot Rate : 2.0000 Average : 1.3148 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 18.25 – 19.94 Spot Rate : 1.6900 Average : 1.1900 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.39 – 21.00 Spot Rate : 1.6100 Average : 1.1408 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 18.54 – 19.50 Spot Rate : 0.9600 Average : 0.6328 YTW SCENARIO |