| 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 | -0.4689 % | 2,226.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4689 % | 4,270.7 |
| Floater | 10.04 % | 10.28 % | 86,253 | 9.27 | 2 | -0.4689 % | 2,461.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2864 % | 3,545.4 |
| SplitShare | 4.69 % | 6.07 % | 30,067 | 1.17 | 4 | 0.2864 % | 4,234.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2864 % | 3,303.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1245 % | 2,820.2 |
| Perpetual-Discount | 6.10 % | 6.22 % | 59,228 | 13.59 | 31 | 0.1245 % | 3,075.3 |
| FixedReset Disc | 5.48 % | 7.04 % | 135,784 | 12.44 | 62 | 0.1298 % | 2,624.5 |
| Insurance Straight | 5.95 % | 6.11 % | 63,409 | 13.70 | 21 | 0.1702 % | 3,045.0 |
| FloatingReset | 8.91 % | 8.99 % | 26,174 | 10.36 | 3 | 0.1062 % | 2,727.6 |
| FixedReset Prem | 6.77 % | 5.92 % | 254,505 | 11.98 | 5 | -0.1170 % | 2,544.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1298 % | 2,682.8 |
| FixedReset Ins Non | 5.29 % | 6.41 % | 109,317 | 13.51 | 14 | -0.4673 % | 2,775.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Discount | -6.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.66 % |
| MFC.PR.L | FixedReset Ins Non | -5.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.51 % |
| CU.PR.G | Perpetual-Discount | -2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.27 % |
| PWF.PR.Z | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.37 % |
| SLF.PR.H | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 6.42 % |
| MFC.PR.F | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 6.57 % |
| BIP.PR.A | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.73 % |
| TD.PF.I | FixedReset Prem | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 5.36 % |
| FTS.PR.G | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 21.41 Evaluated at bid price : 21.74 Bid-YTW : 6.37 % |
| GWO.PR.Y | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.07 % |
| ENB.PF.C | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.01 % |
| POW.PR.A | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 22.68 Evaluated at bid price : 22.97 Bid-YTW : 6.16 % |
| FFH.PR.I | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 7.80 % |
| MIC.PR.A | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.81 % |
| GWO.PR.R | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.13 % |
| CM.PR.Q | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 23.08 Evaluated at bid price : 23.65 Bid-YTW : 6.00 % |
| PWF.PR.L | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 6.19 % |
| CU.PR.D | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.10 % |
| BN.PF.D | Perpetual-Discount | 7.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 6.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Prem | 220,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 23.44 Evaluated at bid price : 25.71 Bid-YTW : 5.75 % |
| PWF.PR.L | Perpetual-Discount | 137,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 6.19 % |
| BMO.PR.T | FixedReset Disc | 111,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 23.97 Evaluated at bid price : 24.94 Bid-YTW : 5.26 % |
| ENB.PR.T | FixedReset Disc | 89,405 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 7.36 % |
| NA.PR.E | FixedReset Disc | 55,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 23.08 Evaluated at bid price : 24.48 Bid-YTW : 5.75 % |
| RY.PR.S | FixedReset Disc | 32,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-09 Maturity Price : 23.25 Evaluated at bid price : 25.15 Bid-YTW : 5.43 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.G | Insurance Straight | Quote: 21.69 – 23.64 Spot Rate : 1.9500 Average : 1.2190 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 17.90 – 19.69 Spot Rate : 1.7900 Average : 1.1464 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.05 – 22.57 Spot Rate : 1.5200 Average : 0.9600 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.55 – 22.50 Spot Rate : 1.9500 Average : 1.6470 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 20.40 – 21.30 Spot Rate : 0.9000 Average : 0.6733 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 18.00 – 18.65 Spot Rate : 0.6500 Average : 0.4296 YTW SCENARIO |