| 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 | -0.3854 % | 2,218.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3854 % | 4,254.2 |
| Floater | 10.08 % | 10.27 % | 83,288 | 9.27 | 2 | -0.3854 % | 2,451.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1632 % | 3,539.6 |
| SplitShare | 4.70 % | 6.14 % | 29,979 | 1.16 | 4 | -0.1632 % | 4,227.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1632 % | 3,298.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3699 % | 2,830.6 |
| Perpetual-Discount | 6.08 % | 6.21 % | 57,561 | 13.57 | 31 | 0.3699 % | 3,086.6 |
| FixedReset Disc | 5.46 % | 6.95 % | 134,288 | 12.40 | 62 | 0.2425 % | 2,630.9 |
| Insurance Straight | 5.93 % | 6.10 % | 64,013 | 13.72 | 21 | 0.2832 % | 3,053.7 |
| FloatingReset | 8.89 % | 8.96 % | 25,881 | 10.38 | 3 | 0.2475 % | 2,734.4 |
| FixedReset Prem | 6.74 % | 5.74 % | 251,783 | 12.01 | 5 | 0.4531 % | 2,556.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2425 % | 2,689.3 |
| FixedReset Ins Non | 5.26 % | 6.28 % | 111,746 | 13.50 | 14 | 0.6573 % | 2,793.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.K | Perpetual-Discount | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.41 % |
| ENB.PF.C | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.17 % |
| PWF.PR.S | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.14 % |
| MIC.PR.A | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.94 % |
| POW.PR.A | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 22.35 Evaluated at bid price : 22.62 Bid-YTW : 6.26 % |
| ENB.PR.Y | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.81 % |
| RY.PR.O | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 23.54 Evaluated at bid price : 23.80 Bid-YTW : 5.15 % |
| IFC.PR.K | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 21.68 Evaluated at bid price : 22.00 Bid-YTW : 6.04 % |
| SLF.PR.G | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.62 % |
| NA.PR.C | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 5.61 % |
| IFC.PR.A | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.51 % |
| SLF.PR.H | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.34 % |
| ENB.PF.E | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.99 % |
| ENB.PF.G | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 8.00 % |
| CU.PR.C | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 6.86 % |
| BN.PR.X | FixedReset Disc | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 7.53 % |
| IFC.PR.I | Insurance Straight | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 22.64 Evaluated at bid price : 23.00 Bid-YTW : 5.94 % |
| PWF.PR.Z | Perpetual-Discount | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.16 % |
| CU.PR.G | Perpetual-Discount | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.05 % |
| MFC.PR.L | FixedReset Ins Non | 4.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 21.64 Evaluated at bid price : 22.00 Bid-YTW : 6.21 % |
| CU.PR.J | Perpetual-Discount | 9.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 204,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 23.96 Evaluated at bid price : 24.95 Bid-YTW : 5.26 % |
| BN.PF.I | FixedReset Disc | 110,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 22.36 Evaluated at bid price : 22.81 Bid-YTW : 7.33 % |
| GWO.PR.S | Insurance Straight | 75,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 6.17 % |
| POW.PR.G | Perpetual-Discount | 67,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 6.24 % |
| PWF.PR.G | Perpetual-Discount | 52,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 6.23 % |
| PWF.PR.E | Perpetual-Discount | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-12 Maturity Price : 22.01 Evaluated at bid price : 22.24 Bid-YTW : 6.23 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 21.30 – 22.50 Spot Rate : 1.2000 Average : 0.8496 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.85 – 19.90 Spot Rate : 1.0500 Average : 0.7559 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 21.48 – 22.30 Spot Rate : 0.8200 Average : 0.5330 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 22.85 – 23.50 Spot Rate : 0.6500 Average : 0.3945 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 19.50 – 20.47 Spot Rate : 0.9700 Average : 0.7211 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.73 – 21.00 Spot Rate : 1.2700 Average : 1.0311 YTW SCENARIO |