| 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 | 0.0000 % | 2,218.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,254.2 |
| Floater | 10.08 % | 10.28 % | 80,258 | 9.27 | 2 | 0.0000 % | 2,451.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3984 % | 3,553.8 |
| SplitShare | 4.68 % | 5.95 % | 29,530 | 1.16 | 4 | 0.3984 % | 4,243.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3984 % | 3,311.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0550 % | 2,832.2 |
| Perpetual-Discount | 6.08 % | 6.21 % | 56,780 | 13.59 | 31 | 0.0550 % | 3,088.3 |
| FixedReset Disc | 5.46 % | 6.90 % | 133,901 | 12.51 | 62 | 0.0528 % | 2,632.3 |
| Insurance Straight | 5.90 % | 6.05 % | 65,625 | 13.78 | 21 | 0.4655 % | 3,067.9 |
| FloatingReset | 8.91 % | 8.96 % | 26,365 | 10.38 | 3 | -0.1763 % | 2,729.5 |
| FixedReset Prem | 6.74 % | 5.73 % | 250,615 | 12.01 | 5 | 0.0622 % | 2,558.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0528 % | 2,690.7 |
| FixedReset Ins Non | 5.27 % | 6.36 % | 107,581 | 13.41 | 14 | -0.2833 % | 2,785.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Discount | -8.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.66 % |
| BN.PR.Z | FixedReset Disc | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.60 % |
| MFC.PR.N | FixedReset Ins Non | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.43 % |
| ENB.PF.G | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.14 % |
| ENB.PF.E | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.13 % |
| POW.PR.C | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 6.27 % |
| FFH.PR.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 16.64 Evaluated at bid price : 16.64 Bid-YTW : 7.78 % |
| SLF.PR.J | FloatingReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 8.79 % |
| SLF.PR.G | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 6.70 % |
| BN.PF.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 22.38 Evaluated at bid price : 23.08 Bid-YTW : 6.77 % |
| ENB.PF.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.77 % |
| GWO.PR.P | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 6.15 % |
| CU.PR.C | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.77 % |
| PVS.PR.J | SplitShare | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 5.70 % |
| BN.PF.I | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 22.57 Evaluated at bid price : 23.14 Bid-YTW : 7.23 % |
| BN.PF.J | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 22.51 Evaluated at bid price : 23.20 Bid-YTW : 6.72 % |
| GWO.PR.G | Insurance Straight | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 21.69 Evaluated at bid price : 21.94 Bid-YTW : 6.01 % |
| MIC.PR.A | Perpetual-Discount | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.73 % |
| IFC.PR.K | Insurance Straight | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 22.36 Evaluated at bid price : 22.75 Bid-YTW : 5.84 % |
| PWF.PR.K | Perpetual-Discount | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 6.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 165,809 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 23.93 Evaluated at bid price : 24.94 Bid-YTW : 5.28 % |
| ENB.PF.G | FixedReset Disc | 81,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 8.14 % |
| ENB.PR.Y | FixedReset Disc | 77,006 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.79 % |
| GWO.PR.T | Insurance Straight | 57,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.14 % |
| TD.PF.J | FixedReset Disc | 47,149 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 23.21 Evaluated at bid price : 24.80 Bid-YTW : 5.76 % |
| NA.PR.G | FixedReset Prem | 46,308 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-13 Maturity Price : 23.48 Evaluated at bid price : 25.84 Bid-YTW : 5.87 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.J | Perpetual-Discount | Quote: 17.90 – 19.79 Spot Rate : 1.8900 Average : 1.2867 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 21.94 – 23.64 Spot Rate : 1.7000 Average : 1.2538 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.60 – 22.39 Spot Rate : 1.7900 Average : 1.4232 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.20 – 21.40 Spot Rate : 1.2000 Average : 0.8822 YTW SCENARIO |
| BN.PF.H | FixedReset Disc | Quote: 23.85 – 24.38 Spot Rate : 0.5300 Average : 0.3887 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 24.80 – 25.14 Spot Rate : 0.3400 Average : 0.2399 YTW SCENARIO |