| 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 | 1.4802 % | 2,222.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4802 % | 4,263.4 |
| Floater | 10.06 % | 10.28 % | 76,391 | 9.26 | 2 | 1.4802 % | 2,457.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2236 % | 3,549.4 |
| SplitShare | 4.69 % | 6.01 % | 31,167 | 1.16 | 4 | -0.2236 % | 4,238.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2236 % | 3,307.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0731 % | 2,844.3 |
| Perpetual-Discount | 6.05 % | 6.17 % | 57,038 | 13.62 | 31 | 0.0731 % | 3,101.6 |
| FixedReset Disc | 5.45 % | 6.88 % | 138,392 | 12.49 | 62 | -0.0808 % | 2,639.8 |
| Insurance Straight | 5.87 % | 6.01 % | 63,247 | 13.82 | 21 | 0.0940 % | 3,086.5 |
| FloatingReset | 8.85 % | 8.82 % | 25,878 | 10.50 | 3 | 0.9743 % | 2,748.3 |
| FixedReset Prem | 6.69 % | 5.71 % | 245,610 | 12.07 | 5 | 0.5435 % | 2,574.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0808 % | 2,698.4 |
| FixedReset Ins Non | 5.37 % | 6.41 % | 107,357 | 13.38 | 14 | -0.0705 % | 2,734.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.43 % |
| BIP.PR.B | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 23.84 Evaluated at bid price : 24.25 Bid-YTW : 7.69 % |
| PWF.PR.K | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.24 % |
| ENB.PF.G | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 8.09 % |
| SLF.PR.C | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.65 % |
| BN.PF.D | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 6.40 % |
| CU.PR.D | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.10 % |
| MFC.PR.Q | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 22.60 Evaluated at bid price : 23.45 Bid-YTW : 6.13 % |
| GWO.PR.G | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.72 Evaluated at bid price : 21.97 Bid-YTW : 6.00 % |
| ENB.PR.N | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.04 % |
| ENB.PR.H | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 7.07 % |
| ENB.PR.P | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.45 % |
| PWF.PR.G | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 23.37 Evaluated at bid price : 23.66 Bid-YTW : 6.29 % |
| ENB.PR.T | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 7.27 % |
| ENB.PR.J | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.46 % |
| BN.PR.T | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.74 % |
| ENB.PF.C | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 8.03 % |
| TD.PF.I | FixedReset Prem | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.84 Bid-YTW : 5.28 % |
| MFC.PR.F | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.82 % |
| IFC.PR.F | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 22.11 Evaluated at bid price : 22.36 Bid-YTW : 6.01 % |
| FFH.PR.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 7.63 % |
| FFH.PR.G | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 7.75 % |
| PWF.PR.F | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.17 % |
| ENB.PR.A | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.12 % |
| FFH.PR.K | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.55 Evaluated at bid price : 21.94 Bid-YTW : 7.24 % |
| FFH.PR.I | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.70 % |
| MIC.PR.A | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 6.75 % |
| BN.PR.B | Floater | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 10.28 % |
| FFH.PR.D | FloatingReset | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.80 Evaluated at bid price : 21.80 Bid-YTW : 8.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.N | FixedReset Disc | 124,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.04 % |
| ENB.PR.D | FixedReset Disc | 65,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 7.58 % |
| FTS.PR.G | FixedReset Disc | 57,459 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 21.41 Evaluated at bid price : 21.74 Bid-YTW : 6.38 % |
| CM.PR.S | FixedReset Disc | 51,099 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 24.95 Evaluated at bid price : 24.95 Bid-YTW : 5.64 % |
| FTS.PR.M | FixedReset Disc | 49,069 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 7.04 % |
| ENB.PR.F | FixedReset Disc | 48,601 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-15 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.64 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 14.67 – 20.35 Spot Rate : 5.6800 Average : 4.2385 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.19 – 15.65 Spot Rate : 1.4600 Average : 0.9502 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 24.94 – 25.94 Spot Rate : 1.0000 Average : 0.5537 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 23.75 – 24.95 Spot Rate : 1.2000 Average : 0.8155 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 23.87 – 24.95 Spot Rate : 1.0800 Average : 0.7223 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 16.45 – 17.40 Spot Rate : 0.9500 Average : 0.6734 YTW SCENARIO |