| 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 | 0.0429 % | 2,223.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0429 % | 4,265.2 |
| Floater | 10.06 % | 10.30 % | 29,019 | 9.24 | 2 | 0.0429 % | 2,458.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0306 % | 3,550.5 |
| SplitShare | 4.68 % | 6.04 % | 30,844 | 1.15 | 4 | 0.0306 % | 4,240.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0306 % | 3,308.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1035 % | 2,841.4 |
| Perpetual-Discount | 6.06 % | 6.16 % | 54,840 | 13.63 | 31 | -0.1035 % | 3,098.4 |
| FixedReset Disc | 5.44 % | 6.89 % | 143,703 | 12.53 | 62 | 0.1427 % | 2,643.5 |
| Insurance Straight | 5.88 % | 6.04 % | 62,688 | 13.80 | 21 | -0.2750 % | 3,078.0 |
| FloatingReset | 8.83 % | 8.78 % | 24,843 | 10.54 | 3 | 0.1754 % | 2,753.2 |
| FixedReset Prem | 6.72 % | 5.73 % | 237,513 | 12.06 | 5 | -0.3861 % | 2,564.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1427 % | 2,702.2 |
| FixedReset Ins Non | 5.33 % | 6.27 % | 105,674 | 13.47 | 14 | 0.8260 % | 2,757.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Discount | -9.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.67 % |
| IFC.PR.I | Insurance Straight | -5.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 6.27 % |
| IFC.PR.K | Insurance Straight | -4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.12 % |
| BN.PF.G | FixedReset Disc | -3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.94 % |
| TD.PF.E | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 23.06 Evaluated at bid price : 23.56 Bid-YTW : 6.06 % |
| FTS.PR.J | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.00 % |
| CU.PR.H | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.34 Evaluated at bid price : 21.61 Bid-YTW : 6.09 % |
| MFC.PR.L | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 22.11 Evaluated at bid price : 22.70 Bid-YTW : 6.00 % |
| ENB.PF.C | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.94 % |
| BN.PF.J | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 22.66 Evaluated at bid price : 23.47 Bid-YTW : 6.64 % |
| IFC.PR.C | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.54 % |
| RY.PR.N | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.07 % |
| BN.PR.Z | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 7.14 % |
| PWF.PR.K | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.15 % |
| CU.PR.D | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.02 % |
| SLF.PR.C | Insurance Straight | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 5.57 % |
| MFC.PR.Q | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 22.79 Evaluated at bid price : 23.82 Bid-YTW : 6.02 % |
| ENB.PR.B | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 7.77 % |
| GWO.PR.Q | Insurance Straight | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.09 % |
| MFC.PR.N | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 6.27 % |
| ENB.PF.E | FixedReset Disc | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.86 % |
| MFC.PR.F | FixedReset Ins Non | 4.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 230,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 23.95 Evaluated at bid price : 24.96 Bid-YTW : 5.26 % |
| BN.PR.N | Perpetual-Discount | 75,030 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.23 % |
| SLF.PR.G | FixedReset Ins Non | 70,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 6.70 % |
| FTS.PR.M | FixedReset Disc | 68,999 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.98 % |
| FTS.PR.K | FixedReset Disc | 54,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.67 % |
| BIP.PR.E | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-16 Maturity Price : 22.54 Evaluated at bid price : 23.30 Bid-YTW : 6.73 % |
| There were 20 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 – 20.30 Spot Rate : 2.4000 Average : 1.4626 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 21.85 – 23.45 Spot Rate : 1.6000 Average : 0.9884 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 14.67 – 19.99 Spot Rate : 5.3200 Average : 4.8041 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 21.75 – 23.70 Spot Rate : 1.9500 Average : 1.4462 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 18.20 – 19.23 Spot Rate : 1.0300 Average : 0.6555 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.65 – 22.50 Spot Rate : 0.8500 Average : 0.5643 YTW SCENARIO |