| 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 | -0.0858 % | 2,221.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0858 % | 4,261.5 |
| Floater | 10.06 % | 10.29 % | 31,340 | 9.24 | 2 | -0.0858 % | 2,455.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7740 % | 3,578.0 |
| SplitShare | 4.65 % | 5.61 % | 29,901 | 1.15 | 4 | 0.7740 % | 4,272.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7740 % | 3,333.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5834 % | 2,858.0 |
| Perpetual-Discount | 6.02 % | 6.15 % | 56,612 | 13.66 | 31 | 0.5834 % | 3,116.5 |
| FixedReset Disc | 5.41 % | 6.84 % | 136,278 | 12.57 | 62 | 0.4685 % | 2,655.9 |
| Insurance Straight | 5.85 % | 5.99 % | 66,268 | 13.85 | 21 | 0.4887 % | 3,093.1 |
| FloatingReset | 8.75 % | 8.74 % | 24,676 | 10.57 | 3 | 0.1576 % | 2,757.5 |
| FixedReset Prem | 6.72 % | 5.74 % | 233,858 | 12.07 | 5 | -0.0078 % | 2,564.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4685 % | 2,714.9 |
| FixedReset Ins Non | 5.24 % | 6.25 % | 101,508 | 13.54 | 14 | 1.7435 % | 2,805.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.C | Perpetual-Discount | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 6.28 % |
| MFC.PR.F | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.58 % |
| TD.PF.I | FixedReset Prem | -1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 5.74 % |
| BN.PF.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 22.63 Evaluated at bid price : 23.55 Bid-YTW : 6.60 % |
| NA.PR.S | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 23.17 Evaluated at bid price : 24.98 Bid-YTW : 5.58 % |
| BN.PF.J | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 22.81 Evaluated at bid price : 23.75 Bid-YTW : 6.54 % |
| CCS.PR.C | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.13 % |
| BN.PF.F | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 7.40 % |
| CU.PR.G | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.02 % |
| BN.PF.G | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.78 % |
| BN.PR.X | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.34 % |
| CU.PR.C | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 6.66 % |
| ENB.PF.G | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.97 % |
| PVS.PR.J | SplitShare | 2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.34 % |
| IFC.PR.K | Insurance Straight | 4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 22.36 Evaluated at bid price : 22.75 Bid-YTW : 5.85 % |
| BN.PF.E | FixedReset Disc | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.56 % |
| CU.PR.J | Perpetual-Discount | 13.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.89 % |
| SLF.PR.H | FixedReset Ins Non | 33.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 457,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 23.92 Evaluated at bid price : 24.96 Bid-YTW : 5.23 % |
| BN.PF.D | Perpetual-Discount | 114,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.33 % |
| MFC.PR.N | FixedReset Ins Non | 50,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.25 % |
| GWO.PR.S | Insurance Straight | 47,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.10 % |
| PWF.PR.H | Perpetual-Discount | 46,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 6.21 % |
| GWO.PR.Y | Insurance Straight | 32,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-19 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.94 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIK.PR.A | FixedReset Prem | Quote: 25.50 – 26.50 Spot Rate : 1.0000 Average : 0.6240 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 24.30 – 25.20 Spot Rate : 0.9000 Average : 0.5289 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.20 – 15.65 Spot Rate : 1.4500 Average : 1.1492 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 21.85 – 23.39 Spot Rate : 1.5400 Average : 1.2769 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 23.30 – 23.75 Spot Rate : 0.4500 Average : 0.2885 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 20.19 – 20.64 Spot Rate : 0.4500 Average : 0.2922 YTW SCENARIO |