| 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 | -0.3002 % | 2,217.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3002 % | 4,252.4 |
| Floater | 10.09 % | 10.36 % | 75,592 | 9.17 | 2 | -0.3002 % | 2,450.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4106 % | 3,508.2 |
| SplitShare | 4.74 % | 5.66 % | 29,357 | 1.14 | 4 | -0.4106 % | 4,189.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4106 % | 3,268.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1189 % | 2,880.0 |
| Perpetual-Discount | 5.98 % | 6.12 % | 59,965 | 13.69 | 31 | 0.1189 % | 3,140.5 |
| FixedReset Disc | 5.41 % | 6.76 % | 134,728 | 12.68 | 61 | 0.2195 % | 2,675.8 |
| Insurance Straight | 5.77 % | 5.94 % | 71,459 | 13.91 | 21 | 0.4283 % | 3,138.6 |
| FloatingReset | 8.70 % | 8.72 % | 24,538 | 10.58 | 3 | 0.0697 % | 2,770.5 |
| FixedReset Prem | 6.73 % | 5.78 % | 225,436 | 12.09 | 5 | -0.0543 % | 2,562.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2195 % | 2,735.2 |
| FixedReset Ins Non | 5.20 % | 6.09 % | 105,718 | 13.94 | 14 | 0.4254 % | 2,825.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PF.G | FixedReset Disc | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 8.04 % |
| CU.PR.F | Perpetual-Discount | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.05 % |
| PVS.PR.J | SplitShare | -1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.55 Bid-YTW : 6.26 % |
| NA.PR.G | FixedReset Prem | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 23.47 Evaluated at bid price : 25.80 Bid-YTW : 5.84 % |
| PWF.PR.E | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 21.94 Evaluated at bid price : 22.17 Bid-YTW : 6.27 % |
| BN.PF.I | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 22.78 Evaluated at bid price : 23.50 Bid-YTW : 7.07 % |
| ENB.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 7.07 % |
| ENB.PR.N | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 21.63 Evaluated at bid price : 21.94 Bid-YTW : 6.79 % |
| CU.PR.I | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 23.67 Evaluated at bid price : 24.12 Bid-YTW : 6.72 % |
| FFH.PR.M | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 23.77 Evaluated at bid price : 24.42 Bid-YTW : 7.12 % |
| MFC.PR.N | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.09 % |
| CCS.PR.C | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 6.03 % |
| BN.PF.C | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.18 % |
| FFH.PR.G | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 7.42 % |
| GWO.PR.M | Insurance Straight | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 24.13 Evaluated at bid price : 24.38 Bid-YTW : 6.05 % |
| FFH.PR.I | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.44 % |
| SLF.PR.C | Insurance Straight | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.43 % |
| PWF.PR.T | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 22.04 Evaluated at bid price : 22.55 Bid-YTW : 6.05 % |
| BN.PR.R | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.50 % |
| IFC.PR.A | FixedReset Ins Non | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.31 % |
| CU.PR.G | Perpetual-Discount | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 5.92 % |
| BN.PF.F | FixedReset Disc | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 7.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 139,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 6.11 % |
| FTS.PR.H | FixedReset Disc | 89,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 7.17 % |
| ENB.PR.T | FixedReset Disc | 43,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 7.07 % |
| MFC.PR.K | FixedReset Ins Non | 43,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 22.88 Evaluated at bid price : 24.07 Bid-YTW : 5.64 % |
| ENB.PR.P | FixedReset Disc | 43,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 7.17 % |
| ENB.PR.Y | FixedReset Disc | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-26 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 7.49 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.G | FixedReset Disc | Quote: 15.80 – 19.35 Spot Rate : 3.5500 Average : 2.8042 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 22.25 – 23.60 Spot Rate : 1.3500 Average : 0.9128 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.00 – 23.10 Spot Rate : 2.1000 Average : 1.7038 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 20.00 – 20.99 Spot Rate : 0.9900 Average : 0.6296 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 22.50 – 23.47 Spot Rate : 0.9700 Average : 0.6925 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 17.01 – 18.00 Spot Rate : 0.9900 Average : 0.7396 YTW SCENARIO |