| 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 | -0.0430 % | 2,216.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0430 % | 4,250.5 |
| Floater | 10.09 % | 10.37 % | 77,184 | 9.16 | 2 | -0.0430 % | 2,449.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0309 % | 3,507.1 |
| SplitShare | 4.74 % | 5.91 % | 29,321 | 1.14 | 4 | -0.0309 % | 4,188.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0309 % | 3,267.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4208 % | 2,892.1 |
| Perpetual-Discount | 5.95 % | 6.09 % | 59,529 | 13.73 | 31 | 0.4208 % | 3,153.7 |
| FixedReset Disc | 5.45 % | 6.79 % | 128,985 | 12.69 | 60 | -0.1841 % | 2,670.9 |
| Insurance Straight | 5.80 % | 5.94 % | 69,254 | 13.90 | 21 | -0.4727 % | 3,123.8 |
| FloatingReset | 8.62 % | 8.60 % | 26,166 | 10.69 | 3 | 0.8528 % | 2,794.2 |
| FixedReset Prem | 6.69 % | 5.64 % | 223,097 | 12.12 | 5 | 0.5587 % | 2,576.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1841 % | 2,730.2 |
| FixedReset Ins Non | 5.20 % | 6.08 % | 104,940 | 13.81 | 14 | 0.0410 % | 2,826.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -7.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.79 % |
| IFC.PR.K | Insurance Straight | -6.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.13 % |
| BN.PF.E | FixedReset Disc | -5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.89 % |
| SLF.PR.C | Insurance Straight | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.66 % |
| GWO.PR.T | Insurance Straight | -3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.18 % |
| BN.PF.J | FixedReset Disc | -3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 22.71 Evaluated at bid price : 23.55 Bid-YTW : 6.58 % |
| BN.PR.R | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.63 % |
| ENB.PR.F | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.49 % |
| ENB.PR.D | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.46 % |
| RY.PR.M | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 22.91 Evaluated at bid price : 23.40 Bid-YTW : 5.76 % |
| BN.PR.T | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.61 % |
| MFC.PR.I | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 23.18 Evaluated at bid price : 24.50 Bid-YTW : 5.93 % |
| PVS.PR.K | SplitShare | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.51 Bid-YTW : 5.91 % |
| FFH.PR.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.28 % |
| TD.PF.I | FixedReset Prem | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 5.32 % |
| MFC.PR.L | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 22.40 Evaluated at bid price : 23.20 Bid-YTW : 5.70 % |
| MFC.PR.C | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.54 % |
| SLF.PR.J | FloatingReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 8.60 % |
| PWF.PR.E | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 6.17 % |
| MFC.PR.K | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 23.04 Evaluated at bid price : 24.45 Bid-YTW : 5.53 % |
| FTS.PR.H | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 7.05 % |
| PWF.PR.S | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 6.04 % |
| SLF.PR.E | Insurance Straight | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.47 % |
| MFC.PR.Q | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 23.23 Evaluated at bid price : 24.90 Bid-YTW : 5.57 % |
| CU.PR.F | Perpetual-Discount | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.90 % |
| ENB.PF.G | FixedReset Disc | 4.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.L | FixedReset Ins Non | 329,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 22.40 Evaluated at bid price : 23.20 Bid-YTW : 5.70 % |
| ENB.PR.D | FixedReset Disc | 126,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.46 % |
| ENB.PF.E | FixedReset Disc | 78,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 7.70 % |
| FTS.PR.M | FixedReset Disc | 46,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.71 % |
| NA.PR.S | FixedReset Disc | 41,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 23.11 Evaluated at bid price : 24.80 Bid-YTW : 5.61 % |
| NA.PR.G | FixedReset Prem | 27,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-27 Maturity Price : 23.47 Evaluated at bid price : 25.80 Bid-YTW : 5.84 % |
| There were 16 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: 18.00 – 21.00 Spot Rate : 3.0000 Average : 2.0692 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 21.75 – 23.70 Spot Rate : 1.9500 Average : 1.2928 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.50 – 20.75 Spot Rate : 1.2500 Average : 0.7820 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 17.50 – 18.65 Spot Rate : 1.1500 Average : 0.6960 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 20.00 – 21.10 Spot Rate : 1.1000 Average : 0.6477 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 23.55 – 24.84 Spot Rate : 1.2900 Average : 0.8859 YTW SCENARIO |