| 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 | 0.2160 % | 2,212.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2160 % | 4,243.2 |
| Floater | 10.11 % | 10.42 % | 32,911 | 9.12 | 2 | 0.2160 % | 2,445.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8736 % | 3,549.0 |
| SplitShare | 4.69 % | 5.22 % | 30,328 | 1.13 | 4 | 0.8736 % | 4,238.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8736 % | 3,306.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0869 % | 2,892.7 |
| Perpetual-Discount | 5.95 % | 6.08 % | 58,750 | 13.73 | 31 | 0.0869 % | 3,154.4 |
| FixedReset Disc | 5.42 % | 6.79 % | 122,894 | 12.68 | 60 | 0.2964 % | 2,684.0 |
| Insurance Straight | 5.77 % | 5.88 % | 69,417 | 14.00 | 21 | 0.7110 % | 3,137.4 |
| FloatingReset | 8.68 % | 8.71 % | 26,633 | 10.74 | 3 | 0.1740 % | 2,775.3 |
| FixedReset Prem | 6.67 % | 5.66 % | 223,602 | 3.83 | 5 | 0.1387 % | 2,584.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2964 % | 2,743.6 |
| FixedReset Ins Non | 5.17 % | 6.02 % | 99,704 | 13.88 | 14 | 0.0782 % | 2,840.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.Z | FixedReset Disc | -4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.20 % |
| PWF.PR.R | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.32 % |
| MFC.PR.F | FixedReset Ins Non | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.68 % |
| PWF.PR.F | Perpetual-Discount | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 6.16 % |
| BN.PF.C | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.26 % |
| BN.PR.M | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 6.23 % |
| ENB.PF.K | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 22.91 Evaluated at bid price : 24.00 Bid-YTW : 6.41 % |
| GWO.PR.Y | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.88 % |
| BIK.PR.A | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-04-01 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 6.87 % |
| CU.PR.F | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 5.83 % |
| IFC.PR.A | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.24 % |
| CCS.PR.C | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.87 % |
| PVS.PR.K | SplitShare | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 5.08 % |
| SLF.PR.C | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.42 % |
| FFH.PR.K | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 22.01 Evaluated at bid price : 22.30 Bid-YTW : 7.08 % |
| PWF.PR.S | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.05 % |
| ENB.PF.C | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 7.70 % |
| FFH.PR.I | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.40 % |
| PVS.PR.J | SplitShare | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 5.66 % |
| PWF.PR.P | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 7.26 % |
| GWO.PR.Q | Insurance Straight | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.40 Evaluated at bid price : 21.67 Bid-YTW : 6.04 % |
| CU.PR.J | Perpetual-Discount | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.82 % |
| BN.PF.E | FixedReset Disc | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.49 % |
| BN.PF.B | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.36 Evaluated at bid price : 21.66 Bid-YTW : 6.79 % |
| BIP.PR.A | FixedReset Disc | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.68 Evaluated at bid price : 22.10 Bid-YTW : 7.30 % |
| IFC.PR.K | Insurance Straight | 5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 22.61 Evaluated at bid price : 22.90 Bid-YTW : 5.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.R | FixedReset Disc | 249,515 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.63 % |
| BN.PF.A | FixedReset Disc | 103,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 22.96 Evaluated at bid price : 24.26 Bid-YTW : 6.36 % |
| FTS.PR.H | FixedReset Disc | 52,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 7.08 % |
| GWO.PR.T | Insurance Straight | 46,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 21.82 Evaluated at bid price : 21.82 Bid-YTW : 6.01 % |
| PWF.PR.S | Perpetual-Discount | 39,158 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.05 % |
| GWO.PR.M | Insurance Straight | 30,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-29 Maturity Price : 23.96 Evaluated at bid price : 24.21 Bid-YTW : 6.09 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.Y | Insurance Straight | Quote: 19.50 – 22.25 Spot Rate : 2.7500 Average : 1.7584 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 21.20 – 22.39 Spot Rate : 1.1900 Average : 0.7650 YTW SCENARIO |
| BN.PF.C | Perpetual-Discount | Quote: 19.75 – 20.99 Spot Rate : 1.2400 Average : 0.8281 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 22.00 – 22.90 Spot Rate : 0.9000 Average : 0.6299 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 15.20 – 15.79 Spot Rate : 0.5900 Average : 0.3654 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 15.50 – 16.90 Spot Rate : 1.4000 Average : 1.2233 YTW SCENARIO |