| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -0.7745 % | 2,199.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7745 % | 4,217.6 |
| Floater | 9.79 % | 10.07 % | 36,977 | 9.37 | 2 | -0.7745 % | 2,430.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0406 % | 3,562.1 |
| SplitShare | 4.67 % | 5.34 % | 30,615 | 1.11 | 4 | 0.0406 % | 4,253.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0406 % | 3,319.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5020 % | 2,911.5 |
| Perpetual-Discount | 5.91 % | 6.07 % | 60,331 | 13.78 | 31 | 0.5020 % | 3,174.8 |
| FixedReset Disc | 5.43 % | 6.78 % | 115,214 | 12.71 | 58 | -0.1044 % | 2,688.1 |
| Insurance Straight | 5.79 % | 5.86 % | 68,027 | 14.12 | 20 | 0.4575 % | 3,124.9 |
| FloatingReset | 8.40 % | 8.47 % | 36,229 | 10.78 | 2 | -0.7231 % | 2,756.3 |
| FixedReset Prem | 6.43 % | 5.68 % | 212,896 | 13.40 | 7 | -0.0167 % | 2,574.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1044 % | 2,747.8 |
| FixedReset Ins Non | 5.19 % | 6.02 % | 103,097 | 13.85 | 14 | -0.4992 % | 2,828.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | -6.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.03 % |
| SLF.PR.H | FixedReset Ins Non | -5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.56 % |
| GWO.PR.T | Insurance Straight | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.07 % |
| MFC.PR.K | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 22.88 Evaluated at bid price : 24.06 Bid-YTW : 5.67 % |
| NA.PR.E | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 23.08 Evaluated at bid price : 24.46 Bid-YTW : 5.74 % |
| MFC.PR.M | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.45 Evaluated at bid price : 21.75 Bid-YTW : 6.13 % |
| POW.PR.C | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 6.11 % |
| FFH.PR.G | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.58 % |
| BN.PR.B | Floater | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 10.13 % |
| PWF.PR.Z | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 6.05 % |
| IFC.PR.F | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.86 % |
| PWF.PR.F | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 6.02 % |
| ENB.PR.N | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.71 Evaluated at bid price : 22.05 Bid-YTW : 6.78 % |
| SLF.PR.C | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.49 % |
| SLF.PR.D | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.48 % |
| BN.PF.J | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 22.94 Evaluated at bid price : 24.01 Bid-YTW : 6.46 % |
| SLF.PR.E | Insurance Straight | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.51 % |
| PWF.PR.R | Perpetual-Discount | 4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 6.08 % |
| PWF.PR.L | Perpetual-Discount | 10.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 104,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 6.94 % |
| ENB.PR.B | FixedReset Disc | 56,512 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.55 % |
| FTS.PR.M | FixedReset Disc | 54,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 6.69 % |
| CU.PR.J | Perpetual-Discount | 46,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.87 % |
| ENB.PR.T | FixedReset Disc | 42,703 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 7.10 % |
| SLF.PR.D | Insurance Straight | 38,847 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-05 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.48 % |
| There were 24 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: 16.00 – 19.64 Spot Rate : 3.6400 Average : 3.0355 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.50 – 24.76 Spot Rate : 2.2600 Average : 1.6578 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 17.30 – 18.50 Spot Rate : 1.2000 Average : 0.7220 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 21.05 – 22.05 Spot Rate : 1.0000 Average : 0.5799 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 20.34 – 21.98 Spot Rate : 1.6400 Average : 1.3077 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.26 – 21.90 Spot Rate : 0.6400 Average : 0.3696 YTW SCENARIO |