| 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 | 0.7372 % | 2,215.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7372 % | 4,248.7 |
| Floater | 9.72 % | 10.01 % | 79,384 | 9.42 | 2 | 0.7372 % | 2,448.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4060 % | 3,547.6 |
| SplitShare | 4.69 % | 5.28 % | 32,939 | 1.11 | 4 | -0.4060 % | 4,236.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4060 % | 3,305.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0847 % | 2,914.0 |
| Perpetual-Discount | 5.91 % | 6.05 % | 58,681 | 13.78 | 31 | 0.0847 % | 3,177.5 |
| FixedReset Disc | 5.43 % | 6.79 % | 114,099 | 12.68 | 58 | -0.0024 % | 2,688.0 |
| Insurance Straight | 5.77 % | 5.86 % | 68,312 | 14.15 | 20 | 0.3857 % | 3,136.9 |
| FloatingReset | 8.37 % | 8.47 % | 35,059 | 10.77 | 2 | 0.4162 % | 2,767.8 |
| FixedReset Prem | 6.44 % | 5.72 % | 210,042 | 13.39 | 7 | -0.1556 % | 2,570.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0024 % | 2,747.7 |
| FixedReset Ins Non | 5.17 % | 6.04 % | 102,691 | 13.83 | 14 | 0.5085 % | 2,842.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 7.10 % |
| CU.PR.D | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.03 % |
| BN.PR.R | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 7.62 % |
| BN.PR.T | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.74 % |
| GWO.PR.M | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 6.08 % |
| FTS.PR.H | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 7.15 % |
| MFC.PR.N | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 21.41 Evaluated at bid price : 21.71 Bid-YTW : 6.04 % |
| PWF.PR.K | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.14 % |
| PVS.PR.K | SplitShare | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 5.44 % |
| FFH.PR.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 7.45 % |
| FTS.PR.K | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.28 % |
| BN.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 11.63 Evaluated at bid price : 11.63 Bid-YTW : 10.01 % |
| POW.PR.C | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 24.16 Evaluated at bid price : 24.41 Bid-YTW : 6.03 % |
| PWF.PR.E | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 6.08 % |
| GWO.PR.Q | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 21.48 Evaluated at bid price : 21.74 Bid-YTW : 5.92 % |
| BN.PR.X | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 7.03 % |
| SLF.PR.E | Insurance Straight | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.42 % |
| IFC.PR.E | Insurance Straight | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 22.70 Evaluated at bid price : 22.98 Bid-YTW : 5.76 % |
| SLF.PR.C | Insurance Straight | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.37 % |
| GWO.PR.T | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.94 % |
| BN.PF.E | FixedReset Disc | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.57 % |
| SLF.PR.H | FixedReset Ins Non | 12.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.M | Insurance Straight | 127,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 6.08 % |
| BMO.PR.E | FixedReset Prem | 116,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 23.48 Evaluated at bid price : 25.82 Bid-YTW : 5.72 % |
| BN.PR.R | FixedReset Disc | 94,689 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 7.62 % |
| ENB.PR.Y | FixedReset Disc | 58,216 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 7.46 % |
| NA.PR.S | FixedReset Disc | 58,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 23.19 Evaluated at bid price : 25.03 Bid-YTW : 5.58 % |
| IFC.PR.C | FixedReset Ins Non | 57,332 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-06 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.37 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.I | FixedReset Disc | Quote: 23.10 – 24.00 Spot Rate : 0.9000 Average : 0.6441 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.50 – 21.19 Spot Rate : 0.6900 Average : 0.4384 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.31 – 14.93 Spot Rate : 0.6200 Average : 0.4083 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 24.20 – 24.78 Spot Rate : 0.5800 Average : 0.3793 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 21.05 – 22.05 Spot Rate : 1.0000 Average : 0.7996 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 23.85 – 24.44 Spot Rate : 0.5900 Average : 0.3898 YTW SCENARIO |