| 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 | 0.2152 % | 2,220.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2152 % | 4,257.9 |
| Floater | 9.70 % | 10.01 % | 80,468 | 9.42 | 2 | 0.2152 % | 2,453.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3160 % | 3,536.4 |
| SplitShare | 4.70 % | 5.73 % | 32,721 | 1.10 | 4 | -0.3160 % | 4,223.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3160 % | 3,295.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0223 % | 2,914.6 |
| Perpetual-Discount | 5.91 % | 6.07 % | 59,490 | 13.77 | 31 | 0.0223 % | 3,178.2 |
| FixedReset Disc | 5.45 % | 6.63 % | 115,120 | 12.93 | 58 | -0.2415 % | 2,681.5 |
| Insurance Straight | 5.77 % | 5.85 % | 68,291 | 14.17 | 20 | -0.0139 % | 3,136.5 |
| FloatingReset | 8.29 % | 8.42 % | 34,751 | 10.82 | 2 | 0.1295 % | 2,771.3 |
| FixedReset Prem | 6.48 % | 5.60 % | 212,674 | 13.79 | 7 | -0.4953 % | 2,557.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2415 % | 2,741.1 |
| FixedReset Ins Non | 5.23 % | 5.86 % | 98,752 | 14.09 | 14 | -1.2666 % | 2,806.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -19.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 14.48 Evaluated at bid price : 14.48 Bid-YTW : 8.06 % |
| ENB.PF.G | FixedReset Disc | -8.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 8.22 % |
| CU.PR.F | Perpetual-Discount | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.07 % |
| SLF.PR.D | Insurance Straight | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 5.60 % |
| BIK.PR.A | FixedReset Prem | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 23.31 Evaluated at bid price : 25.35 Bid-YTW : 6.82 % |
| BN.PR.X | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.93 % |
| BIP.PR.E | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 22.44 Evaluated at bid price : 23.10 Bid-YTW : 6.48 % |
| IFC.PR.C | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.27 % |
| FFH.PR.G | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.42 % |
| PWF.PR.F | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 6.11 % |
| TD.PF.I | FixedReset Prem | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 23.53 Evaluated at bid price : 25.52 Bid-YTW : 5.78 % |
| SLF.PR.C | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 5.43 % |
| IFC.PR.E | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 22.47 Evaluated at bid price : 22.75 Bid-YTW : 5.82 % |
| BN.PF.C | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.21 % |
| PWF.PF.A | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.91 % |
| GWO.PR.G | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.85 % |
| CCS.PR.C | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.76 % |
| CU.PR.D | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.K | FixedReset Ins Non | 43,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 23.01 Evaluated at bid price : 24.36 Bid-YTW : 5.43 % |
| IFC.PR.G | FixedReset Ins Non | 30,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 22.78 Evaluated at bid price : 23.79 Bid-YTW : 5.86 % |
| ENB.PR.J | FixedReset Disc | 29,501 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 19.97 Evaluated at bid price : 19.97 Bid-YTW : 7.03 % |
| ENB.PR.D | FixedReset Disc | 28,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 7.25 % |
| MFC.PR.M | FixedReset Ins Non | 28,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 21.48 Evaluated at bid price : 21.79 Bid-YTW : 5.91 % |
| GWO.PR.R | Insurance Straight | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-09 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.77 % |
| There were 13 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: 14.48 – 19.64 Spot Rate : 5.1600 Average : 3.7985 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 16.21 – 17.98 Spot Rate : 1.7700 Average : 1.0542 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.75 – 17.93 Spot Rate : 1.1800 Average : 0.7868 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.70 – 19.68 Spot Rate : 0.9800 Average : 0.6400 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 23.10 – 24.00 Spot Rate : 0.9000 Average : 0.6898 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.96 – 20.57 Spot Rate : 0.6100 Average : 0.4327 YTW SCENARIO |