| 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 | 0.1720 % | 2,221.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1720 % | 4,261.5 |
| Floater | 9.69 % | 10.01 % | 81,690 | 9.41 | 2 | 0.1720 % | 2,455.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3987 % | 3,551.6 |
| SplitShare | 4.68 % | 5.55 % | 37,463 | 1.09 | 4 | 0.3987 % | 4,241.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3987 % | 3,309.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3651 % | 2,927.4 |
| Perpetual-Discount | 5.88 % | 6.05 % | 57,786 | 13.79 | 31 | 0.3651 % | 3,192.2 |
| FixedReset Disc | 5.47 % | 6.63 % | 111,847 | 12.92 | 58 | 0.2323 % | 2,669.7 |
| Insurance Straight | 5.76 % | 5.84 % | 65,372 | 14.18 | 20 | 0.4968 % | 3,142.9 |
| FloatingReset | 8.25 % | 8.41 % | 31,049 | 10.83 | 2 | 0.2581 % | 2,785.7 |
| FixedReset Prem | 6.45 % | 5.54 % | 204,260 | 13.56 | 7 | 0.0725 % | 2,567.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2323 % | 2,728.9 |
| FixedReset Ins Non | 5.17 % | 5.94 % | 97,514 | 14.03 | 14 | 0.5532 % | 2,842.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.B | FixedReset Disc | -5.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.00 % |
| BN.PF.I | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 22.09 Evaluated at bid price : 22.40 Bid-YTW : 7.31 % |
| FTS.PR.J | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 5.72 % |
| SLF.PR.C | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 5.41 % |
| SLF.PR.E | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.41 % |
| POW.PR.A | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 6.02 % |
| PVS.PR.K | SplitShare | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 5.12 % |
| PWF.PR.L | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 6.06 % |
| BN.PR.X | FixedReset Disc | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 6.97 % |
| PWF.PR.R | Perpetual-Discount | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 22.67 Evaluated at bid price : 22.91 Bid-YTW : 6.08 % |
| MFC.PR.B | Insurance Straight | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 5.68 % |
| BN.PF.E | FixedReset Disc | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.33 % |
| SLF.PR.H | FixedReset Ins Non | 8.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.03 % |
| BIP.PR.A | FixedReset Disc | 12.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 7.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Disc | 98,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 22.23 Evaluated at bid price : 22.96 Bid-YTW : 5.48 % |
| PWF.PR.O | Perpetual-Discount | 46,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 23.73 Evaluated at bid price : 24.04 Bid-YTW : 6.11 % |
| TD.PF.D | FixedReset Disc | 34,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 23.38 Evaluated at bid price : 23.97 Bid-YTW : 5.72 % |
| IFC.PR.C | FixedReset Ins Non | 26,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 6.21 % |
| RY.PR.M | FixedReset Disc | 24,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 23.20 Evaluated at bid price : 23.70 Bid-YTW : 5.54 % |
| BN.PF.F | FixedReset Disc | 22,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-12 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 6.93 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.B | FixedReset Disc | Quote: 20.70 – 22.22 Spot Rate : 1.5200 Average : 0.9019 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 22.40 – 24.00 Spot Rate : 1.6000 Average : 1.2528 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 15.80 – 19.00 Spot Rate : 3.2000 Average : 2.8947 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 21.06 – 21.80 Spot Rate : 0.7400 Average : 0.4795 YTW SCENARIO |
| ENB.PR.A | Perpetual-Discount | Quote: 22.91 – 23.69 Spot Rate : 0.7800 Average : 0.5414 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 24.44 – 24.85 Spot Rate : 0.4100 Average : 0.2618 YTW SCENARIO |