| 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 | -1.6738 % | 2,184.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6738 % | 4,190.2 |
| Floater | 9.85 % | 9.92 % | 40,399 | 9.68 | 2 | -1.6738 % | 2,414.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0305 % | 3,550.5 |
| SplitShare | 4.68 % | 5.60 % | 33,375 | 1.09 | 4 | -0.0305 % | 4,240.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0305 % | 3,308.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1538 % | 2,922.9 |
| Perpetual-Discount | 5.89 % | 6.01 % | 57,634 | 13.84 | 31 | -0.1538 % | 3,187.3 |
| FixedReset Disc | 5.46 % | 6.54 % | 110,705 | 13.02 | 58 | 0.1795 % | 2,674.5 |
| Insurance Straight | 5.77 % | 5.84 % | 66,113 | 14.21 | 20 | -0.2703 % | 3,134.4 |
| FloatingReset | 8.24 % | 8.18 % | 32,147 | 11.24 | 2 | -0.3604 % | 2,775.6 |
| FixedReset Prem | 6.45 % | 5.52 % | 217,035 | 13.60 | 7 | 0.0390 % | 2,568.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1795 % | 2,733.8 |
| FixedReset Ins Non | 5.17 % | 5.89 % | 96,553 | 14.11 | 14 | -0.0781 % | 2,840.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.D | Perpetual-Discount | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.03 % |
| GWO.PR.Q | Insurance Straight | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.03 % |
| GWO.PR.G | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.91 % |
| ENB.PR.A | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 22.40 Evaluated at bid price : 22.66 Bid-YTW : 6.12 % |
| BN.PR.M | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.21 % |
| BN.PR.K | Floater | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 11.46 Evaluated at bid price : 11.46 Bid-YTW : 9.92 % |
| FFH.PR.I | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.22 % |
| IFC.PR.I | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 23.04 Evaluated at bid price : 23.50 Bid-YTW : 5.74 % |
| BN.PF.J | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 22.70 Evaluated at bid price : 23.52 Bid-YTW : 6.29 % |
| FFH.PR.C | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.79 Evaluated at bid price : 22.24 Bid-YTW : 6.62 % |
| PWF.PR.K | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.96 % |
| IFC.PR.A | FixedReset Ins Non | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 5.93 % |
| FFH.PR.D | FloatingReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 22.00 Evaluated at bid price : 22.26 Bid-YTW : 8.18 % |
| BN.PF.B | FixedReset Disc | 6.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.35 Evaluated at bid price : 21.64 Bid-YTW : 6.49 % |
| ENB.PF.G | FixedReset Disc | 8.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 7.49 % |
| BN.PF.G | FixedReset Disc | 20.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| POW.PR.D | Perpetual-Discount | 133,040 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.00 % |
| TD.PF.C | FixedReset Disc | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 23.16 Evaluated at bid price : 24.01 Bid-YTW : 5.19 % |
| BMO.PR.E | FixedReset Prem | 99,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 23.49 Evaluated at bid price : 25.85 Bid-YTW : 5.53 % |
| NA.PR.W | FixedReset Disc | 93,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 22.26 Evaluated at bid price : 23.01 Bid-YTW : 5.41 % |
| RY.PR.S | FixedReset Prem | 62,766 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 23.30 Evaluated at bid price : 25.30 Bid-YTW : 5.21 % |
| GWO.PR.M | Insurance Straight | 57,317 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-13 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 6.02 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 21.00 – 22.50 Spot Rate : 1.5000 Average : 1.0005 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.66 – 21.99 Spot Rate : 1.3300 Average : 0.9295 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.77 – 20.69 Spot Rate : 0.9200 Average : 0.5769 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 20.20 – 21.00 Spot Rate : 0.8000 Average : 0.4578 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.50 – 22.75 Spot Rate : 1.2500 Average : 0.9427 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.64 – 23.49 Spot Rate : 0.8500 Average : 0.6139 YTW SCENARIO |