| 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 | -1.0912 % | 2,160.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0912 % | 4,144.5 |
| Floater | 9.96 % | 9.94 % | 82,010 | 9.66 | 2 | -1.0912 % | 2,388.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,550.5 |
| SplitShare | 4.68 % | 5.60 % | 35,094 | 1.08 | 4 | 0.0000 % | 4,240.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,308.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3199 % | 2,932.2 |
| Perpetual-Discount | 5.87 % | 6.02 % | 57,282 | 13.80 | 31 | 0.3199 % | 3,197.5 |
| FixedReset Disc | 5.45 % | 6.60 % | 111,102 | 13.05 | 58 | 0.1344 % | 2,678.1 |
| Insurance Straight | 5.75 % | 5.80 % | 65,372 | 14.22 | 20 | 0.3637 % | 3,145.8 |
| FloatingReset | 8.25 % | 8.25 % | 32,696 | 11.17 | 2 | -0.1550 % | 2,771.3 |
| FixedReset Prem | 6.45 % | 5.52 % | 220,923 | 13.57 | 7 | -0.0056 % | 2,568.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1344 % | 2,737.5 |
| FixedReset Ins Non | 5.17 % | 5.91 % | 95,541 | 14.12 | 14 | 0.1054 % | 2,843.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.K | Floater | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 11.21 Evaluated at bid price : 11.21 Bid-YTW : 10.16 % |
| ENB.PR.A | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 22.64 Evaluated at bid price : 22.89 Bid-YTW : 6.06 % |
| IFC.PR.F | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 22.60 Evaluated at bid price : 22.89 Bid-YTW : 5.80 % |
| GWO.PR.G | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.84 % |
| BN.PR.N | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.12 % |
| IFC.PR.C | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.08 % |
| BN.PR.X | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.78 % |
| BN.PR.R | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 7.26 % |
| BN.PR.M | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.14 % |
| BN.PF.D | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 6.15 % |
| GWO.PR.Q | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.93 % |
| BN.PF.H | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 23.54 Evaluated at bid price : 24.00 Bid-YTW : 7.04 % |
| PWF.PR.S | Perpetual-Discount | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.91 % |
| BIP.PR.E | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 22.66 Evaluated at bid price : 23.50 Bid-YTW : 6.33 % |
| BN.PF.I | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 22.18 Evaluated at bid price : 22.52 Bid-YTW : 7.11 % |
| CU.PR.D | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.B | Insurance Straight | 312,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 5.67 % |
| TD.PF.C | FixedReset Disc | 67,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 23.14 Evaluated at bid price : 24.00 Bid-YTW : 5.20 % |
| ENB.PR.N | FixedReset Disc | 33,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 21.70 Evaluated at bid price : 22.03 Bid-YTW : 6.60 % |
| RY.PR.S | FixedReset Prem | 23,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 23.27 Evaluated at bid price : 25.20 Bid-YTW : 5.23 % |
| NA.PR.C | FixedReset Prem | 15,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.27 Bid-YTW : 5.52 % |
| CU.PR.C | FixedReset Disc | 15,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-16 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.42 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.S | Perpetual-Discount | Quote: 20.65 – 21.75 Spot Rate : 1.1000 Average : 0.6685 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 21.12 – 22.05 Spot Rate : 0.9300 Average : 0.5791 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 25.40 – 25.99 Spot Rate : 0.5900 Average : 0.3819 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 20.10 – 20.94 Spot Rate : 0.8400 Average : 0.6577 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 24.17 – 24.60 Spot Rate : 0.4300 Average : 0.2839 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 21.15 – 21.95 Spot Rate : 0.8000 Average : 0.6792 YTW SCENARIO |