| 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 | 0.3506 % | 2,183.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3506 % | 4,188.4 |
| Floater | 9.86 % | 9.95 % | 41,267 | 9.64 | 2 | 0.3506 % | 2,413.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1015 % | 3,566.8 |
| SplitShare | 4.66 % | 5.20 % | 37,596 | 1.08 | 4 | 0.1015 % | 4,259.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1015 % | 3,323.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4942 % | 2,919.5 |
| Perpetual-Discount | 5.90 % | 6.01 % | 56,272 | 13.84 | 31 | -0.4942 % | 3,183.6 |
| FixedReset Disc | 5.47 % | 6.56 % | 119,905 | 13.00 | 58 | 0.2502 % | 2,671.0 |
| Insurance Straight | 5.74 % | 5.75 % | 68,025 | 14.29 | 20 | 0.1984 % | 3,154.0 |
| FloatingReset | 8.29 % | 8.34 % | 33,734 | 11.09 | 2 | 0.0520 % | 2,757.7 |
| FixedReset Prem | 6.43 % | 5.51 % | 220,020 | 13.57 | 7 | 0.1947 % | 2,576.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2502 % | 2,730.3 |
| FixedReset Ins Non | 5.19 % | 5.91 % | 100,286 | 14.08 | 14 | -0.0989 % | 2,828.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -18.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.12 % |
| SLF.PR.H | FixedReset Ins Non | -8.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.49 % |
| PWF.PR.P | FixedReset Disc | -5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 7.39 % |
| BN.PF.J | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 22.51 Evaluated at bid price : 23.18 Bid-YTW : 6.40 % |
| PWF.PR.R | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.12 % |
| CU.PR.D | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.04 % |
| FTS.PR.M | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 6.46 % |
| GWO.PR.H | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 5.81 % |
| BN.PR.N | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.12 % |
| GWO.PR.S | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 5.86 % |
| GWO.PR.Y | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.75 % |
| GWO.PR.N | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.55 % |
| ENB.PF.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.48 % |
| BIK.PR.A | FixedReset Prem | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-04-01 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 6.60 % |
| MFC.PR.I | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 23.23 Evaluated at bid price : 24.60 Bid-YTW : 5.74 % |
| MFC.PR.M | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 5.93 % |
| BIP.PR.E | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 22.69 Evaluated at bid price : 23.55 Bid-YTW : 6.32 % |
| MFC.PR.N | FixedReset Ins Non | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.91 % |
| BN.PR.X | FixedReset Disc | 11.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 88,455 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.55 % |
| TD.PF.I | FixedReset Prem | 85,871 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 5.43 % |
| ENB.PR.H | FixedReset Disc | 53,870 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 6.61 % |
| IFC.PR.A | FixedReset Ins Non | 53,840 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.98 % |
| NA.PR.W | FixedReset Disc | 52,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 22.26 Evaluated at bid price : 23.00 Bid-YTW : 5.42 % |
| FTS.PR.M | FixedReset Disc | 52,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-19 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 6.46 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 16.00 – 19.60 Spot Rate : 3.6000 Average : 2.0872 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.00 – 20.00 Spot Rate : 2.0000 Average : 1.2307 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 19.00 – 21.50 Spot Rate : 2.5000 Average : 2.0449 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.08 – 15.24 Spot Rate : 1.1600 Average : 0.7502 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 20.43 – 21.30 Spot Rate : 0.8700 Average : 0.5237 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 23.10 – 23.99 Spot Rate : 0.8900 Average : 0.5932 YTW SCENARIO |