| 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 | -0.0437 % | 2,180.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0437 % | 4,182.9 |
| Floater | 9.87 % | 9.96 % | 85,401 | 9.62 | 2 | -0.0437 % | 2,410.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5263 % | 3,554.1 |
| SplitShare | 4.68 % | 5.31 % | 40,913 | 1.06 | 4 | -0.5263 % | 4,244.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5263 % | 3,311.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0326 % | 2,924.4 |
| Perpetual-Discount | 5.89 % | 6.01 % | 54,751 | 13.85 | 31 | -0.0326 % | 3,188.9 |
| FixedReset Disc | 5.49 % | 6.63 % | 116,671 | 12.93 | 58 | -0.0736 % | 2,660.7 |
| Insurance Straight | 5.76 % | 5.80 % | 64,749 | 14.25 | 20 | -0.4189 % | 3,141.0 |
| FloatingReset | 8.34 % | 8.42 % | 32,425 | 11.00 | 2 | 0.2356 % | 2,745.5 |
| FixedReset Prem | 6.45 % | 5.64 % | 211,862 | 13.80 | 7 | -0.4052 % | 2,566.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0736 % | 2,719.7 |
| FixedReset Ins Non | 5.24 % | 5.90 % | 98,944 | 14.06 | 14 | -1.6958 % | 2,803.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -15.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 7.22 % |
| SLF.PR.H | FixedReset Ins Non | -8.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.51 % |
| CCS.PR.C | Insurance Straight | -4.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.14 % |
| CU.PR.F | Perpetual-Discount | -4.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.09 % |
| GWO.PR.T | Insurance Straight | -3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.10 % |
| MFC.PR.F | FixedReset Ins Non | -3.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.22 % |
| PWF.PR.P | FixedReset Disc | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 7.20 % |
| BN.PF.B | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.73 % |
| BN.PF.H | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 22.87 Evaluated at bid price : 23.35 Bid-YTW : 7.25 % |
| BN.PR.R | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 7.40 % |
| TD.PF.I | FixedReset Prem | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 23.53 Evaluated at bid price : 25.52 Bid-YTW : 5.76 % |
| BIK.PR.A | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 23.36 Evaluated at bid price : 25.50 Bid-YTW : 6.77 % |
| FTS.PR.M | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.57 % |
| ENB.PF.K | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 22.40 Evaluated at bid price : 23.02 Bid-YTW : 6.57 % |
| NA.PR.C | FixedReset Prem | -1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 5.91 % |
| PVS.PR.J | SplitShare | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.60 % |
| PVS.PR.K | SplitShare | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 5.31 % |
| ENB.PF.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 7.42 % |
| BN.PF.C | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.10 % |
| BN.PR.T | FixedReset Disc | 4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 7.39 % |
| BN.PF.E | FixedReset Disc | 5.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 7.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Disc | 186,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 22.32 Evaluated at bid price : 23.11 Bid-YTW : 5.41 % |
| NA.PR.C | FixedReset Prem | 54,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 5.91 % |
| BMO.PR.E | FixedReset Prem | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 23.52 Evaluated at bid price : 25.97 Bid-YTW : 5.52 % |
| MFC.PR.Q | FixedReset Ins Non | 36,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 23.02 Evaluated at bid price : 24.32 Bid-YTW : 5.58 % |
| BMO.PR.W | FixedReset Disc | 31,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 23.60 Evaluated at bid price : 24.62 Bid-YTW : 5.04 % |
| MFC.PR.M | FixedReset Ins Non | 30,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-23 Maturity Price : 21.42 Evaluated at bid price : 21.71 Bid-YTW : 5.90 % |
| There were 10 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: 17.87 – 21.25 Spot Rate : 3.3800 Average : 2.1181 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.00 – 20.75 Spot Rate : 2.7500 Average : 1.7931 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.70 – 20.70 Spot Rate : 2.0000 Average : 1.1772 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 23.22 – 24.25 Spot Rate : 1.0300 Average : 0.6229 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.25 – 22.17 Spot Rate : 0.9200 Average : 0.5606 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 20.85 – 21.75 Spot Rate : 0.9000 Average : 0.5603 YTW SCENARIO |