| 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 | -0.1754 % | 2,170.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1754 % | 4,162.8 |
| Floater | 9.92 % | 10.01 % | 86,295 | 9.58 | 2 | -0.1754 % | 2,399.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4464 % | 3,548.0 |
| SplitShare | 4.69 % | 5.40 % | 41,974 | 1.06 | 4 | -0.4464 % | 4,237.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4464 % | 3,305.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2302 % | 2,927.0 |
| Perpetual-Discount | 5.88 % | 5.99 % | 52,140 | 13.87 | 31 | -0.2302 % | 3,191.8 |
| FixedReset Disc | 5.53 % | 6.57 % | 116,948 | 12.95 | 58 | -0.3754 % | 2,642.1 |
| Insurance Straight | 5.74 % | 5.76 % | 64,595 | 14.27 | 20 | -0.0737 % | 3,150.6 |
| FloatingReset | 8.38 % | 8.48 % | 32,385 | 10.93 | 2 | -0.0524 % | 2,733.3 |
| FixedReset Prem | 6.44 % | 5.54 % | 232,635 | 13.54 | 7 | 0.1170 % | 2,570.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3754 % | 2,700.8 |
| FixedReset Ins Non | 5.28 % | 5.79 % | 105,319 | 13.98 | 14 | -1.6609 % | 2,783.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -24.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 9.71 % |
| MFC.PR.M | FixedReset Ins Non | -14.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 7.16 % |
| SLF.PR.H | FixedReset Ins Non | -8.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.51 % |
| BN.PF.G | FixedReset Disc | -4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.72 % |
| CU.PR.G | Perpetual-Discount | -3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.16 % |
| CU.PR.J | Perpetual-Discount | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.07 % |
| MFC.PR.F | FixedReset Ins Non | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.23 % |
| MIC.PR.A | Perpetual-Discount | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 6.46 % |
| GWO.PR.T | Insurance Straight | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.10 % |
| PVS.PR.K | SplitShare | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.52 % |
| GWO.PR.Q | Insurance Straight | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.43 Evaluated at bid price : 21.69 Bid-YTW : 5.96 % |
| SLF.PR.G | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.21 % |
| NA.PR.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 23.14 Evaluated at bid price : 24.60 Bid-YTW : 5.54 % |
| IFC.PR.C | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.18 % |
| CU.PR.D | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.90 % |
| MFC.PR.B | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.70 % |
| GWO.PR.Y | Insurance Straight | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.72 % |
| TD.PF.E | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 23.22 Evaluated at bid price : 23.75 Bid-YTW : 5.79 % |
| FFH.PR.K | FixedReset Disc | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 21.58 Evaluated at bid price : 21.99 Bid-YTW : 6.91 % |
| PWF.PR.P | FixedReset Disc | 5.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 7.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.E | Insurance Straight | 50,880 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 5.42 % |
| IFC.PR.A | FixedReset Ins Non | 21,802 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.92 % |
| BN.PR.K | Floater | 20,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 11.36 Evaluated at bid price : 11.36 Bid-YTW : 10.05 % |
| BIP.PR.E | FixedReset Disc | 19,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 22.69 Evaluated at bid price : 23.55 Bid-YTW : 6.33 % |
| RY.PR.S | FixedReset Prem | 18,293 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 23.28 Evaluated at bid price : 25.21 Bid-YTW : 5.25 % |
| CM.PR.S | FixedReset Disc | 15,149 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-26 Maturity Price : 25.05 Evaluated at bid price : 25.05 Bid-YTW : 5.44 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 16.00 – 21.40 Spot Rate : 5.4000 Average : 3.2491 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 17.97 – 21.10 Spot Rate : 3.1300 Average : 1.7413 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 24.90 – 25.90 Spot Rate : 1.0000 Average : 0.5604 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 17.82 – 18.82 Spot Rate : 1.0000 Average : 0.5806 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.00 – 20.08 Spot Rate : 2.0800 Average : 1.7895 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.80 – 20.70 Spot Rate : 0.9000 Average : 0.6145 YTW SCENARIO |