| 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 | -0.2193 % | 2,169.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2193 % | 4,160.9 |
| Floater | 9.92 % | 10.02 % | 85,778 | 9.56 | 2 | -0.2193 % | 2,398.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7806 % | 3,570.9 |
| SplitShare | 4.83 % | 5.32 % | 97,166 | 4.17 | 4 | 0.7806 % | 4,264.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7806 % | 3,327.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2431 % | 2,931.1 |
| Perpetual-Discount | 5.87 % | 5.96 % | 50,575 | 13.91 | 31 | -0.2431 % | 3,196.3 |
| FixedReset Disc | 5.49 % | 6.56 % | 113,639 | 12.86 | 58 | 0.0689 % | 2,659.6 |
| Insurance Straight | 5.71 % | 5.74 % | 63,968 | 14.29 | 20 | 0.1607 % | 3,167.8 |
| FloatingReset | 8.13 % | 8.28 % | 31,184 | 11.13 | 2 | 0.2885 % | 2,741.9 |
| FixedReset Prem | 6.45 % | 5.55 % | 224,559 | 13.57 | 7 | -0.1113 % | 2,568.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0689 % | 2,718.7 |
| FixedReset Ins Non | 5.23 % | 5.89 % | 102,334 | 14.03 | 14 | 0.0378 % | 2,811.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.X | FixedReset Disc | -9.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 7.56 % |
| BN.PF.A | FixedReset Disc | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 22.20 Evaluated at bid price : 22.76 Bid-YTW : 6.54 % |
| BN.PR.M | Perpetual-Discount | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.27 % |
| GWO.PR.T | Insurance Straight | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.11 % |
| GWO.PR.H | Insurance Straight | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.89 % |
| NA.PR.C | FixedReset Prem | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 23.62 Evaluated at bid price : 25.83 Bid-YTW : 6.15 % |
| MFC.PR.F | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.21 % |
| CU.PR.H | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.98 % |
| BN.PR.N | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 6.20 % |
| CU.PR.G | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.84 % |
| SLF.PR.C | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.41 % |
| GWO.PR.M | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 5.94 % |
| TD.PF.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 23.17 Evaluated at bid price : 23.70 Bid-YTW : 5.79 % |
| GWO.PR.S | Insurance Straight | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.78 % |
| CCS.PR.C | Insurance Straight | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.70 % |
| PVS.PR.K | SplitShare | 2.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 4.94 % |
| BN.PF.G | FixedReset Disc | 4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.L | SplitShare | 158,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 5.32 % |
| CM.PR.Q | FixedReset Disc | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 23.21 Evaluated at bid price : 23.82 Bid-YTW : 5.65 % |
| ENB.PF.C | FixedReset Disc | 29,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.39 % |
| BN.PF.G | FixedReset Disc | 21,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.34 % |
| FTS.PR.M | FixedReset Disc | 20,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 6.53 % |
| ENB.PR.F | FixedReset Disc | 15,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-09-30 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.15 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 20.51 – 22.78 Spot Rate : 2.2700 Average : 1.4027 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 20.22 – 21.45 Spot Rate : 1.2300 Average : 0.6919 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.00 – 20.75 Spot Rate : 2.7500 Average : 2.2196 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.75 – 21.89 Spot Rate : 1.1400 Average : 0.7111 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.21 – 17.00 Spot Rate : 1.7900 Average : 1.3647 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 19.10 – 19.97 Spot Rate : 0.8700 Average : 0.5610 YTW SCENARIO |