| 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 | 0.4425 % | 2,164.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4425 % | 4,151.8 |
| Floater | 9.94 % | 10.06 % | 83,655 | 9.52 | 2 | 0.4425 % | 2,392.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1204 % | 3,600.5 |
| SplitShare | 4.79 % | 5.25 % | 104,681 | 4.17 | 4 | 0.1204 % | 4,299.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1204 % | 3,354.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3098 % | 2,925.3 |
| Perpetual-Discount | 5.88 % | 5.99 % | 48,944 | 13.89 | 31 | -0.3098 % | 3,189.9 |
| FixedReset Disc | 5.52 % | 6.56 % | 116,367 | 13.01 | 58 | -0.0466 % | 2,663.1 |
| Insurance Straight | 5.73 % | 5.80 % | 61,756 | 14.23 | 20 | 0.2811 % | 3,160.1 |
| FloatingReset | 8.22 % | 8.34 % | 29,523 | 11.06 | 2 | 0.2649 % | 2,714.0 |
| FixedReset Prem | 6.42 % | 5.52 % | 216,278 | 13.58 | 7 | 0.2056 % | 2,579.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0466 % | 2,722.3 |
| FixedReset Ins Non | 5.22 % | 5.92 % | 99,858 | 13.97 | 14 | 0.1340 % | 2,813.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PF.A | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.59 % |
| TD.PF.E | FixedReset Disc | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.42 Evaluated at bid price : 22.90 Bid-YTW : 6.00 % |
| MFC.PR.M | FixedReset Ins Non | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.11 % |
| MIC.PR.A | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.62 % |
| TD.PF.C | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 21.96 Evaluated at bid price : 22.50 Bid-YTW : 5.58 % |
| ENB.PF.G | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 7.57 % |
| BIP.PR.E | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.67 Evaluated at bid price : 23.51 Bid-YTW : 6.34 % |
| POW.PR.A | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 6.01 % |
| GWO.PR.L | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 23.49 Evaluated at bid price : 23.76 Bid-YTW : 5.98 % |
| BIP.PR.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 7.30 % |
| IFC.PR.G | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.94 Evaluated at bid price : 24.13 Bid-YTW : 5.63 % |
| PWF.PR.P | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 7.06 % |
| IFC.PR.C | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.30 % |
| FTS.PR.H | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 15.08 Evaluated at bid price : 15.08 Bid-YTW : 6.83 % |
| CU.PR.C | FixedReset Disc | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.22 % |
| CCS.PR.C | Insurance Straight | 4.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.L | SplitShare | 44,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.25 % |
| MFC.PR.K | FixedReset Ins Non | 39,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 23.01 Evaluated at bid price : 24.34 Bid-YTW : 5.41 % |
| RY.PR.S | FixedReset Prem | 32,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 23.28 Evaluated at bid price : 25.23 Bid-YTW : 5.24 % |
| BMO.PR.W | FixedReset Disc | 31,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.72 Evaluated at bid price : 23.89 Bid-YTW : 5.17 % |
| TD.PF.A | FixedReset Disc | 29,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-03 Maturity Price : 22.19 Evaluated at bid price : 22.85 Bid-YTW : 5.49 % |
| PVS.PR.K | SplitShare | 27,250 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.65 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 16.12 – 17.00 Spot Rate : 0.8800 Average : 0.5614 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 18.00 – 18.85 Spot Rate : 0.8500 Average : 0.5353 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 21.24 – 22.82 Spot Rate : 1.5800 Average : 1.2685 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 22.90 – 23.90 Spot Rate : 1.0000 Average : 0.7547 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 20.56 – 21.51 Spot Rate : 0.9500 Average : 0.7345 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 22.50 – 23.33 Spot Rate : 0.8300 Average : 0.6499 YTW SCENARIO |