| 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 | -0.1495 % | 2,137.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1495 % | 4,099.5 |
| Floater | 9.66 % | 10.18 % | 36,376 | 9.42 | 4 | -0.1495 % | 2,362.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0501 % | 3,596.6 |
| SplitShare | 4.80 % | 5.25 % | 44,131 | 1.33 | 8 | -0.0501 % | 4,295.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0501 % | 3,351.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4075 % | 2,898.7 |
| Perpetual-Discount | 5.94 % | 6.03 % | 50,218 | 13.81 | 31 | -0.4075 % | 3,160.9 |
| FixedReset Disc | 5.50 % | 6.93 % | 115,028 | 12.48 | 58 | -0.0781 % | 2,674.6 |
| Insurance Straight | 5.73 % | 5.82 % | 59,431 | 14.17 | 20 | 0.4780 % | 3,159.2 |
| FloatingReset | 8.24 % | 8.34 % | 28,323 | 11.05 | 1 | -0.0461 % | 2,747.8 |
| FixedReset Prem | 6.45 % | 5.78 % | 209,205 | 13.50 | 7 | 0.0836 % | 2,569.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0781 % | 2,734.0 |
| FixedReset Ins Non | 5.20 % | 6.31 % | 96,661 | 13.59 | 14 | -0.0615 % | 2,825.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.E | Perpetual-Discount | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.19 Evaluated at bid price : 22.47 Bid-YTW : 6.24 % |
| ENB.PR.A | Perpetual-Discount | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 6.19 % |
| PWF.PR.L | Perpetual-Discount | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.13 % |
| MIC.PR.A | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.63 % |
| FTS.PR.K | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.42 % |
| CU.PR.H | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 21.71 Evaluated at bid price : 21.96 Bid-YTW : 6.05 % |
| ENB.PR.D | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.71 % |
| MFC.PR.L | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.29 Evaluated at bid price : 23.00 Bid-YTW : 5.91 % |
| BN.PR.N | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.31 % |
| BN.PF.G | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.65 % |
| GWO.PR.T | Insurance Straight | 3.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.05 Evaluated at bid price : 22.05 Bid-YTW : 5.89 % |
| IFC.PR.I | Insurance Straight | 3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.83 Evaluated at bid price : 23.25 Bid-YTW : 5.83 % |
| CCS.PR.C | Insurance Straight | 3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 5.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 93,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 23.64 Evaluated at bid price : 24.30 Bid-YTW : 5.93 % |
| GWO.PR.M | Insurance Straight | 80,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 23.92 Evaluated at bid price : 24.16 Bid-YTW : 6.04 % |
| ENB.PF.C | FixedReset Disc | 52,581 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.82 % |
| CM.PR.P | FixedReset Disc | 48,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-08 Maturity Price : 23.21 Evaluated at bid price : 24.12 Bid-YTW : 5.48 % |
| BMO.PR.W | FixedReset Disc | 46,780 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 4.61 % |
| PVS.PR.L | SplitShare | 41,690 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 5.31 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 22.96 – 24.99 Spot Rate : 2.0300 Average : 1.1745 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 22.47 – 23.29 Spot Rate : 0.8200 Average : 0.5092 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 21.75 – 23.13 Spot Rate : 1.3800 Average : 1.1008 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 19.00 – 19.74 Spot Rate : 0.7400 Average : 0.5013 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.25 – 22.05 Spot Rate : 0.8000 Average : 0.5616 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 21.05 – 21.65 Spot Rate : 0.6000 Average : 0.3964 YTW SCENARIO |