| 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 | -0.2554 % | 2,142.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2554 % | 4,109.1 |
| Floater | 9.63 % | 10.18 % | 35,935 | 9.41 | 4 | -0.2554 % | 2,368.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0450 % | 3,600.3 |
| SplitShare | 4.79 % | 5.15 % | 42,200 | 1.32 | 8 | -0.0450 % | 4,299.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0450 % | 3,354.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7674 % | 2,882.6 |
| Perpetual-Discount | 5.97 % | 6.03 % | 50,977 | 13.85 | 31 | -0.7674 % | 3,143.3 |
| FixedReset Disc | 5.52 % | 6.96 % | 123,651 | 12.44 | 58 | -0.4763 % | 2,663.0 |
| Insurance Straight | 5.78 % | 5.82 % | 59,256 | 14.12 | 20 | 0.0116 % | 3,131.8 |
| FloatingReset | 8.18 % | 8.29 % | 27,762 | 11.10 | 1 | 0.2294 % | 2,766.8 |
| FixedReset Prem | 6.46 % | 5.79 % | 207,856 | 13.52 | 7 | -0.2284 % | 2,561.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4763 % | 2,722.1 |
| FixedReset Ins Non | 5.22 % | 6.30 % | 93,925 | 13.54 | 14 | -0.4813 % | 2,814.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | -6.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 8.25 % |
| IFC.PR.A | FixedReset Ins Non | -4.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.64 % |
| BN.PF.I | FixedReset Disc | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 7.63 % |
| GWO.PR.I | Insurance Straight | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.93 % |
| ENB.PR.Y | FixedReset Disc | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.77 % |
| PWF.PR.Z | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.13 % |
| PWF.PR.T | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 21.56 Evaluated at bid price : 21.85 Bid-YTW : 6.30 % |
| CU.PR.F | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.11 % |
| IFC.PR.C | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.69 % |
| GWO.PR.P | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.04 % |
| PWF.PF.A | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.82 % |
| BN.PF.F | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.21 % |
| MFC.PR.B | Insurance Straight | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.82 % |
| ENB.PR.F | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.61 % |
| GWO.PR.T | Insurance Straight | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 138,210 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 7.85 % |
| ENB.PF.A | FixedReset Disc | 130,054 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 7.61 % |
| ENB.PR.P | FixedReset Disc | 106,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.36 % |
| RY.PR.J | FixedReset Disc | 86,360 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 23.54 Evaluated at bid price : 24.22 Bid-YTW : 5.95 % |
| BN.PF.A | FixedReset Disc | 60,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 22.57 Evaluated at bid price : 23.40 Bid-YTW : 6.65 % |
| BMO.PR.Y | FixedReset Disc | 56,035 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-10 Maturity Price : 23.77 Evaluated at bid price : 24.32 Bid-YTW : 5.84 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.E | FixedReset Disc | Quote: 17.07 – 18.30 Spot Rate : 1.2300 Average : 0.7365 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 22.00 – 23.25 Spot Rate : 1.2500 Average : 0.9300 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 19.15 – 19.90 Spot Rate : 0.7500 Average : 0.4323 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 20.61 – 21.92 Spot Rate : 1.3100 Average : 1.0313 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 23.00 – 23.70 Spot Rate : 0.7000 Average : 0.4625 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.70 – 19.88 Spot Rate : 1.1800 Average : 0.9434 YTW SCENARIO |