| 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 | 0.0000 % | 2,149.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,122.3 |
| Floater | 9.60 % | 10.16 % | 36,223 | 9.41 | 4 | 0.0000 % | 2,375.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 3,607.4 |
| SplitShare | 4.78 % | 5.16 % | 42,176 | 1.30 | 8 | 0.0850 % | 4,308.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 3,361.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2612 % | 2,907.5 |
| Perpetual-Discount | 5.92 % | 5.99 % | 51,005 | 13.88 | 31 | 0.2612 % | 3,170.5 |
| FixedReset Disc | 5.52 % | 6.91 % | 118,933 | 12.51 | 58 | 0.0860 % | 2,663.4 |
| Insurance Straight | 5.77 % | 5.86 % | 57,515 | 14.09 | 20 | 0.3510 % | 3,134.8 |
| FloatingReset | 7.94 % | 8.04 % | 26,227 | 11.32 | 1 | -0.0452 % | 2,798.5 |
| FixedReset Prem | 6.45 % | 5.71 % | 204,443 | 13.60 | 7 | 0.1787 % | 2,567.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0860 % | 2,722.5 |
| FixedReset Ins Non | 5.22 % | 6.19 % | 92,229 | 13.61 | 14 | -0.2363 % | 2,812.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.13 % |
| SLF.PR.G | FixedReset Ins Non | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 6.81 % |
| ENB.PF.G | FixedReset Disc | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 8.19 % |
| BN.PF.I | FixedReset Disc | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 7.60 % |
| IFC.PR.G | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 22.67 Evaluated at bid price : 23.55 Bid-YTW : 6.04 % |
| ENB.PR.F | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 7.65 % |
| MFC.PR.F | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.59 % |
| BIP.PR.F | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 22.21 Evaluated at bid price : 22.81 Bid-YTW : 6.71 % |
| IFC.PR.F | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 22.53 Evaluated at bid price : 22.81 Bid-YTW : 5.85 % |
| RY.PR.O | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 24.04 Evaluated at bid price : 24.30 Bid-YTW : 5.11 % |
| RY.PR.N | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 5.12 % |
| CU.PR.C | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.60 % |
| PWF.PR.L | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 5.99 % |
| CU.PR.D | Perpetual-Discount | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 5.98 % |
| IFC.PR.A | FixedReset Ins Non | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.39 % |
| IFC.PR.I | Insurance Straight | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 22.72 Evaluated at bid price : 23.10 Bid-YTW : 5.89 % |
| TD.PF.E | FixedReset Disc | 4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 23.21 Evaluated at bid price : 23.75 Bid-YTW : 6.00 % |
| GWO.PR.G | Insurance Straight | 8.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 5.92 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 89,701 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 24.84 Evaluated at bid price : 24.84 Bid-YTW : 5.61 % |
| RY.PR.J | FixedReset Disc | 87,574 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 23.78 Evaluated at bid price : 24.43 Bid-YTW : 5.82 % |
| NA.PR.E | FixedReset Disc | 87,557 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 23.16 Evaluated at bid price : 24.63 Bid-YTW : 5.66 % |
| FFH.PR.I | FixedReset Disc | 51,914 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.64 % |
| RY.PR.M | FixedReset Disc | 37,455 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 23.44 Evaluated at bid price : 23.95 Bid-YTW : 5.72 % |
| ENB.PR.Y | FixedReset Disc | 20,516 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-17 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 7.60 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.55 – 24.55 Spot Rate : 1.0000 Average : 0.6811 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.00 – 16.97 Spot Rate : 0.9700 Average : 0.6529 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 20.90 – 21.95 Spot Rate : 1.0500 Average : 0.7655 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.25 – 22.24 Spot Rate : 0.9900 Average : 0.7409 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 20.35 – 20.99 Spot Rate : 0.6400 Average : 0.4133 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 21.90 – 23.60 Spot Rate : 1.7000 Average : 1.4860 YTW SCENARIO |