| 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 | -0.0425 % | 2,151.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0425 % | 4,125.8 |
| Floater | 9.59 % | 10.22 % | 36,884 | 9.36 | 4 | -0.0425 % | 2,377.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0751 % | 3,604.1 |
| SplitShare | 4.79 % | 5.38 % | 44,181 | 1.29 | 8 | 0.0751 % | 4,304.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0751 % | 3,358.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0803 % | 2,912.9 |
| Perpetual-Discount | 5.91 % | 6.01 % | 51,088 | 13.89 | 31 | 0.0803 % | 3,176.4 |
| FixedReset Disc | 5.50 % | 6.88 % | 121,990 | 12.68 | 58 | 0.4070 % | 2,671.4 |
| Insurance Straight | 5.78 % | 5.87 % | 63,908 | 14.05 | 20 | 0.2161 % | 3,131.5 |
| FloatingReset | 7.61 % | 7.71 % | 25,968 | 11.67 | 1 | 0.0444 % | 2,850.4 |
| FixedReset Prem | 6.43 % | 5.67 % | 206,105 | 13.57 | 7 | 0.1447 % | 2,573.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4070 % | 2,730.7 |
| FixedReset Ins Non | 5.21 % | 6.16 % | 90,874 | 13.68 | 14 | 0.0788 % | 2,819.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 22.72 Evaluated at bid price : 23.60 Bid-YTW : 6.55 % |
| ENB.PR.F | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 7.54 % |
| TD.PF.E | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 22.72 Evaluated at bid price : 23.25 Bid-YTW : 6.11 % |
| BN.PF.B | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.95 % |
| FFH.PR.G | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.59 % |
| ENB.PF.K | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 22.46 Evaluated at bid price : 23.10 Bid-YTW : 6.78 % |
| CU.PR.J | Perpetual-Discount | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 6.01 % |
| BN.PR.N | Perpetual-Discount | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.15 % |
| ENB.PR.N | FixedReset Disc | 4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 21.61 Evaluated at bid price : 21.90 Bid-YTW : 6.90 % |
| CCS.PR.C | Insurance Straight | 6.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.B | Insurance Straight | 53,994 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.82 % |
| MFC.PR.J | FixedReset Ins Non | 44,226 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 22.97 Evaluated at bid price : 24.11 Bid-YTW : 5.96 % |
| RY.PR.M | FixedReset Disc | 35,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 23.66 Evaluated at bid price : 24.16 Bid-YTW : 5.66 % |
| ENB.PF.E | FixedReset Disc | 22,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.83 % |
| ENB.PF.A | FixedReset Disc | 21,013 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 19.17 Evaluated at bid price : 19.17 Bid-YTW : 7.48 % |
| BIP.PR.E | FixedReset Disc | 20,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-22 Maturity Price : 22.72 Evaluated at bid price : 23.60 Bid-YTW : 6.55 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.A | Floater | Quote: 13.30 – 15.69 Spot Rate : 2.3900 Average : 1.3108 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 19.57 – 20.39 Spot Rate : 0.8200 Average : 0.5320 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 18.30 – 19.50 Spot Rate : 1.2000 Average : 1.0086 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 21.00 – 21.95 Spot Rate : 0.9500 Average : 0.7922 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 22.80 – 23.34 Spot Rate : 0.5400 Average : 0.3918 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 22.26 – 22.74 Spot Rate : 0.4800 Average : 0.3466 YTW SCENARIO |