| 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 | -0.1065 % | 2,144.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1065 % | 4,113.5 |
| Floater | 8.88 % | 9.40 % | 36,803 | 10.02 | 4 | -0.1065 % | 2,370.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0100 % | 3,603.6 |
| SplitShare | 4.79 % | 5.41 % | 45,517 | 1.28 | 8 | 0.0100 % | 4,303.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0100 % | 3,357.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0926 % | 2,896.3 |
| Perpetual-Discount | 5.94 % | 6.04 % | 49,834 | 13.84 | 31 | -0.0926 % | 3,158.3 |
| FixedReset Disc | 5.52 % | 6.89 % | 116,158 | 12.58 | 58 | -0.0857 % | 2,665.6 |
| Insurance Straight | 5.82 % | 5.91 % | 64,425 | 14.02 | 20 | -0.2258 % | 3,111.4 |
| FloatingReset | 7.61 % | 7.72 % | 26,177 | 11.66 | 1 | -0.1332 % | 2,849.1 |
| FixedReset Prem | 6.43 % | 5.57 % | 195,907 | 3.53 | 7 | -0.0832 % | 2,576.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0857 % | 2,724.8 |
| FixedReset Ins Non | 5.23 % | 6.17 % | 88,513 | 13.63 | 14 | 0.0963 % | 2,810.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Insurance Straight | -5.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.03 % |
| NA.PR.W | FixedReset Disc | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 21.99 Evaluated at bid price : 22.55 Bid-YTW : 5.77 % |
| BN.PR.N | Perpetual-Discount | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.33 % |
| BN.PF.A | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 22.38 Evaluated at bid price : 23.05 Bid-YTW : 6.69 % |
| ENB.PR.Y | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 7.64 % |
| TD.PF.E | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 23.05 Evaluated at bid price : 23.60 Bid-YTW : 6.02 % |
| BN.PF.C | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.28 % |
| GWO.PR.R | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 5.90 % |
| GWO.PR.T | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 6.07 % |
| MFC.PR.F | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.78 % |
| CU.PR.J | Perpetual-Discount | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.K | Floater | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 11.23 Evaluated at bid price : 11.23 Bid-YTW : 9.44 % |
| ENB.PF.E | FixedReset Disc | 27,865 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 7.82 % |
| PVS.PR.L | SplitShare | 20,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 5.18 % |
| BMO.PR.E | FixedReset Prem | 16,913 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.64 Bid-YTW : 5.36 % |
| BN.PR.B | Floater | 15,392 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 11.28 Evaluated at bid price : 11.28 Bid-YTW : 9.40 % |
| TD.PF.C | FixedReset Disc | 13,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-24 Maturity Price : 22.06 Evaluated at bid price : 22.66 Bid-YTW : 5.75 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.W | FixedReset Disc | Quote: 22.55 – 23.38 Spot Rate : 0.8300 Average : 0.5072 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.70 – 19.50 Spot Rate : 0.8000 Average : 0.6593 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 19.25 – 19.74 Spot Rate : 0.4900 Average : 0.3501 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 19.00 – 19.51 Spot Rate : 0.5100 Average : 0.3702 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 24.06 – 24.42 Spot Rate : 0.3600 Average : 0.2280 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 19.04 – 19.50 Spot Rate : 0.4600 Average : 0.3401 YTW SCENARIO |