| 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 | 0.0214 % | 2,140.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0214 % | 4,105.6 |
| Floater | 8.89 % | 9.39 % | 35,535 | 10.02 | 4 | 0.0214 % | 2,366.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0550 % | 3,604.5 |
| SplitShare | 4.79 % | 5.38 % | 46,031 | 1.27 | 8 | -0.0550 % | 4,304.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0550 % | 3,358.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6122 % | 2,874.1 |
| Perpetual-Discount | 5.99 % | 6.08 % | 51,016 | 13.80 | 31 | -0.6122 % | 3,134.1 |
| FixedReset Disc | 5.52 % | 7.00 % | 113,225 | 12.48 | 58 | -0.0931 % | 2,666.0 |
| Insurance Straight | 5.84 % | 5.96 % | 69,265 | 13.91 | 20 | 0.1502 % | 3,098.0 |
| FloatingReset | 7.33 % | 7.44 % | 27,258 | 11.97 | 1 | 0.8000 % | 2,871.9 |
| FixedReset Prem | 6.40 % | 5.71 % | 188,345 | 3.76 | 7 | 0.2217 % | 2,586.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0931 % | 2,725.2 |
| FixedReset Ins Non | 5.23 % | 6.25 % | 84,424 | 13.52 | 14 | -0.0378 % | 2,810.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -18.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.29 % |
| BN.PR.X | FixedReset Disc | -6.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 8.04 % |
| CCS.PR.C | Insurance Straight | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.03 % |
| IFC.PR.C | FixedReset Ins Non | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.77 % |
| IFC.PR.F | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 22.19 Evaluated at bid price : 22.47 Bid-YTW : 5.96 % |
| SLF.PR.D | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.63 % |
| CM.PR.P | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 23.61 Evaluated at bid price : 24.52 Bid-YTW : 5.37 % |
| GWO.PR.T | Insurance Straight | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 21.77 Evaluated at bid price : 21.77 Bid-YTW : 5.99 % |
| IFC.PR.A | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.47 % |
| BIK.PR.A | FixedReset Prem | 1.91 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-04-01 Maturity Price : 25.00 Evaluated at bid price : 26.71 Bid-YTW : 5.90 % |
| IFC.PR.I | Insurance Straight | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 22.60 Evaluated at bid price : 22.96 Bid-YTW : 5.94 % |
| CU.PR.F | Perpetual-Discount | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 5.94 % |
| IFC.PR.E | Insurance Straight | 5.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 21.88 Evaluated at bid price : 22.35 Bid-YTW : 5.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 105,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 23.11 Evaluated at bid price : 24.75 Bid-YTW : 5.66 % |
| SLF.PR.H | FixedReset Ins Non | 57,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 6.63 % |
| BMO.PR.W | FixedReset Disc | 53,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-12-25 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 5.06 % |
| RY.PR.M | FixedReset Disc | 46,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 23.56 Evaluated at bid price : 24.07 Bid-YTW : 5.71 % |
| TD.PF.C | FixedReset Disc | 45,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-28 Maturity Price : 22.15 Evaluated at bid price : 22.80 Bid-YTW : 5.81 % |
| BMO.PR.E | FixedReset Prem | 42,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.54 Bid-YTW : 5.48 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.S | Perpetual-Discount | Quote: 16.60 – 20.39 Spot Rate : 3.7900 Average : 2.0634 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.00 – 22.70 Spot Rate : 1.7000 Average : 1.1174 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 22.50 – 24.00 Spot Rate : 1.5000 Average : 0.9520 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 15.21 – 16.33 Spot Rate : 1.1200 Average : 0.6545 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 15.50 – 17.00 Spot Rate : 1.5000 Average : 1.1444 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.70 – 21.76 Spot Rate : 1.0600 Average : 0.7323 YTW SCENARIO |