| 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 | -0.2129 % | 2,142.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2129 % | 4,109.1 |
| Floater | 8.89 % | 9.39 % | 36,523 | 10.01 | 4 | -0.2129 % | 2,368.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1503 % | 3,604.7 |
| SplitShare | 4.79 % | 5.22 % | 46,942 | 1.27 | 8 | 0.1503 % | 4,304.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1503 % | 3,358.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7466 % | 2,836.9 |
| Perpetual-Discount | 6.07 % | 6.14 % | 51,690 | 13.68 | 31 | -0.7466 % | 3,093.5 |
| FixedReset Disc | 5.55 % | 7.09 % | 108,572 | 12.38 | 58 | -0.3383 % | 2,650.6 |
| Insurance Straight | 5.93 % | 6.08 % | 69,168 | 13.76 | 20 | 0.0167 % | 3,052.1 |
| FloatingReset | 7.46 % | 7.57 % | 26,198 | 11.81 | 1 | 0.0000 % | 2,823.8 |
| FixedReset Prem | 6.41 % | 5.72 % | 179,655 | 3.75 | 7 | -0.0055 % | 2,582.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3383 % | 2,709.5 |
| FixedReset Ins Non | 5.29 % | 6.29 % | 86,020 | 13.45 | 14 | -0.3708 % | 2,775.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -15.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.19 % |
| POW.PR.D | Perpetual-Discount | -7.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.64 % |
| BN.PF.F | FixedReset Disc | -7.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.88 % |
| FTS.PR.M | FixedReset Disc | -4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.20 % |
| BN.PR.Z | FixedReset Disc | -4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 7.76 % |
| PWF.PR.E | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 21.88 Evaluated at bid price : 22.12 Bid-YTW : 6.25 % |
| MFC.PR.N | FixedReset Ins Non | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.46 % |
| ENB.PF.K | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 22.16 Evaluated at bid price : 22.62 Bid-YTW : 7.02 % |
| GWO.PR.N | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 7.26 % |
| BN.PF.A | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 22.21 Evaluated at bid price : 22.77 Bid-YTW : 6.86 % |
| BN.PR.X | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 7.75 % |
| PWF.PR.Z | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.21 % |
| GWO.PR.L | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 6.20 % |
| ENB.PR.F | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 7.73 % |
| BN.PR.N | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 6.47 % |
| PVS.PR.K | SplitShare | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.59 % |
| BIP.PR.A | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 7.64 % |
| FFH.PR.E | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.47 % |
| PWF.PR.R | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.14 % |
| CU.PR.F | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 6.04 % |
| GWO.PR.G | Insurance Straight | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 6.13 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.K | Floater | 60,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 11.27 Evaluated at bid price : 11.27 Bid-YTW : 9.43 % |
| ENB.PR.Y | FixedReset Disc | 45,051 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 7.74 % |
| GWO.PR.Y | Insurance Straight | 41,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.02 % |
| BMO.PR.W | FixedReset Disc | 36,336 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-12-25 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 5.07 % |
| ENB.PF.C | FixedReset Disc | 33,244 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 7.99 % |
| TD.PF.A | FixedReset Disc | 27,015 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-31 Maturity Price : 22.16 Evaluated at bid price : 22.80 Bid-YTW : 5.83 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 16.00 – 19.10 Spot Rate : 3.1000 Average : 1.6633 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 19.05 – 20.91 Spot Rate : 1.8600 Average : 1.2468 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 19.01 – 20.89 Spot Rate : 1.8800 Average : 1.2800 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 19.60 – 21.04 Spot Rate : 1.4400 Average : 0.8982 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.81 – 21.07 Spot Rate : 1.2600 Average : 0.8345 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 25.05 – 26.00 Spot Rate : 0.9500 Average : 0.5722 YTW SCENARIO |