| 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 | 0.2134 % | 2,147.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2134 % | 4,117.9 |
| Floater | 8.87 % | 9.36 % | 36,031 | 10.04 | 4 | 0.2134 % | 2,373.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0350 % | 3,605.9 |
| SplitShare | 4.79 % | 5.22 % | 48,724 | 1.26 | 8 | 0.0350 % | 4,306.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0350 % | 3,359.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0137 % | 2,837.3 |
| Perpetual-Discount | 6.07 % | 6.15 % | 51,694 | 13.65 | 31 | 0.0137 % | 3,093.9 |
| FixedReset Disc | 5.53 % | 7.00 % | 106,988 | 12.33 | 58 | 0.3625 % | 2,660.2 |
| Insurance Straight | 5.92 % | 6.05 % | 68,133 | 13.82 | 20 | 0.1142 % | 3,055.6 |
| FloatingReset | 7.46 % | 7.57 % | 25,857 | 11.81 | 1 | 0.0000 % | 2,823.8 |
| FixedReset Prem | 6.42 % | 5.75 % | 182,020 | 3.74 | 7 | -0.0554 % | 2,581.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3625 % | 2,719.3 |
| FixedReset Ins Non | 5.25 % | 6.29 % | 89,041 | 13.46 | 14 | 0.7861 % | 2,796.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -17.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.29 % |
| PWF.PR.L | Perpetual-Discount | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.43 % |
| CU.PR.F | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.14 % |
| IFC.PR.G | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 22.72 Evaluated at bid price : 23.65 Bid-YTW : 6.08 % |
| BN.PR.X | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 7.85 % |
| BN.PR.T | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.83 % |
| BIP.PR.A | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 7.73 % |
| MFC.PR.B | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.87 % |
| FFH.PR.C | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 21.97 Evaluated at bid price : 22.50 Bid-YTW : 6.96 % |
| ENB.PF.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 22.34 Evaluated at bid price : 22.89 Bid-YTW : 6.93 % |
| IFC.PR.I | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 22.36 Evaluated at bid price : 22.69 Bid-YTW : 6.01 % |
| BN.PF.C | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.34 % |
| ENB.PF.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.65 % |
| BN.PF.I | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 21.96 Evaluated at bid price : 22.20 Bid-YTW : 7.58 % |
| BN.PR.N | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.37 % |
| MFC.PR.F | FixedReset Ins Non | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.69 % |
| BN.PR.Z | FixedReset Disc | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 7.48 % |
| FTS.PR.M | FixedReset Disc | 4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.88 % |
| BN.PF.F | FixedReset Disc | 6.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.42 % |
| POW.PR.D | Perpetual-Discount | 6.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 6.20 % |
| IFC.PR.C | FixedReset Ins Non | 12.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.77 % |
| CU.PR.G | Perpetual-Discount | 17.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset Disc | 444,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-12-25 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 4.61 % |
| FTS.PR.H | FixedReset Disc | 156,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 7.31 % |
| BN.PR.X | FixedReset Disc | 74,562 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 7.85 % |
| BN.PR.B | Floater | 28,915 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 9.40 % |
| MFC.PR.N | FixedReset Ins Non | 27,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 6.45 % |
| BN.PF.E | FixedReset Disc | 26,348 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-01 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.82 % |
| There were 7 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 – 20.23 Spot Rate : 3.6300 Average : 2.1212 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 20.00 – 21.95 Spot Rate : 1.9500 Average : 1.3461 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.45 – 20.50 Spot Rate : 1.0500 Average : 0.6126 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 23.26 – 24.50 Spot Rate : 1.2400 Average : 0.9172 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.65 – 24.40 Spot Rate : 0.7500 Average : 0.4856 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 22.12 – 23.00 Spot Rate : 0.8800 Average : 0.6320 YTW SCENARIO |