| 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 | 0.0000 % | 2,147.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,117.9 |
| Floater | 8.87 % | 9.37 % | 34,637 | 10.03 | 4 | 0.0000 % | 2,373.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1803 % | 3,599.4 |
| SplitShare | 4.80 % | 5.36 % | 68,766 | 3.04 | 6 | -0.1803 % | 4,298.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1803 % | 3,353.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8305 % | 2,860.8 |
| Perpetual-Discount | 6.02 % | 6.15 % | 51,035 | 13.67 | 31 | 0.8305 % | 3,119.6 |
| FixedReset Disc | 5.53 % | 7.02 % | 104,905 | 12.35 | 58 | -0.0598 % | 2,658.7 |
| Insurance Straight | 5.92 % | 6.02 % | 67,786 | 13.80 | 21 | 0.1558 % | 3,060.4 |
| FloatingReset | 7.73 % | 7.53 % | 25,798 | 11.85 | 2 | 0.1241 % | 2,827.3 |
| FixedReset Prem | 6.41 % | 5.61 % | 175,352 | 3.74 | 7 | 0.1607 % | 2,585.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0598 % | 2,717.7 |
| FixedReset Ins Non | 5.24 % | 6.28 % | 85,875 | 13.46 | 14 | 0.3175 % | 2,805.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FFH.PR.F | FloatingReset | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 8.28 % |
| FTS.PR.G | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 21.30 Evaluated at bid price : 21.59 Bid-YTW : 6.41 % |
| BN.PF.D | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.33 % |
| MFC.PR.B | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 5.82 % |
| IFC.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.85 Evaluated at bid price : 23.90 Bid-YTW : 6.00 % |
| ENB.PF.K | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.49 Evaluated at bid price : 23.15 Bid-YTW : 6.84 % |
| CU.PR.F | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 6.07 % |
| IFC.PR.C | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 6.68 % |
| PWF.PR.E | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.14 Evaluated at bid price : 22.42 Bid-YTW : 6.17 % |
| IFC.PR.A | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.47 % |
| FFH.PR.D | FloatingReset | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.46 Evaluated at bid price : 22.70 Bid-YTW : 7.53 % |
| PWF.PR.L | Perpetual-Discount | 4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.15 % |
| PWF.PR.S | Perpetual-Discount | 19.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 6.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Disc | 225,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.58 Evaluated at bid price : 23.61 Bid-YTW : 5.57 % |
| TD.PF.C | FixedReset Disc | 60,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 22.33 Evaluated at bid price : 23.12 Bid-YTW : 5.72 % |
| ENB.PR.P | FixedReset Disc | 60,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 7.44 % |
| CM.PR.P | FixedReset Disc | 56,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 23.58 Evaluated at bid price : 24.52 Bid-YTW : 5.37 % |
| ENB.PF.A | FixedReset Disc | 55,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-04 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 7.65 % |
| BMO.PR.E | FixedReset Prem | 38,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 5.53 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 20.30 – 22.00 Spot Rate : 1.7000 Average : 1.1522 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 23.10 – 24.50 Spot Rate : 1.4000 Average : 1.1697 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 21.40 – 22.49 Spot Rate : 1.0900 Average : 0.8992 YTW SCENARIO |
| BN.PR.K | Floater | Quote: 11.27 – 11.72 Spot Rate : 0.4500 Average : 0.2778 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.79 – 19.44 Spot Rate : 0.6500 Average : 0.5264 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 22.05 – 22.70 Spot Rate : 0.6500 Average : 0.5513 YTW SCENARIO |