| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.1702 % | 2,151.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1702 % | 4,126.7 |
| Floater | 8.85 % | 9.39 % | 31,924 | 9.99 | 4 | 0.1702 % | 2,378.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3402 % | 3,621.6 |
| SplitShare | 4.77 % | 5.13 % | 73,345 | 2.14 | 6 | 0.3402 % | 4,324.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3402 % | 3,374.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5717 % | 2,821.7 |
| Perpetual-Discount | 6.10 % | 6.25 % | 49,614 | 13.53 | 31 | 0.5717 % | 3,076.9 |
| FixedReset Disc | 5.55 % | 6.94 % | 90,775 | 12.52 | 58 | 0.2814 % | 2,663.3 |
| Insurance Straight | 5.95 % | 6.11 % | 62,218 | 13.68 | 21 | 0.1908 % | 3,043.0 |
| FloatingReset | 7.59 % | 7.29 % | 29,059 | 12.12 | 2 | -0.4139 % | 2,865.9 |
| FixedReset Prem | 6.36 % | 5.55 % | 169,195 | 3.72 | 7 | 0.2867 % | 2,602.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2814 % | 2,722.4 |
| FixedReset Ins Non | 5.24 % | 6.25 % | 75,697 | 13.48 | 14 | 0.9308 % | 2,805.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.G | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 6.31 % |
| BN.PF.F | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.40 % |
| GWO.PR.M | Insurance Straight | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 6.25 % |
| PWF.PR.S | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.17 % |
| MIC.PR.A | Perpetual-Discount | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.54 % |
| CU.PR.F | Perpetual-Discount | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 6.11 % |
| BIP.PR.B | FixedReset Disc | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 23.64 Evaluated at bid price : 24.13 Bid-YTW : 7.76 % |
| RY.PR.O | Perpetual-Discount | 7.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 23.53 Evaluated at bid price : 23.81 Bid-YTW : 5.15 % |
| IFC.PR.C | FixedReset Ins Non | 10.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.F | Perpetual-Discount | 93,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 6.11 % |
| FTS.PR.M | FixedReset Disc | 31,815 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.86 % |
| PVS.PR.L | SplitShare | 23,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 5.13 % |
| ENB.PF.C | FixedReset Disc | 19,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.87 % |
| PWF.PF.A | Perpetual-Discount | 19,217 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 6.21 % |
| ENB.PR.T | FixedReset Disc | 15,439 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-14 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 7.31 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 24.21 – 25.21 Spot Rate : 1.0000 Average : 0.5569 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 18.30 – 18.80 Spot Rate : 0.5000 Average : 0.3259 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 23.40 – 23.78 Spot Rate : 0.3800 Average : 0.2398 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 18.85 – 19.29 Spot Rate : 0.4400 Average : 0.3240 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 23.55 – 23.85 Spot Rate : 0.3000 Average : 0.2072 YTW SCENARIO |
| BN.PF.H | FixedReset Disc | Quote: 23.90 – 24.40 Spot Rate : 0.5000 Average : 0.4072 YTW SCENARIO |