| 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 | 0.9246 % | 2,195.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9246 % | 4,210.8 |
| Floater | 8.67 % | 9.14 % | 30,434 | 10.19 | 4 | 0.9246 % | 2,426.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1921 % | 3,628.8 |
| SplitShare | 4.76 % | 5.11 % | 76,047 | 3.00 | 6 | -0.1921 % | 4,333.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1921 % | 3,381.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0555 % | 2,801.6 |
| Perpetual-Discount | 6.15 % | 6.27 % | 50,766 | 13.48 | 31 | -0.0555 % | 3,055.0 |
| FixedReset Disc | 5.47 % | 6.85 % | 99,364 | 12.64 | 58 | 0.1058 % | 2,699.3 |
| Insurance Straight | 6.00 % | 6.13 % | 60,730 | 13.66 | 21 | 0.0251 % | 3,019.7 |
| FloatingReset | 6.74 % | 6.78 % | 38,957 | 12.72 | 2 | 0.2177 % | 3,225.3 |
| FixedReset Prem | 6.39 % | 5.55 % | 170,842 | 3.70 | 7 | -0.0055 % | 2,592.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1058 % | 2,759.2 |
| FixedReset Ins Non | 5.24 % | 6.27 % | 71,537 | 13.49 | 14 | -0.0172 % | 2,801.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.S | Insurance Straight | -7.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.86 % |
| POW.PR.A | Perpetual-Discount | -5.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.61 % |
| MFC.PR.J | FixedReset Ins Non | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 22.53 Evaluated at bid price : 23.22 Bid-YTW : 6.27 % |
| ENB.PF.A | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 7.77 % |
| IFC.PR.F | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 22.00 Evaluated at bid price : 22.00 Bid-YTW : 6.13 % |
| BN.PR.B | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 11.64 Evaluated at bid price : 11.64 Bid-YTW : 9.17 % |
| CU.PR.D | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.15 % |
| GWO.PR.G | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 6.13 % |
| CU.PR.C | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.60 % |
| BN.PR.C | Floater | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 11.68 Evaluated at bid price : 11.68 Bid-YTW : 9.14 % |
| FFH.PR.E | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.47 % |
| BN.PF.C | Perpetual-Discount | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.57 % |
| BN.PF.D | Perpetual-Discount | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 6.54 % |
| MFC.PR.C | Insurance Straight | 5.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.X | FixedReset Disc | 159,786 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 15.86 Evaluated at bid price : 15.86 Bid-YTW : 7.85 % |
| BN.PR.T | FixedReset Disc | 111,871 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 7.79 % |
| TD.PF.A | FixedReset Disc | 106,218 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 22.23 Evaluated at bid price : 22.92 Bid-YTW : 5.76 % |
| BN.PF.G | FixedReset Disc | 98,143 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 7.61 % |
| MFC.PR.M | FixedReset Ins Non | 70,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 21.67 Evaluated at bid price : 22.05 Bid-YTW : 6.23 % |
| FFH.PR.C | FixedReset Disc | 66,311 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-21 Maturity Price : 24.06 Evaluated at bid price : 25.02 Bid-YTW : 6.33 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.S | Insurance Straight | Quote: 19.50 – 21.90 Spot Rate : 2.4000 Average : 1.5624 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 21.50 – 22.90 Spot Rate : 1.4000 Average : 0.8399 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 23.22 – 24.11 Spot Rate : 0.8900 Average : 0.5573 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 17.85 – 19.40 Spot Rate : 1.5500 Average : 1.2691 YTW SCENARIO |
| ENB.PR.A | Perpetual-Discount | Quote: 21.90 – 22.55 Spot Rate : 0.6500 Average : 0.4525 YTW SCENARIO |
| BN.PR.B | Floater | Quote: 11.64 – 12.17 Spot Rate : 0.5300 Average : 0.3401 YTW SCENARIO |