| 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 | -0.3898 % | 2,219.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3898 % | 4,256.4 |
| Floater | 8.58 % | 9.04 % | 30,027 | 10.27 | 4 | -0.3898 % | 2,453.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1792 % | 3,621.8 |
| SplitShare | 4.77 % | 4.61 % | 75,294 | 3.03 | 6 | -0.1792 % | 4,325.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1792 % | 3,374.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0583 % | 2,818.3 |
| Perpetual-Discount | 6.11 % | 6.27 % | 53,078 | 13.49 | 31 | 0.0583 % | 3,073.2 |
| FixedReset Disc | 5.45 % | 6.89 % | 98,022 | 12.57 | 57 | 0.2738 % | 2,729.0 |
| Insurance Straight | 5.98 % | 6.13 % | 63,394 | 13.60 | 21 | -0.1706 % | 3,029.0 |
| FloatingReset | 6.55 % | 6.74 % | 41,005 | 12.77 | 2 | 0.1068 % | 3,282.8 |
| FixedReset Prem | 6.36 % | 5.60 % | 182,356 | 3.45 | 7 | 0.2478 % | 2,604.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2738 % | 2,789.6 |
| FixedReset Ins Non | 5.21 % | 6.33 % | 79,156 | 13.43 | 14 | 0.1851 % | 2,821.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.G | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 22.76 Evaluated at bid price : 23.71 Bid-YTW : 6.22 % |
| BN.PR.Z | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 7.60 % |
| BIP.PR.F | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 22.56 Evaluated at bid price : 23.41 Bid-YTW : 6.75 % |
| BIP.PR.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 22.71 Evaluated at bid price : 23.55 Bid-YTW : 6.81 % |
| ENB.PR.A | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.28 % |
| FTS.PR.M | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 6.92 % |
| BN.PF.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 7.49 % |
| FFH.PR.G | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.66 % |
| BN.PR.T | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 7.67 % |
| FFH.PR.I | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.76 Evaluated at bid price : 22.23 Bid-YTW : 6.66 % |
| FTS.PR.H | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 7.35 % |
| GWO.PR.N | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 7.21 % |
| BN.PF.I | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 22.86 Evaluated at bid price : 23.56 Bid-YTW : 7.30 % |
| CU.PR.C | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.81 % |
| FFH.PR.E | FixedReset Disc | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.37 Evaluated at bid price : 21.65 Bid-YTW : 6.22 % |
| IFC.PR.A | FixedReset Ins Non | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 6.33 % |
| CU.PR.F | Perpetual-Discount | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.P | Insurance Straight | 223,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 6.20 % |
| BN.PR.M | Perpetual-Discount | 204,627 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.51 % |
| BN.PF.H | FixedReset Disc | 155,074 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 6.55 % |
| GWO.PR.S | Insurance Straight | 153,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 21.27 Evaluated at bid price : 21.54 Bid-YTW : 6.19 % |
| BN.PR.T | FixedReset Disc | 135,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 7.67 % |
| MFC.PR.K | FixedReset Ins Non | 105,503 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 22.86 Evaluated at bid price : 23.98 Bid-YTW : 5.86 % |
| CM.PR.Q | FixedReset Disc | 100,516 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-26 Maturity Price : 23.97 Evaluated at bid price : 24.55 Bid-YTW : 6.02 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.E | FixedReset Disc | Quote: 23.55 – 25.10 Spot Rate : 1.5500 Average : 1.1781 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 18.90 – 20.46 Spot Rate : 1.5600 Average : 1.2069 YTW SCENARIO |
| BN.PR.K | Floater | Quote: 11.80 – 12.40 Spot Rate : 0.6000 Average : 0.3611 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.71 – 24.50 Spot Rate : 0.7900 Average : 0.5603 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 19.47 – 20.00 Spot Rate : 0.5300 Average : 0.3297 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.72 – 21.25 Spot Rate : 0.5300 Average : 0.3564 YTW SCENARIO |