| 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 | 2.0029 % | 2,258.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0029 % | 4,331.0 |
| Floater | 8.43 % | 8.82 % | 29,922 | 10.48 | 4 | 2.0029 % | 2,495.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8296 % | 3,597.7 |
| SplitShare | 4.80 % | 4.18 % | 62,194 | 1.21 | 6 | -0.8296 % | 4,296.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8296 % | 3,352.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0641 % | 2,834.8 |
| Perpetual-Discount | 6.07 % | 6.23 % | 53,392 | 13.53 | 31 | 0.0641 % | 3,091.3 |
| FixedReset Disc | 5.42 % | 6.82 % | 104,546 | 12.61 | 57 | 0.2096 % | 2,741.5 |
| Insurance Straight | 5.98 % | 6.12 % | 60,607 | 13.61 | 21 | -0.3136 % | 3,027.2 |
| FloatingReset | 6.48 % | 6.71 % | 40,803 | 12.81 | 2 | 0.3181 % | 3,315.0 |
| FixedReset Prem | 6.39 % | 5.55 % | 174,568 | 3.45 | 7 | -0.3685 % | 2,591.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2096 % | 2,802.4 |
| FixedReset Ins Non | 5.19 % | 6.33 % | 83,592 | 13.46 | 14 | 0.0478 % | 2,829.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -5.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.57 % |
| PVS.PR.K | SplitShare | -5.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.51 Bid-YTW : 5.99 % |
| CU.PR.F | Perpetual-Discount | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.30 % |
| BN.PR.T | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.83 % |
| PWF.PR.T | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 21.89 Evaluated at bid price : 22.30 Bid-YTW : 6.33 % |
| RY.PR.S | FixedReset Prem | -1.89 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.51 % |
| FTS.PR.K | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.92 % |
| MIC.PR.A | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.56 % |
| PWF.PR.S | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 6.24 % |
| IFC.PR.F | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 21.77 Evaluated at bid price : 21.77 Bid-YTW : 6.21 % |
| BN.PF.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 22.92 Evaluated at bid price : 24.10 Bid-YTW : 6.60 % |
| BN.PR.X | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.65 % |
| CU.PR.D | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.99 % |
| SLF.PR.E | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.62 % |
| BIP.PR.A | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 22.71 Evaluated at bid price : 23.40 Bid-YTW : 7.19 % |
| BN.PF.G | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 7.41 % |
| PWF.PR.P | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 7.37 % |
| BN.PR.K | Floater | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 12.12 Evaluated at bid price : 12.12 Bid-YTW : 8.82 % |
| BN.PR.B | Floater | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 12.12 Evaluated at bid price : 12.12 Bid-YTW : 8.82 % |
| BN.PR.C | Floater | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 12.12 Evaluated at bid price : 12.12 Bid-YTW : 8.82 % |
| CU.PR.G | Perpetual-Discount | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.11 % |
| BN.PR.Z | FixedReset Disc | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 21.30 Evaluated at bid price : 21.59 Bid-YTW : 7.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.I | FixedReset Ins Non | 335,514 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 23.02 Evaluated at bid price : 24.03 Bid-YTW : 6.28 % |
| MFC.PR.B | Insurance Straight | 123,540 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.91 % |
| BN.PF.F | FixedReset Disc | 110,799 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 7.46 % |
| MFC.PR.M | FixedReset Ins Non | 80,737 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 21.68 Evaluated at bid price : 22.06 Bid-YTW : 6.33 % |
| BN.PF.I | FixedReset Disc | 64,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 22.85 Evaluated at bid price : 23.55 Bid-YTW : 7.31 % |
| TD.PF.A | FixedReset Disc | 32,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-28 Maturity Price : 22.26 Evaluated at bid price : 22.97 Bid-YTW : 5.81 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.T | Insurance Straight | Quote: 20.00 – 21.45 Spot Rate : 1.4500 Average : 0.8943 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 23.51 – 24.89 Spot Rate : 1.3800 Average : 0.8390 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.61 – 21.75 Spot Rate : 1.1400 Average : 0.7664 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 21.16 – 22.15 Spot Rate : 0.9900 Average : 0.6994 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 17.00 – 17.71 Spot Rate : 0.7100 Average : 0.4221 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.00 – 18.81 Spot Rate : 0.8100 Average : 0.5289 YTW SCENARIO |