| 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 | -0.4049 % | 2,248.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4049 % | 4,313.4 |
| Floater | 8.47 % | 8.81 % | 30,071 | 10.48 | 4 | -0.4049 % | 2,485.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4551 % | 3,614.1 |
| SplitShare | 4.78 % | 4.65 % | 71,984 | 1.21 | 6 | 0.4551 % | 4,316.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4551 % | 3,367.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4545 % | 2,847.7 |
| Perpetual-Discount | 6.05 % | 6.21 % | 51,468 | 13.55 | 31 | 0.4545 % | 3,105.3 |
| FixedReset Disc | 5.43 % | 6.67 % | 105,481 | 12.83 | 57 | -0.1816 % | 2,736.5 |
| Insurance Straight | 5.97 % | 6.13 % | 60,527 | 13.63 | 21 | 0.2188 % | 3,033.9 |
| FloatingReset | 6.45 % | 1.64 % | 44,192 | 0.09 | 2 | -0.1691 % | 3,309.4 |
| FixedReset Prem | 6.38 % | 5.53 % | 174,473 | 3.73 | 7 | 0.1656 % | 2,596.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1816 % | 2,797.3 |
| FixedReset Ins Non | 5.18 % | 6.11 % | 84,002 | 13.70 | 14 | 0.2252 % | 2,835.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | -6.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 7.75 % |
| SLF.PR.E | Insurance Straight | -5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.93 % |
| CCS.PR.C | Insurance Straight | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.23 % |
| BN.PR.B | Floater | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 9.06 % |
| PVS.PR.J | SplitShare | -2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.87 % |
| BN.PF.F | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.44 % |
| BN.PR.Z | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 7.24 % |
| FFH.PR.F | FloatingReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.85 Evaluated at bid price : 21.85 Bid-YTW : 6.54 % |
| BN.PF.H | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 24.19 Evaluated at bid price : 24.61 Bid-YTW : 7.23 % |
| BN.PF.G | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 7.26 % |
| PWF.PR.F | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 6.22 % |
| IFC.PR.F | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 22.00 Evaluated at bid price : 22.00 Bid-YTW : 6.14 % |
| SLF.PR.H | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.54 % |
| IFC.PR.E | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.95 Evaluated at bid price : 21.95 Bid-YTW : 6.04 % |
| FTS.PR.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 6.65 % |
| MIC.PR.A | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.47 % |
| BIK.PR.A | FixedReset Prem | 1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-04-01 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 5.78 % |
| BN.PR.N | Perpetual-Discount | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.33 % |
| PWF.PR.S | Perpetual-Discount | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.12 % |
| CU.PR.F | Perpetual-Discount | 4.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 6.01 % |
| PVS.PR.K | SplitShare | 5.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 4.65 % |
| GWO.PR.T | Insurance Straight | 6.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 229,768 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 22.24 Evaluated at bid price : 22.93 Bid-YTW : 5.67 % |
| FFH.PR.C | FixedReset Disc | 103,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.31 % |
| MFC.PR.M | FixedReset Ins Non | 75,508 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 21.68 Evaluated at bid price : 22.06 Bid-YTW : 6.10 % |
| FFH.PR.D | FloatingReset | 64,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 1.64 % |
| BMO.PR.E | FixedReset Prem | 48,640 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 5.53 % |
| ENB.PF.C | FixedReset Disc | 36,268 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-29 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 7.56 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.E | FixedReset Disc | Quote: 18.11 – 19.45 Spot Rate : 1.3400 Average : 0.7634 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 18.45 – 19.95 Spot Rate : 1.5000 Average : 0.9638 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.00 – 20.35 Spot Rate : 1.3500 Average : 0.8896 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.47 – 20.50 Spot Rate : 1.0300 Average : 0.6717 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.11 – 20.99 Spot Rate : 0.8800 Average : 0.5399 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 20.09 – 21.00 Spot Rate : 0.9100 Average : 0.5930 YTW SCENARIO |