| 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 | 0.1414 % | 2,266.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1414 % | 4,346.7 |
| Floater | 8.40 % | 8.76 % | 27,988 | 10.52 | 4 | 0.1414 % | 2,505.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0741 % | 3,620.1 |
| SplitShare | 4.78 % | 4.22 % | 67,062 | 1.20 | 7 | -0.0741 % | 4,323.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0741 % | 3,373.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0796 % | 2,839.3 |
| Perpetual-Discount | 6.05 % | 6.25 % | 50,847 | 13.50 | 32 | -0.0796 % | 3,096.1 |
| FixedReset Disc | 5.48 % | 6.73 % | 104,823 | 12.83 | 53 | 0.2464 % | 2,743.3 |
| Insurance Straight | 6.02 % | 6.13 % | 60,173 | 13.76 | 21 | -1.0977 % | 3,009.1 |
| FloatingReset | 6.71 % | 6.37 % | 33,118 | 12.38 | 4 | 0.4691 % | 3,340.2 |
| FixedReset Prem | 6.13 % | 5.50 % | 173,466 | 3.73 | 10 | 0.1479 % | 2,599.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2464 % | 2,804.2 |
| FixedReset Ins Non | 5.21 % | 6.06 % | 83,841 | 13.76 | 14 | 0.3501 % | 2,821.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -5.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 15.72 Evaluated at bid price : 15.72 Bid-YTW : 6.63 % |
| SLF.PR.E | Insurance Straight | -4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.93 % |
| PWF.PR.F | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.29 % |
| PVS.PR.J | SplitShare | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.89 % |
| GWO.PR.Q | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 6.19 % |
| PWF.PR.T | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 22.02 Evaluated at bid price : 22.50 Bid-YTW : 6.06 % |
| ENB.PR.F | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.43 % |
| BIP.PR.B | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.52 % |
| BN.PF.J | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 22.69 Evaluated at bid price : 23.45 Bid-YTW : 6.61 % |
| FFH.PR.K | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 23.14 Evaluated at bid price : 24.10 Bid-YTW : 6.55 % |
| FFH.PR.F | FloatingReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 22.09 Evaluated at bid price : 22.35 Bid-YTW : 6.37 % |
| ENB.PF.G | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 7.57 % |
| BN.PF.A | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 22.99 Evaluated at bid price : 24.26 Bid-YTW : 6.35 % |
| BN.PR.Z | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.26 % |
| BN.PF.E | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 7.19 % |
| IFC.PR.A | FixedReset Ins Non | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.09 % |
| IFC.PR.C | FixedReset Ins Non | 4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.T | FixedReset Disc | 49,763 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.17 % |
| FFH.PR.E | FixedReset Disc | 48,374 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 21.99 Evaluated at bid price : 22.55 Bid-YTW : 5.68 % |
| FFH.PR.D | FloatingReset | 36,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 4.56 % |
| BN.PF.F | FixedReset Disc | 31,191 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 7.22 % |
| SLF.PR.H | FixedReset Ins Non | 27,184 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 6.47 % |
| CM.PR.P | FixedReset Disc | 26,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-03 Maturity Price : 23.71 Evaluated at bid price : 24.72 Bid-YTW : 5.25 % |
| 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.PR.M | Perpetual-Discount | Quote: 19.00 – 20.90 Spot Rate : 1.9000 Average : 1.2104 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 23.30 – 24.60 Spot Rate : 1.3000 Average : 0.8840 YTW SCENARIO |
| PWF.PR.H | Perpetual-Discount | Quote: 23.27 – 24.25 Spot Rate : 0.9800 Average : 0.6522 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 15.72 – 16.72 Spot Rate : 1.0000 Average : 0.7233 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.00 – 20.28 Spot Rate : 1.2800 Average : 1.0091 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 24.65 – 25.50 Spot Rate : 0.8500 Average : 0.5821 YTW SCENARIO |