| 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 | 0.4620 % | 2,285.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4620 % | 4,384.4 |
| Floater | 8.33 % | 8.68 % | 27,821 | 10.59 | 4 | 0.4620 % | 2,526.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6152 % | 3,601.9 |
| SplitShare | 4.80 % | 4.78 % | 68,159 | 1.19 | 7 | -0.6152 % | 4,301.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6152 % | 3,356.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0766 % | 2,840.2 |
| Perpetual-Discount | 6.05 % | 6.26 % | 49,781 | 13.49 | 32 | -0.0766 % | 3,097.1 |
| FixedReset Disc | 5.48 % | 6.78 % | 103,808 | 12.85 | 53 | -0.0608 % | 2,742.8 |
| Insurance Straight | 6.06 % | 6.13 % | 59,251 | 13.76 | 21 | -0.7429 % | 2,987.0 |
| FloatingReset | 6.63 % | 6.24 % | 34,294 | 12.54 | 4 | 0.9424 % | 3,382.7 |
| FixedReset Prem | 6.14 % | 5.60 % | 184,941 | 3.72 | 10 | 0.0935 % | 2,593.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0608 % | 2,803.7 |
| FixedReset Ins Non | 5.19 % | 6.09 % | 86,152 | 13.79 | 14 | 0.7943 % | 2,829.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -18.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.60 % |
| BN.PR.R | FixedReset Disc | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 7.64 % |
| PVS.PR.J | SplitShare | -1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.90 % |
| ENB.PF.G | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.67 % |
| PVS.PR.L | SplitShare | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.45 % |
| FTS.PR.M | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.78 % |
| FFH.PR.E | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 22.25 Evaluated at bid price : 22.98 Bid-YTW : 5.56 % |
| FFH.PR.F | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 22.54 Evaluated at bid price : 22.83 Bid-YTW : 6.24 % |
| CU.PR.F | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.96 % |
| BN.PF.J | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 22.53 Evaluated at bid price : 23.16 Bid-YTW : 6.70 % |
| BN.PR.Z | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.09 % |
| FFH.PR.H | FloatingReset | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 21.85 Evaluated at bid price : 22.15 Bid-YTW : 6.90 % |
| TD.PF.J | FixedReset Prem | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 23.38 Evaluated at bid price : 25.16 Bid-YTW : 5.63 % |
| SLF.PR.H | FixedReset Ins Non | 12.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 69,539 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 22.69 Evaluated at bid price : 23.83 Bid-YTW : 5.45 % |
| ENB.PR.Y | FixedReset Disc | 59,908 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.47 % |
| MFC.PR.F | FixedReset Ins Non | 50,229 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 6.27 % |
| FFH.PR.G | FixedReset Disc | 27,629 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.40 % |
| GWO.PR.N | FixedReset Ins Non | 21,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 6.64 % |
| CM.PR.S | FixedReset Prem | 18,964 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-05 Maturity Price : 25.21 Evaluated at bid price : 25.21 Bid-YTW : 5.53 % |
| There were 9 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: 17.00 – 21.10 Spot Rate : 4.1000 Average : 2.2250 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 21.75 – 22.70 Spot Rate : 0.9500 Average : 0.5923 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 23.37 – 24.60 Spot Rate : 1.2300 Average : 0.8918 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 16.70 – 17.89 Spot Rate : 1.1900 Average : 0.8700 YTW SCENARIO |
| ENB.PR.N | FixedReset Disc | Quote: 21.59 – 22.25 Spot Rate : 0.6600 Average : 0.3806 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 21.78 – 23.00 Spot Rate : 1.2200 Average : 0.9900 YTW SCENARIO |