| 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 | 0.1006 % | 2,274.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1006 % | 4,361.6 |
| Floater | 7.67 % | 7.84 % | 34,847 | 11.61 | 4 | 0.1006 % | 2,513.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1369 % | 3,615.4 |
| SplitShare | 4.78 % | 4.80 % | 62,123 | 2.07 | 7 | -0.1369 % | 4,317.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1369 % | 3,368.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0336 % | 2,862.2 |
| Perpetual-Discount | 6.00 % | 6.16 % | 56,056 | 13.58 | 32 | -0.0336 % | 3,121.1 |
| FixedReset Disc | 5.40 % | 6.58 % | 104,854 | 12.87 | 53 | 0.2130 % | 2,785.9 |
| Insurance Straight | 5.96 % | 6.06 % | 65,963 | 13.87 | 21 | 0.3351 % | 3,037.2 |
| FloatingReset | 6.44 % | 6.14 % | 36,308 | 13.11 | 4 | 0.0351 % | 3,335.9 |
| FixedReset Prem | 6.03 % | 5.56 % | 198,951 | 13.76 | 9 | -0.0433 % | 2,599.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2130 % | 2,847.8 |
| FixedReset Ins Non | 5.15 % | 6.03 % | 87,973 | 13.81 | 14 | 0.2985 % | 2,854.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.N | Perpetual-Discount | -8.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 6.97 % |
| ENB.PF.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.43 % |
| BIP.PR.A | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 23.01 Evaluated at bid price : 23.76 Bid-YTW : 6.81 % |
| RY.PR.N | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.10 % |
| PWF.PR.T | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 22.02 Evaluated at bid price : 22.50 Bid-YTW : 6.11 % |
| MFC.PR.L | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 22.03 Evaluated at bid price : 22.55 Bid-YTW : 5.93 % |
| ENB.PR.B | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 7.30 % |
| CCS.PR.C | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.06 % |
| GWO.PR.N | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 6.76 % |
| IFC.PR.C | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.46 Evaluated at bid price : 21.80 Bid-YTW : 6.20 % |
| CU.PR.F | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.86 % |
| MFC.PR.I | FixedReset Ins Non | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 23.11 Evaluated at bid price : 24.20 Bid-YTW : 6.07 % |
| CU.PR.D | Perpetual-Discount | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 5.87 % |
| PWF.PR.F | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 6.15 % |
| FFH.PR.K | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 23.02 Evaluated at bid price : 23.85 Bid-YTW : 6.58 % |
| CU.PR.H | Perpetual-Discount | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.80 Evaluated at bid price : 22.04 Bid-YTW : 6.01 % |
| FFH.PR.G | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.44 Evaluated at bid price : 21.75 Bid-YTW : 6.25 % |
| CU.PR.C | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.48 % |
| IFC.PR.E | Insurance Straight | 5.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.P | FixedReset Disc | 840,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 3.99 % |
| NA.PR.W | FixedReset Disc | 115,085 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-15 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.12 % |
| PWF.PR.A | Floater | 30,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 7.38 % |
| BN.PR.R | FixedReset Disc | 28,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 7.18 % |
| TD.PF.J | FixedReset Prem | 23,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 23.40 Evaluated at bid price : 25.22 Bid-YTW : 5.66 % |
| CM.PR.S | FixedReset Prem | 21,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-20 Maturity Price : 25.49 Evaluated at bid price : 25.49 Bid-YTW : 5.52 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PR.N | Perpetual-Discount | Quote: 17.15 – 18.70 Spot Rate : 1.5500 Average : 0.9088 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 24.92 – 25.88 Spot Rate : 0.9600 Average : 0.6760 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 22.83 – 23.45 Spot Rate : 0.6200 Average : 0.3573 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.22 – 21.13 Spot Rate : 0.9100 Average : 0.7366 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 24.20 – 24.80 Spot Rate : 0.6000 Average : 0.4368 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.50 – 20.21 Spot Rate : 0.7100 Average : 0.5724 YTW SCENARIO |