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| 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 | -0.1604 % | 2,275.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1604 % | 4,365.1 |
| Floater | 7.66 % | 7.90 % | 40,099 | 11.54 | 4 | -0.1604 % | 2,515.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,630.6 |
| SplitShare | 4.76 % | 4.41 % | 60,161 | 2.05 | 7 | 0.2223 % | 4,335.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2223 % | 3,382.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2511 % | 2,861.3 |
| Perpetual-Discount | 6.00 % | 6.13 % | 55,945 | 13.70 | 32 | -0.2511 % | 3,120.1 |
| FixedReset Disc | 5.39 % | 6.62 % | 100,213 | 12.57 | 53 | 0.1431 % | 2,791.0 |
| Insurance Straight | 5.95 % | 6.03 % | 65,298 | 13.86 | 21 | 0.0386 % | 3,040.5 |
| FloatingReset | 6.43 % | 6.37 % | 37,750 | 13.39 | 4 | -0.1167 % | 3,336.3 |
| FixedReset Prem | 6.03 % | 5.65 % | 191,638 | 13.68 | 9 | -0.0521 % | 2,597.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1431 % | 2,853.0 |
| FixedReset Ins Non | 5.30 % | 6.08 % | 80,009 | 13.71 | 14 | 0.0576 % | 2,850.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -4.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.22 % |
| ENB.PF.E | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 7.70 % |
| CU.PR.D | Perpetual-Discount | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 6.00 % |
| BN.PF.G | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.07 % |
| PWF.PR.Z | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.24 % |
| TD.PF.J | FixedReset Prem | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 23.29 Evaluated at bid price : 24.90 Bid-YTW : 5.81 % |
| BN.PF.A | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 22.85 Evaluated at bid price : 23.94 Bid-YTW : 6.43 % |
| FTS.PR.M | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.75 % |
| PWF.PR.H | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 6.27 % |
| FFH.PR.G | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 21.44 Evaluated at bid price : 21.75 Bid-YTW : 6.33 % |
| FFH.PR.I | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 22.09 Evaluated at bid price : 22.75 Bid-YTW : 6.31 % |
| POW.PR.A | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.09 % |
| PWF.PR.L | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.18 % |
| TD.PF.C | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 3.94 % |
| BIP.PR.B | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 4.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.A | Floater | 102,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-24 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 7.27 % |
| TD.PF.C | FixedReset Disc | 32,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 3.94 % |
| NA.PR.W | FixedReset Disc | 14,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-15 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 4.15 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 19.25 – 20.93 Spot Rate : 1.6800 Average : 0.9790 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.67 – 22.00 Spot Rate : 1.3300 Average : 0.9325 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.75 – 17.10 Spot Rate : 1.3500 Average : 1.0176 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 17.75 – 18.80 Spot Rate : 1.0500 Average : 0.7635 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 20.70 – 21.50 Spot Rate : 0.8000 Average : 0.5346 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 20.42 – 21.10 Spot Rate : 0.6800 Average : 0.4435 YTW SCENARIO |