| 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 | 0.0000 % | 2,275.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,365.1 |
| Floater | 7.66 % | 7.92 % | 38,531 | 11.51 | 4 | 0.0000 % | 2,515.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2502 % | 3,621.5 |
| SplitShare | 4.77 % | 4.81 % | 58,179 | 2.05 | 7 | -0.2502 % | 4,324.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2502 % | 3,374.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0951 % | 2,864.0 |
| Perpetual-Discount | 6.00 % | 6.15 % | 55,991 | 13.66 | 32 | 0.0951 % | 3,123.0 |
| FixedReset Disc | 5.39 % | 6.67 % | 99,466 | 12.65 | 53 | -0.0485 % | 2,789.7 |
| Insurance Straight | 5.97 % | 6.05 % | 64,355 | 13.85 | 21 | -0.1884 % | 3,034.8 |
| FloatingReset | 6.45 % | 6.09 % | 39,673 | 13.08 | 4 | -0.3272 % | 3,325.4 |
| FixedReset Prem | 6.03 % | 5.62 % | 189,750 | 13.40 | 9 | 0.1172 % | 2,600.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0485 % | 2,851.6 |
| FixedReset Ins Non | 5.27 % | 6.05 % | 79,018 | 13.74 | 14 | 0.6399 % | 2,869.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.C | Perpetual-Discount | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 23.17 Evaluated at bid price : 23.43 Bid-YTW : 6.20 % |
| BIP.PR.B | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.62 Bid-YTW : 7.08 % |
| ENB.PR.D | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 7.39 % |
| BN.PF.J | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 22.47 Evaluated at bid price : 23.05 Bid-YTW : 6.73 % |
| FTS.PR.J | Perpetual-Discount | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.96 % |
| PVS.PR.K | SplitShare | -1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.74 Bid-YTW : 4.81 % |
| BN.PF.I | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 23.13 Evaluated at bid price : 24.05 Bid-YTW : 6.95 % |
| FFH.PR.F | FloatingReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 21.83 Evaluated at bid price : 22.10 Bid-YTW : 6.07 % |
| GWO.PR.M | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 23.51 Evaluated at bid price : 23.78 Bid-YTW : 6.13 % |
| POW.PR.A | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.17 % |
| ENB.PR.J | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.20 % |
| ENB.PR.N | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 22.25 Evaluated at bid price : 22.84 Bid-YTW : 6.61 % |
| PWF.PR.H | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 6.21 % |
| ENB.PR.A | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.98 % |
| PWF.PR.G | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 6.16 % |
| FTS.PR.M | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.67 % |
| GWO.PR.N | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.83 % |
| BN.PF.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 6.98 % |
| POW.PR.D | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.09 % |
| MFC.PR.M | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 21.94 Evaluated at bid price : 22.44 Bid-YTW : 6.12 % |
| MFC.PR.J | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 23.26 Evaluated at bid price : 24.75 Bid-YTW : 5.81 % |
| FTS.PR.H | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 7.01 % |
| CU.PR.D | Perpetual-Discount | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.89 % |
| ENB.PF.E | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.55 % |
| SLF.PR.G | FixedReset Ins Non | 4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 6.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 42,450 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.86 % |
| ENB.PF.C | FixedReset Disc | 30,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.42 % |
| FFH.PR.F | FloatingReset | 25,146 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 21.83 Evaluated at bid price : 22.10 Bid-YTW : 6.07 % |
| NA.PR.W | FixedReset Disc | 24,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-15 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.10 % |
| FTS.PR.H | FixedReset Disc | 20,638 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 7.01 % |
| PWF.PF.A | Perpetual-Discount | 17,098 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-27 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.11 % |
| There were 1 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PR.X | FixedReset Disc | Quote: 16.50 – 17.95 Spot Rate : 1.4500 Average : 0.9573 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 19.25 – 20.93 Spot Rate : 1.6800 Average : 1.3456 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 23.78 – 24.50 Spot Rate : 0.7200 Average : 0.4599 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 23.05 – 24.00 Spot Rate : 0.9500 Average : 0.7337 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 24.62 – 25.40 Spot Rate : 0.7800 Average : 0.5685 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 18.90 – 19.95 Spot Rate : 1.0500 Average : 0.9071 YTW SCENARIO |