| 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 | 0.5021 % | 2,287.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5021 % | 4,387.1 |
| Floater | 7.62 % | 7.86 % | 38,455 | 11.57 | 4 | 0.5021 % | 2,528.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4675 % | 3,638.5 |
| SplitShare | 4.75 % | 4.42 % | 56,909 | 1.12 | 7 | 0.4675 % | 4,345.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4675 % | 3,390.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4356 % | 2,876.5 |
| Perpetual-Discount | 5.97 % | 6.12 % | 54,031 | 13.68 | 32 | 0.4356 % | 3,136.6 |
| FixedReset Disc | 5.37 % | 6.57 % | 98,112 | 12.72 | 53 | 0.4123 % | 2,801.2 |
| Insurance Straight | 5.97 % | 6.05 % | 64,267 | 13.82 | 21 | -0.0568 % | 3,033.0 |
| FloatingReset | 6.44 % | 6.38 % | 42,986 | 13.36 | 4 | 0.3517 % | 3,337.1 |
| FixedReset Prem | 6.02 % | 5.57 % | 187,167 | 13.56 | 9 | 0.0954 % | 2,602.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4123 % | 2,863.4 |
| FixedReset Ins Non | 5.24 % | 5.99 % | 77,918 | 13.82 | 14 | 0.5316 % | 2,884.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 23.09 Evaluated at bid price : 23.86 Bid-YTW : 6.81 % |
| IFC.PR.I | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.97 Evaluated at bid price : 22.25 Bid-YTW : 6.10 % |
| ENB.PR.A | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.04 % |
| BIP.PR.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 22.82 Evaluated at bid price : 23.75 Bid-YTW : 6.49 % |
| SLF.PR.G | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 6.57 % |
| IFC.PR.C | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.55 Evaluated at bid price : 21.93 Bid-YTW : 6.20 % |
| FTS.PR.J | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 5.90 % |
| FTS.PR.G | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.81 Evaluated at bid price : 22.14 Bid-YTW : 6.15 % |
| GWO.PR.N | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 6.69 % |
| GWO.PR.M | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 23.82 Evaluated at bid price : 24.07 Bid-YTW : 6.06 % |
| PWF.PR.T | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 22.29 Evaluated at bid price : 22.93 Bid-YTW : 6.02 % |
| BN.PR.T | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 7.17 % |
| FTS.PR.F | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 5.82 % |
| PWF.PR.Z | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 6.14 % |
| CU.PR.H | Perpetual-Discount | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.92 % |
| ENB.PF.A | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 7.09 % |
| BN.PF.I | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.44 Bid-YTW : 6.52 % |
| BIP.PR.B | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 5.28 % |
| POW.PR.C | Perpetual-Discount | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 23.61 Evaluated at bid price : 23.88 Bid-YTW : 6.09 % |
| BN.PF.E | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.87 % |
| IFC.PR.A | FixedReset Ins Non | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.P | FixedReset Disc | 47,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 3.69 % |
| NA.PR.W | FixedReset Disc | 38,881 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-15 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.05 % |
| PWF.PR.P | FixedReset Disc | 26,979 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 7.03 % |
| TD.PF.C | FixedReset Disc | 18,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.22 % |
| FFH.PR.E | FixedReset Disc | 16,765 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 21.71 Evaluated at bid price : 22.11 Bid-YTW : 5.84 % |
| PWF.PF.A | Perpetual-Discount | 14,211 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-30 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.09 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| ENB.PR.H | FixedReset Disc | Quote: 20.35 – 22.22 Spot Rate : 1.8700 Average : 1.0354 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 22.15 – 23.85 Spot Rate : 1.7000 Average : 0.9825 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.00 – 22.65 Spot Rate : 1.6500 Average : 1.0325 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 23.65 – 25.00 Spot Rate : 1.3500 Average : 0.8016 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.12 – 20.40 Spot Rate : 1.2800 Average : 0.8177 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 24.87 – 25.88 Spot Rate : 1.0100 Average : 0.6967 YTW SCENARIO |