| 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 | 1.2800 % | 2,314.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2800 % | 4,439.7 |
| Floater | 7.53 % | 7.84 % | 35,461 | 11.58 | 4 | 1.2800 % | 2,558.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4913 % | 3,624.7 |
| SplitShare | 4.78 % | 4.57 % | 51,187 | 0.79 | 8 | -0.4913 % | 4,328.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4913 % | 3,377.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7460 % | 2,923.2 |
| Perpetual-Discount | 5.87 % | 6.03 % | 54,651 | 13.82 | 32 | 0.7460 % | 3,187.6 |
| FixedReset Disc | 5.36 % | 6.44 % | 91,866 | 12.95 | 50 | 0.3481 % | 2,841.3 |
| Insurance Straight | 5.81 % | 5.91 % | 62,876 | 14.03 | 21 | 1.0994 % | 3,115.3 |
| FloatingReset | 6.36 % | 6.46 % | 37,792 | 13.24 | 3 | 0.2941 % | 3,376.1 |
| FixedReset Prem | 5.66 % | 5.44 % | 172,272 | 3.39 | 12 | -0.3998 % | 2,602.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3481 % | 2,904.4 |
| FixedReset Ins Non | 5.18 % | 5.94 % | 73,734 | 13.92 | 14 | 0.9147 % | 2,918.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.I | FixedReset Ins Non | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 23.12 Evaluated at bid price : 24.21 Bid-YTW : 6.08 % |
| PVS.PR.L | SplitShare | -1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 5.51 % |
| PVS.PR.J | SplitShare | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 5.04 % |
| GWO.PR.R | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.02 % |
| SLF.PR.E | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.51 % |
| BN.PF.G | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 6.79 % |
| POW.PR.G | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 6.06 % |
| GWO.PR.Y | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.91 % |
| PWF.PR.K | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 6.02 % |
| PWF.PR.T | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.28 Evaluated at bid price : 22.91 Bid-YTW : 6.01 % |
| NA.PR.G | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-16 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 5.60 % |
| BIP.PR.F | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.66 Evaluated at bid price : 23.58 Bid-YTW : 6.43 % |
| IFC.PR.C | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.36 Evaluated at bid price : 21.67 Bid-YTW : 6.25 % |
| ENB.PR.F | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.07 % |
| IFC.PR.F | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.47 Evaluated at bid price : 22.75 Bid-YTW : 5.86 % |
| IFC.PR.K | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.26 Evaluated at bid price : 22.65 Bid-YTW : 5.82 % |
| BN.PF.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.69 % |
| SLF.PR.J | FloatingReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 6.87 % |
| BN.PR.R | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 7.02 % |
| MFC.PR.N | FixedReset Ins Non | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 6.06 % |
| ENB.PR.N | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.62 Evaluated at bid price : 23.50 Bid-YTW : 6.35 % |
| MFC.PR.F | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.16 % |
| CU.PR.J | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 5.92 % |
| CU.PR.G | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.78 % |
| SLF.PR.D | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.50 % |
| GWO.PR.T | Insurance Straight | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.75 Evaluated at bid price : 21.75 Bid-YTW : 5.97 % |
| PWF.PR.Z | Perpetual-Discount | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.90 Evaluated at bid price : 21.90 Bid-YTW : 6.00 % |
| GWO.PR.G | Insurance Straight | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 5.97 % |
| CU.PR.F | Perpetual-Discount | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 5.73 % |
| IFC.PR.E | Insurance Straight | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.49 Evaluated at bid price : 22.76 Bid-YTW : 5.75 % |
| GWO.PR.Q | Insurance Straight | 3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.97 % |
| PWF.PR.L | Perpetual-Discount | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.37 Evaluated at bid price : 21.64 Bid-YTW : 6.00 % |
| CU.PR.H | Perpetual-Discount | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.96 % |
| GWO.PR.N | FixedReset Ins Non | 3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 6.55 % |
| PWF.PR.A | Floater | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 13.88 Evaluated at bid price : 13.88 Bid-YTW : 7.01 % |
| MFC.PR.B | Insurance Straight | 4.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.70 % |
| SLF.PR.G | FixedReset Ins Non | 8.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.I | FixedReset Disc | 50,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.48 Evaluated at bid price : 23.00 Bid-YTW : 6.18 % |
| BN.PF.B | FixedReset Disc | 50,301 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 22.02 Evaluated at bid price : 22.51 Bid-YTW : 6.44 % |
| MFC.PR.N | FixedReset Ins Non | 37,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 6.06 % |
| ENB.PR.P | FixedReset Disc | 36,008 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.93 % |
| ENB.PF.A | FixedReset Disc | 25,775 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 7.02 % |
| ENB.PR.Y | FixedReset Disc | 21,906 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-06 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 7.18 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Insurance Straight | Quote: 19.36 – 21.84 Spot Rate : 2.4800 Average : 1.5552 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 22.65 – 24.63 Spot Rate : 1.9800 Average : 1.2027 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 19.00 – 20.39 Spot Rate : 1.3900 Average : 0.8766 YTW SCENARIO |
| ENB.PR.A | Perpetual-Discount | Quote: 23.50 – 24.59 Spot Rate : 1.0900 Average : 0.6351 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 20.90 – 21.70 Spot Rate : 0.8000 Average : 0.4880 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.21 – 16.91 Spot Rate : 0.7000 Average : 0.3900 YTW SCENARIO |