| 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 | 0.2962 % | 2,321.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2962 % | 4,452.8 |
| Floater | 7.51 % | 7.80 % | 31,950 | 11.61 | 4 | 0.2962 % | 2,566.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,633.6 |
| SplitShare | 4.76 % | 4.70 % | 48,587 | 0.77 | 8 | -0.0050 % | 4,339.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,385.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3218 % | 2,892.1 |
| Perpetual-Discount | 5.94 % | 6.07 % | 56,722 | 13.81 | 32 | -0.3218 % | 3,153.7 |
| FixedReset Disc | 5.34 % | 6.62 % | 102,423 | 12.76 | 50 | -0.0245 % | 2,847.7 |
| Insurance Straight | 5.87 % | 5.97 % | 65,993 | 13.96 | 21 | -0.4057 % | 3,082.5 |
| FloatingReset | 6.27 % | 6.37 % | 38,541 | 13.35 | 3 | 0.4196 % | 3,422.3 |
| FixedReset Prem | 5.69 % | 5.50 % | 166,189 | 3.37 | 12 | -0.0098 % | 2,591.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0245 % | 2,910.9 |
| FixedReset Ins Non | 5.16 % | 6.09 % | 74,695 | 13.72 | 14 | 0.1981 % | 2,929.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.R | Insurance Straight | -7.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.49 % |
| PWF.PR.Z | Perpetual-Discount | -7.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 6.58 % |
| GWO.PR.I | Insurance Straight | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 5.98 % |
| FTS.PR.G | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.87 Evaluated at bid price : 22.22 Bid-YTW : 6.28 % |
| PWF.PR.L | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.22 % |
| IFC.PR.F | Insurance Straight | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.67 Evaluated at bid price : 22.10 Bid-YTW : 6.03 % |
| MFC.PR.I | FixedReset Ins Non | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 23.12 Evaluated at bid price : 24.21 Bid-YTW : 6.25 % |
| IFC.PR.C | FixedReset Ins Non | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.55 % |
| GWO.PR.L | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 6.04 % |
| IFC.PR.A | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.95 % |
| CU.PR.G | Perpetual-Discount | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.83 % |
| CU.PR.D | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.86 % |
| MFC.PR.J | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 23.28 Evaluated at bid price : 24.80 Bid-YTW : 5.91 % |
| SLF.PR.J | FloatingReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.67 % |
| ENB.PF.C | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 7.29 % |
| ENB.PR.P | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.14 % |
| CCS.PR.C | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.71 Evaluated at bid price : 21.96 Bid-YTW : 5.73 % |
| GWO.PR.T | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 6.03 % |
| MFC.PR.N | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.87 Evaluated at bid price : 22.35 Bid-YTW : 6.15 % |
| SLF.PR.H | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 6.42 % |
| SLF.PR.G | FixedReset Ins Non | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.45 % |
| MFC.PR.B | Insurance Straight | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 5.82 % |
| PWF.PR.G | Perpetual-Discount | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 6.08 % |
| GWO.PR.N | FixedReset Ins Non | 4.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.W | FixedReset Prem | 112,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-15 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 4.03 % |
| FFH.PR.I | FixedReset Disc | 112,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 22.66 Evaluated at bid price : 23.20 Bid-YTW : 6.33 % |
| FTS.PR.M | FixedReset Disc | 111,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.68 % |
| FFH.PR.K | FixedReset Disc | 61,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 6.16 % |
| TD.PF.A | FixedReset Disc | 50,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-13 Maturity Price : 22.63 Evaluated at bid price : 23.65 Bid-YTW : 5.56 % |
| TD.PF.C | FixedReset Prem | 49,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-02 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.85 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.R | Insurance Straight | Quote: 18.70 – 20.45 Spot Rate : 1.7500 Average : 1.0635 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 24.35 – 25.88 Spot Rate : 1.5300 Average : 0.9149 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 17.60 – 19.00 Spot Rate : 1.4000 Average : 0.8452 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 19.67 – 21.50 Spot Rate : 1.8300 Average : 1.2777 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 21.40 – 22.50 Spot Rate : 1.1000 Average : 0.8101 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.10 – 23.00 Spot Rate : 0.9000 Average : 0.6358 YTW SCENARIO |