| 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 | -0.3466 % | 2,126.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3466 % | 3,901.5 |
| Floater | 4.07 % | 4.10 % | 51,474 | 17.18 | 3 | -0.3466 % | 2,248.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0024 % | 3,636.2 |
| SplitShare | 4.69 % | 4.40 % | 37,068 | 3.69 | 8 | -0.0024 % | 4,342.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0024 % | 3,388.2 |
| Perpetual-Premium | 5.33 % | -5.66 % | 68,303 | 0.09 | 18 | -0.0260 % | 3,248.4 |
| Perpetual-Discount | 4.95 % | 4.70 % | 77,025 | 15.37 | 13 | 0.2828 % | 3,745.3 |
| FixedReset Disc | 4.73 % | 3.61 % | 156,828 | 17.86 | 56 | 0.4830 % | 2,477.8 |
| Insurance Straight | 4.96 % | 4.60 % | 89,156 | 3.90 | 22 | 0.0488 % | 3,622.2 |
| FloatingReset | 3.41 % | 3.86 % | 31,289 | 17.70 | 2 | -0.1179 % | 2,023.4 |
| FixedReset Prem | 5.12 % | 3.04 % | 193,318 | 1.03 | 20 | -0.0626 % | 2,714.6 |
| FixedReset Bank Non | 1.81 % | 1.63 % | 188,127 | 0.98 | 1 | -0.0400 % | 2,890.8 |
| FixedReset Ins Non | 4.64 % | 3.48 % | 90,415 | 18.04 | 22 | 0.3617 % | 2,627.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 3.00 % |
| PWF.PR.P | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 3.94 % |
| MFC.PR.I | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 23.61 Evaluated at bid price : 24.00 Bid-YTW : 3.52 % |
| CM.PR.P | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 3.53 % |
| BMO.PR.S | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 3.44 % |
| GWO.PR.N | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.54 % |
| TD.PF.A | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 3.25 % |
| TRP.PR.A | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 4.47 % |
| CU.PR.C | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 3.64 % |
| NA.PR.S | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 3.61 % |
| TD.PF.C | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 21.41 Evaluated at bid price : 21.73 Bid-YTW : 3.32 % |
| BAM.PF.G | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.50 % |
| GWO.PR.I | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 4.62 % |
| BMO.PR.T | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 3.45 % |
| BAM.PR.Z | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.50 % |
| BIP.PR.A | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 21.77 Evaluated at bid price : 22.15 Bid-YTW : 4.52 % |
| CM.PR.O | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 3.56 % |
| TRP.PR.B | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 10.89 Evaluated at bid price : 10.89 Bid-YTW : 3.94 % |
| BNS.PR.I | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 23.08 Evaluated at bid price : 24.22 Bid-YTW : 3.14 % |
| BAM.PR.R | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 4.42 % |
| TRP.PR.F | FloatingReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 3.86 % |
| TRP.PR.D | FixedReset Disc | 4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 4.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 113,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 22.45 Evaluated at bid price : 22.77 Bid-YTW : 3.32 % |
| MFC.PR.H | FixedReset Ins Non | 107,320 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 24.51 Evaluated at bid price : 24.86 Bid-YTW : 3.63 % |
| BMO.PR.B | FixedReset Prem | 106,718 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : 2.53 % |
| CU.PR.F | Perpetual-Discount | 94,737 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 23.73 Evaluated at bid price : 23.99 Bid-YTW : 4.68 % |
| TD.PF.G | FixedReset Prem | 85,150 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.27 % |
| MFC.PR.F | FixedReset Ins Non | 64,062 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-05 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 3.46 % |
| There were 42 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset Disc | Quote: 21.50 – 23.48 Spot Rate : 1.9800 Average : 1.0874 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.28 – 24.00 Spot Rate : 0.7200 Average : 0.4384 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 24.30 – 24.88 Spot Rate : 0.5800 Average : 0.3740 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 10.89 – 11.49 Spot Rate : 0.6000 Average : 0.4500 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 12.40 – 12.98 Spot Rate : 0.5800 Average : 0.4418 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 24.73 – 25.15 Spot Rate : 0.4200 Average : 0.2923 YTW SCENARIO |