| 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 | 0.2642 % | 2,295.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2642 % | 4,212.3 |
| Floater | 3.77 % | 3.80 % | 52,377 | 17.79 | 3 | 0.2642 % | 2,427.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2494 % | 3,675.5 |
| SplitShare | 4.70 % | 4.15 % | 35,038 | 4.20 | 8 | 0.2494 % | 4,389.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2494 % | 3,424.8 |
| Perpetual-Premium | 5.35 % | 3.79 % | 72,972 | 0.15 | 19 | -0.2612 % | 3,239.0 |
| Perpetual-Discount | 4.93 % | 4.98 % | 92,684 | 15.42 | 13 | -0.0125 % | 3,764.0 |
| FixedReset Disc | 4.59 % | 3.76 % | 178,093 | 17.55 | 56 | 0.2040 % | 2,557.3 |
| Insurance Straight | 4.96 % | 4.61 % | 79,302 | 15.33 | 22 | -0.1691 % | 3,626.0 |
| FloatingReset | 3.13 % | 2.68 % | 28,224 | 20.52 | 2 | -0.8442 % | 2,244.8 |
| FixedReset Prem | 5.13 % | 3.08 % | 222,995 | 0.90 | 20 | -0.0688 % | 2,705.4 |
| FixedReset Bank Non | 1.80 % | 1.80 % | 200,778 | 0.93 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.45 % | 3.57 % | 128,443 | 18.07 | 22 | 0.1911 % | 2,756.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 3.83 % |
| CM.PR.R | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.14 Evaluated at bid price : 24.50 Bid-YTW : 4.17 % |
| SLF.PR.C | Insurance Straight | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.15 Evaluated at bid price : 24.40 Bid-YTW : 4.61 % |
| SLF.PR.J | FloatingReset | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 2.68 % |
| RY.PR.N | Perpetual-Premium | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.74 Bid-YTW : 4.06 % |
| SLF.PR.E | Insurance Straight | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.61 % |
| MFC.PR.O | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.71 Evaluated at bid price : 25.21 Bid-YTW : 5.67 % |
| CU.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 3.94 % |
| CU.PR.F | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 23.76 Evaluated at bid price : 24.22 Bid-YTW : 4.64 % |
| SLF.PR.H | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 3.41 % |
| BAM.PR.C | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 11.42 Evaluated at bid price : 11.42 Bid-YTW : 3.79 % |
| IAF.PR.B | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.92 Evaluated at bid price : 25.15 Bid-YTW : 4.63 % |
| TRP.PR.B | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 4.21 % |
| MFC.PR.J | FixedReset Ins Non | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 23.31 Evaluated at bid price : 23.64 Bid-YTW : 3.58 % |
| TRP.PR.C | FixedReset Disc | 7.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 4.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.A | FixedReset Ins Non | 156,079 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.57 % |
| MIC.PR.A | Perpetual-Premium | 94,243 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 5.19 % |
| RY.PR.Q | FixedReset Prem | 85,830 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 2.32 % |
| BNS.PR.E | FixedReset Prem | 73,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.08 % |
| MFC.PR.O | FixedReset Ins Non | 63,930 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 24.71 Evaluated at bid price : 25.21 Bid-YTW : 5.67 % |
| SLF.PR.I | FixedReset Ins Non | 61,980 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-22 Maturity Price : 23.62 Evaluated at bid price : 24.19 Bid-YTW : 3.52 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 15.20 – 17.25 Spot Rate : 2.0500 Average : 1.2418 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 25.63 – 26.63 Spot Rate : 1.0000 Average : 0.5960 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 24.40 – 24.95 Spot Rate : 0.5500 Average : 0.3392 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 23.70 – 24.19 Spot Rate : 0.4900 Average : 0.3167 YTW SCENARIO |
| CM.PR.R | FixedReset Disc | Quote: 24.50 – 24.95 Spot Rate : 0.4500 Average : 0.2794 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 24.10 – 24.49 Spot Rate : 0.3900 Average : 0.2820 YTW SCENARIO |