| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.8982 % | 2,591.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8982 % | 4,969.5 |
| Floater | 8.70 % | 8.85 % | 65,493 | 10.49 | 2 | 0.8982 % | 2,863.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0180 % | 3,421.4 |
| SplitShare | 4.91 % | 6.45 % | 55,541 | 2.80 | 7 | 0.0180 % | 4,085.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0180 % | 3,188.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0662 % | 2,871.4 |
| Perpetual-Discount | 5.93 % | 5.97 % | 87,484 | 13.92 | 35 | -0.0662 % | 3,131.1 |
| FixedReset Disc | 5.36 % | 7.15 % | 92,157 | 12.61 | 62 | 0.5251 % | 2,268.2 |
| Insurance Straight | 5.80 % | 5.96 % | 94,012 | 13.93 | 20 | 0.0047 % | 3,094.7 |
| FloatingReset | 9.69 % | 10.14 % | 41,961 | 9.39 | 2 | 0.4753 % | 2,573.8 |
| FixedReset Prem | 6.57 % | 6.22 % | 179,167 | 4.07 | 2 | -0.1378 % | 2,392.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5251 % | 2,318.6 |
| FixedReset Ins Non | 5.41 % | 7.05 % | 50,229 | 12.75 | 14 | -0.1665 % | 2,384.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.H | Perpetual-Discount | -7.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.41 % |
| TRP.PR.A | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 8.55 % |
| PWF.PR.H | Perpetual-Discount | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 6.26 % |
| BN.PR.Z | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 7.13 % |
| MFC.PR.N | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 7.51 % |
| GWO.PR.H | Insurance Straight | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 5.97 % |
| TD.PF.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 6.92 % |
| GWO.PR.R | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 5.91 % |
| BIP.PR.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.57 Evaluated at bid price : 21.57 Bid-YTW : 7.15 % |
| RY.PR.J | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.98 % |
| FTS.PR.J | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.82 % |
| BN.PR.B | Floater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 8.85 % |
| IFC.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 6.81 % |
| RY.PR.Z | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 7.14 % |
| FTS.PR.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.56 % |
| BN.PF.F | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.16 % |
| RY.PR.H | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 7.06 % |
| CU.PR.F | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.76 % |
| CCS.PR.C | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 5.85 % |
| MIC.PR.A | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.72 % |
| FTS.PR.G | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.20 % |
| BNS.PR.I | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.44 % |
| BMO.PR.Y | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.03 % |
| IFC.PR.C | FixedReset Disc | 31.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.Q | FixedReset Ins Non | 72,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 7.05 % |
| NA.PR.G | FixedReset Disc | 42,962 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 6.65 % |
| BN.PR.K | Floater | 38,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 13.46 Evaluated at bid price : 13.46 Bid-YTW : 8.87 % |
| SLF.PR.C | Insurance Straight | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 5.60 % |
| TRP.PR.D | FixedReset Disc | 22,124 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 8.26 % |
| CM.PR.S | FixedReset Disc | 20,265 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-01-31 Maturity Price : 21.99 Evaluated at bid price : 22.53 Bid-YTW : 6.15 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.H | Perpetual-Discount | Quote: 20.90 – 23.39 Spot Rate : 2.4900 Average : 1.5174 YTW SCENARIO |
| PWF.PR.H | Perpetual-Discount | Quote: 23.10 – 24.22 Spot Rate : 1.1200 Average : 0.8078 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 21.56 – 22.25 Spot Rate : 0.6900 Average : 0.4826 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 19.87 – 20.55 Spot Rate : 0.6800 Average : 0.4729 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 14.20 – 14.75 Spot Rate : 0.5500 Average : 0.3525 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 19.75 – 20.33 Spot Rate : 0.5800 Average : 0.4026 YTW SCENARIO |