| 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 | -0.1868 % | 2,566.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1868 % | 4,923.4 |
| Floater | 8.78 % | 8.93 % | 51,675 | 10.40 | 2 | -0.1868 % | 2,837.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0120 % | 3,430.2 |
| SplitShare | 4.90 % | 6.55 % | 55,405 | 2.78 | 7 | 0.0120 % | 4,096.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0120 % | 3,196.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3386 % | 2,872.6 |
| Perpetual-Discount | 5.94 % | 6.01 % | 76,673 | 13.85 | 37 | 0.3386 % | 3,132.5 |
| FixedReset Disc | 5.30 % | 7.15 % | 89,297 | 12.44 | 59 | 0.0706 % | 2,300.7 |
| Insurance Straight | 5.79 % | 5.96 % | 89,717 | 13.93 | 20 | 0.6693 % | 3,102.9 |
| FloatingReset | 9.75 % | 10.19 % | 35,957 | 9.33 | 2 | -0.2523 % | 2,567.3 |
| FixedReset Prem | 6.34 % | 6.27 % | 194,184 | 4.04 | 2 | -0.0590 % | 2,395.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0706 % | 2,351.8 |
| FixedReset Ins Non | 5.32 % | 7.12 % | 51,236 | 12.56 | 14 | 0.3291 % | 2,425.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.I | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 6.77 % |
| CM.PR.Q | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.13 % |
| RY.PR.H | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.22 % |
| BMO.PR.S | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.29 % |
| SLF.PR.J | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 9.75 % |
| BIP.PR.A | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 8.56 % |
| BN.PF.B | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 8.15 % |
| BIP.PR.E | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 22.12 Evaluated at bid price : 22.75 Bid-YTW : 6.90 % |
| RY.PR.M | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.98 % |
| BIP.PR.B | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 6.86 % |
| MFC.PR.J | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 6.74 % |
| MFC.PR.I | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 22.72 Evaluated at bid price : 23.82 Bid-YTW : 6.40 % |
| BN.PF.D | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.19 % |
| GWO.PR.S | Insurance Straight | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 21.80 Evaluated at bid price : 22.05 Bid-YTW : 6.03 % |
| CIU.PR.A | Perpetual-Discount | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 5.88 % |
| BIP.PR.F | FixedReset Disc | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.17 % |
| PWF.PR.L | Perpetual-Discount | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.00 % |
| MFC.PR.C | Insurance Straight | 9.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 5.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 48,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 7.34 % |
| RY.PR.M | FixedReset Disc | 42,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.98 % |
| GWO.PR.N | FixedReset Ins Non | 38,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 7.88 % |
| FTS.PR.G | FixedReset Disc | 33,675 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.33 % |
| TD.PF.M | FixedReset Disc | 23,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.62 Bid-YTW : 6.33 % |
| FTS.PR.M | FixedReset Disc | 20,521 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-02-09 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 7.65 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.44 – 18.15 Spot Rate : 0.7100 Average : 0.4866 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 17.90 – 18.35 Spot Rate : 0.4500 Average : 0.3002 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.87 – 21.37 Spot Rate : 0.5000 Average : 0.3569 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 18.62 – 18.99 Spot Rate : 0.3700 Average : 0.2313 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.19 – 21.51 Spot Rate : 1.3200 Average : 1.1911 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 24.12 – 24.50 Spot Rate : 0.3800 Average : 0.2590 YTW SCENARIO |