| 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 | -0.3397 % | 2,267.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3397 % | 4,349.7 |
| Floater | 10.74 % | 10.95 % | 54,207 | 8.78 | 2 | -0.3397 % | 2,506.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1265 % | 3,413.4 |
| SplitShare | 4.93 % | 7.29 % | 48,363 | 1.92 | 7 | 0.1265 % | 4,076.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1265 % | 3,180.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3334 % | 2,682.5 |
| Perpetual-Discount | 6.40 % | 6.58 % | 50,849 | 13.09 | 34 | -0.3334 % | 2,925.1 |
| FixedReset Disc | 5.57 % | 7.65 % | 117,619 | 12.09 | 59 | -0.1625 % | 2,370.8 |
| Insurance Straight | 6.31 % | 6.52 % | 69,516 | 13.14 | 20 | -0.8356 % | 2,872.3 |
| FloatingReset | 9.74 % | 10.14 % | 36,092 | 9.38 | 3 | 0.9788 % | 2,678.8 |
| FixedReset Prem | 6.92 % | 6.55 % | 177,227 | 3.30 | 1 | -0.1180 % | 2,524.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1625 % | 2,423.5 |
| FixedReset Ins Non | 5.38 % | 7.05 % | 101,336 | 12.57 | 14 | -0.2441 % | 2,642.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.Y | Insurance Straight | -5.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.69 % |
| GWO.PR.I | Insurance Straight | -5.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.69 % |
| BIP.PR.A | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 9.97 % |
| CIU.PR.A | Perpetual-Discount | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.65 % |
| BN.PF.A | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.97 % |
| CU.PR.C | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.65 % |
| BIP.PR.F | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 8.05 % |
| BN.PR.R | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 8.99 % |
| BN.PR.M | Perpetual-Discount | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 6.64 % |
| PWF.PR.S | Perpetual-Discount | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.66 % |
| IFC.PR.C | FixedReset Ins Non | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 7.52 % |
| TD.PF.B | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.94 % |
| BMO.PR.Y | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.68 % |
| CU.PR.D | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.38 % |
| RY.PR.J | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 7.72 % |
| RY.PR.M | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 7.68 % |
| TD.PF.E | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.66 % |
| GWO.PR.S | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 6.56 % |
| CU.PR.F | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.34 % |
| FTS.PR.G | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.07 % |
| BN.PF.C | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.83 % |
| POW.PR.C | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.44 % |
| BN.PR.Z | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 8.36 % |
| BN.PR.K | Floater | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 11.68 Evaluated at bid price : 11.68 Bid-YTW : 11.06 % |
| PVS.PR.K | SplitShare | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 7.29 % |
| MFC.PR.L | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.36 % |
| RY.PR.O | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 5.57 % |
| BN.PF.I | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 8.45 % |
| NA.PR.S | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 7.34 % |
| FTS.PR.I | FloatingReset | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 10.20 % |
| PWF.PR.P | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 8.30 % |
| CU.PR.H | Perpetual-Discount | 3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 6.23 % |
| BN.PR.X | FixedReset Disc | 7.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 8.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 82,542 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.33 % |
| RY.PR.S | FixedReset Disc | 75,901 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 22.01 Evaluated at bid price : 22.55 Bid-YTW : 6.64 % |
| MFC.PR.N | FixedReset Ins Non | 70,689 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 7.63 % |
| SLF.PR.G | FixedReset Ins Non | 60,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 15.16 Evaluated at bid price : 15.16 Bid-YTW : 7.88 % |
| TD.PF.L | FixedReset Disc | 58,516 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 23.91 Evaluated at bid price : 24.77 Bid-YTW : 6.98 % |
| RY.PR.Z | FixedReset Disc | 57,257 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-06 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.06 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 19.85 – 24.06 Spot Rate : 4.2100 Average : 2.7936 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 19.45 – 20.95 Spot Rate : 1.5000 Average : 1.1214 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 17.10 – 18.30 Spot Rate : 1.2000 Average : 0.8936 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 17.10 – 18.10 Spot Rate : 1.0000 Average : 0.7228 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 17.35 – 17.99 Spot Rate : 0.6400 Average : 0.4101 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 18.16 – 19.00 Spot Rate : 0.8400 Average : 0.6296 YTW SCENARIO |