| 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 | 0.5955 % | 2,285.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5955 % | 4,383.0 |
| Floater | 10.66 % | 10.90 % | 51,329 | 8.80 | 2 | 0.5955 % | 2,526.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1020 % | 3,426.0 |
| SplitShare | 4.91 % | 7.12 % | 46,473 | 1.91 | 7 | 0.1020 % | 4,091.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1020 % | 3,192.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1760 % | 2,623.5 |
| Perpetual-Discount | 6.55 % | 6.71 % | 47,746 | 12.92 | 34 | -0.1760 % | 2,860.8 |
| FixedReset Disc | 5.62 % | 7.77 % | 116,948 | 11.95 | 59 | 0.0641 % | 2,353.6 |
| Insurance Straight | 6.31 % | 6.53 % | 71,118 | 13.11 | 20 | 0.4607 % | 2,868.7 |
| FloatingReset | 10.01 % | 10.29 % | 36,083 | 9.21 | 3 | -0.2252 % | 2,604.3 |
| FixedReset Prem | 6.94 % | 6.69 % | 169,108 | 3.29 | 1 | 0.5964 % | 2,514.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0641 % | 2,405.9 |
| FixedReset Ins Non | 5.42 % | 7.23 % | 97,157 | 12.44 | 14 | 0.1438 % | 2,621.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.D | Perpetual-Discount | -14.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 7.51 % |
| PWF.PR.P | FixedReset Disc | -6.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 9.24 % |
| GWO.PR.Y | Insurance Straight | -3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.69 % |
| MIC.PR.A | Perpetual-Discount | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.51 % |
| BN.PF.I | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.94 % |
| PWF.PR.T | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 7.69 % |
| BN.PR.Z | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 8.51 % |
| FFH.PR.I | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 9.13 % |
| NA.PR.S | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 7.46 % |
| SLF.PR.H | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.23 % |
| FFH.PR.G | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 9.10 % |
| CIU.PR.A | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 6.67 % |
| IFC.PR.A | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.97 % |
| BN.PR.N | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 6.93 % |
| BIP.PR.E | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 7.86 % |
| CM.PR.Q | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.79 % |
| POW.PR.C | Perpetual-Discount | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.52 % |
| BMO.PR.Y | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.81 % |
| PWF.PR.H | Perpetual-Discount | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 21.31 Evaluated at bid price : 21.58 Bid-YTW : 6.72 % |
| BIP.PR.A | FixedReset Disc | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 9.85 % |
| GWO.PR.I | Insurance Straight | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.42 % |
| SLF.PR.C | Insurance Straight | 6.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 80,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 7.87 % |
| GWO.PR.N | FixedReset Ins Non | 50,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 13.83 Evaluated at bid price : 13.83 Bid-YTW : 8.33 % |
| CU.PR.I | FixedReset Disc | 50,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 22.64 Evaluated at bid price : 23.00 Bid-YTW : 7.66 % |
| RY.PR.Z | FixedReset Disc | 41,152 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 7.10 % |
| IFC.PR.C | FixedReset Ins Non | 26,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 7.63 % |
| FFH.PR.I | FixedReset Disc | 25,394 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-09 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 9.13 % |
| 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.D | Perpetual-Discount | Quote: 16.38 – 19.24 Spot Rate : 2.8600 Average : 1.6066 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 19.51 – 24.06 Spot Rate : 4.5500 Average : 3.8162 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 18.30 – 19.60 Spot Rate : 1.3000 Average : 0.8277 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 13.10 – 14.55 Spot Rate : 1.4500 Average : 0.9935 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 17.10 – 18.10 Spot Rate : 1.0000 Average : 0.6947 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 22.40 – 23.15 Spot Rate : 0.7500 Average : 0.4575 YTW SCENARIO |