| 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 | -1.0526 % | 2,270.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0526 % | 4,355.2 |
| Floater | 10.72 % | 10.78 % | 49,541 | 8.87 | 2 | -1.0526 % | 2,509.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3938 % | 3,427.0 |
| SplitShare | 4.91 % | 7.18 % | 50,883 | 1.90 | 7 | -0.3938 % | 4,092.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3938 % | 3,193.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2004 % | 2,650.0 |
| Perpetual-Discount | 6.48 % | 6.64 % | 45,907 | 12.98 | 33 | 0.2004 % | 2,889.7 |
| FixedReset Disc | 5.58 % | 7.73 % | 118,601 | 12.03 | 59 | 0.3166 % | 2,364.2 |
| Insurance Straight | 6.29 % | 6.48 % | 65,237 | 13.16 | 21 | 0.3537 % | 2,882.3 |
| FloatingReset | 10.08 % | 10.28 % | 35,413 | 9.24 | 3 | -0.8826 % | 2,585.7 |
| FixedReset Prem | 6.96 % | 6.79 % | 159,744 | 3.27 | 1 | -0.1582 % | 2,509.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3166 % | 2,416.7 |
| FixedReset Ins Non | 5.43 % | 7.21 % | 88,080 | 12.38 | 14 | 0.0037 % | 2,617.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.K | Floater | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 11.26 % |
| CU.PR.H | Perpetual-Discount | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 6.45 % |
| PVS.PR.J | SplitShare | -1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.56 Bid-YTW : 7.54 % |
| PVS.PR.H | SplitShare | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 6.99 % |
| BN.PF.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 9.28 % |
| RY.PR.J | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 7.80 % |
| FTS.PR.J | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.11 % |
| PWF.PR.G | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.59 % |
| FTS.PR.K | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 7.62 % |
| TD.PF.C | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.44 % |
| BN.PF.H | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 21.44 Evaluated at bid price : 21.78 Bid-YTW : 8.71 % |
| BN.PR.B | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 10.78 % |
| CCS.PR.C | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.73 % |
| BMO.PR.S | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.06 % |
| BIK.PR.A | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 22.83 Evaluated at bid price : 24.15 Bid-YTW : 8.04 % |
| BN.PR.Z | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 8.37 % |
| BN.PF.I | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 8.66 % |
| FTS.PR.G | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 7.05 % |
| FTS.PR.F | Perpetual-Discount | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.05 % |
| MIC.PR.A | Perpetual-Discount | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.24 % |
| GWO.PR.Y | Insurance Straight | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 450,886 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 7.26 % |
| BMO.PR.S | FixedReset Disc | 106,876 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.06 % |
| TD.PF.B | FixedReset Disc | 70,861 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 7.08 % |
| BMO.PR.W | FixedReset Disc | 55,289 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.68 % |
| NA.PR.S | FixedReset Disc | 41,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 7.34 % |
| RY.PR.Z | FixedReset Disc | 39,115 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-15 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 7.08 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset Disc | Quote: 21.15 – 24.10 Spot Rate : 2.9500 Average : 1.6945 YTW SCENARIO |
| BN.PR.M | Perpetual-Discount | Quote: 17.91 – 18.75 Spot Rate : 0.8400 Average : 0.5061 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 22.56 – 23.48 Spot Rate : 0.9200 Average : 0.7286 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.00 – 19.66 Spot Rate : 0.6600 Average : 0.4700 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 15.07 – 15.70 Spot Rate : 0.6300 Average : 0.4448 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 14.80 – 15.90 Spot Rate : 1.1000 Average : 0.9202 YTW SCENARIO |