| 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 | 2.2232 % | 2,354.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.2232 % | 4,516.5 |
| Floater | 10.34 % | 10.62 % | 28,224 | 8.97 | 2 | 2.2232 % | 2,602.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8667 % | 3,381.4 |
| SplitShare | 4.98 % | 7.39 % | 49,253 | 1.90 | 7 | -0.8667 % | 4,038.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8667 % | 3,150.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2555 % | 2,642.2 |
| Perpetual-Discount | 6.50 % | 6.71 % | 45,798 | 12.89 | 33 | -0.2555 % | 2,881.2 |
| FixedReset Disc | 5.59 % | 7.66 % | 112,146 | 12.16 | 59 | 0.1055 % | 2,360.9 |
| Insurance Straight | 6.30 % | 6.48 % | 61,497 | 13.13 | 21 | -0.1127 % | 2,879.2 |
| FloatingReset | 10.06 % | 10.26 % | 36,227 | 9.27 | 3 | -0.2079 % | 2,586.7 |
| FixedReset Prem | 6.98 % | 6.94 % | 153,592 | 3.25 | 1 | -0.4353 % | 2,500.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1055 % | 2,413.3 |
| FixedReset Ins Non | 5.43 % | 7.13 % | 82,431 | 12.41 | 14 | 0.0996 % | 2,618.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.C | Insurance Straight | -5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.30 % |
| CIU.PR.A | Perpetual-Discount | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 6.78 % |
| PVS.PR.J | SplitShare | -1.96 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 7.31 % |
| IFC.PR.I | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.53 % |
| BIP.PR.F | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 8.01 % |
| RY.PR.H | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 7.38 % |
| PVS.PR.G | SplitShare | -1.41 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.72 Bid-YTW : 7.63 % |
| BN.PF.H | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 8.75 % |
| RY.PR.O | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 5.59 % |
| PVS.PR.I | SplitShare | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 8.00 % |
| PWF.PR.G | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 21.94 Evaluated at bid price : 22.17 Bid-YTW : 6.73 % |
| MFC.PR.M | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.68 % |
| BN.PF.I | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 8.70 % |
| BN.PR.B | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 12.17 Evaluated at bid price : 12.17 Bid-YTW : 10.65 % |
| GWO.PR.Y | Insurance Straight | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.42 % |
| BN.PR.K | Floater | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 10.62 % |
| FTS.PR.M | FixedReset Disc | 22.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 8.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.S | FixedReset Disc | 161,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 21.87 Evaluated at bid price : 22.34 Bid-YTW : 6.71 % |
| SLF.PR.J | FloatingReset | 125,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 10.26 % |
| FTS.PR.I | FloatingReset | 68,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 10.39 % |
| BN.PF.G | FixedReset Disc | 57,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 9.12 % |
| MFC.PR.M | FixedReset Ins Non | 55,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.68 % |
| FTS.PR.M | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-22 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 8.04 % |
| There were 10 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: 19.30 – 20.60 Spot Rate : 1.3000 Average : 0.7726 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 18.00 – 19.52 Spot Rate : 1.5200 Average : 1.0060 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 20.80 – 22.00 Spot Rate : 1.2000 Average : 0.8712 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 17.07 – 17.85 Spot Rate : 0.7800 Average : 0.5032 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 23.31 – 24.16 Spot Rate : 0.8500 Average : 0.6080 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 19.20 – 20.70 Spot Rate : 1.5000 Average : 1.2956 YTW SCENARIO |