| 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 | 0.1231 % | 2,357.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1231 % | 4,522.0 |
| Floater | 10.33 % | 10.58 % | 46,653 | 9.00 | 2 | 0.1231 % | 2,606.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2914 % | 3,371.6 |
| SplitShare | 4.99 % | 7.50 % | 49,206 | 1.90 | 7 | -0.2914 % | 4,026.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2914 % | 3,141.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1050 % | 2,645.0 |
| Perpetual-Discount | 6.50 % | 6.71 % | 46,128 | 12.90 | 33 | 0.1050 % | 2,884.2 |
| FixedReset Disc | 5.61 % | 7.66 % | 116,839 | 12.15 | 59 | -0.3973 % | 2,351.5 |
| Insurance Straight | 6.32 % | 6.48 % | 60,767 | 13.13 | 21 | -0.3337 % | 2,869.6 |
| FloatingReset | 10.06 % | 10.26 % | 35,824 | 9.28 | 3 | 0.0568 % | 2,588.1 |
| FixedReset Prem | 7.03 % | 7.03 % | 165,836 | 12.36 | 1 | -0.6359 % | 2,484.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3973 % | 2,403.8 |
| FixedReset Ins Non | 5.48 % | 7.36 % | 81,381 | 12.22 | 14 | -0.9475 % | 2,593.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -7.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.19 % |
| MFC.PR.Q | FixedReset Ins Non | -3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 7.36 % |
| BMO.PR.S | FixedReset Disc | -3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 7.24 % |
| IFC.PR.G | FixedReset Ins Non | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.25 % |
| MFC.PR.C | Insurance Straight | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.09 % |
| SLF.PR.H | FixedReset Ins Non | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.16 % |
| TD.PF.A | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.10 % |
| BIP.PR.A | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 9.78 % |
| MFC.PR.B | Insurance Straight | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 6.14 % |
| SLF.PR.E | Insurance Straight | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.06 % |
| NA.PR.G | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 22.90 Evaluated at bid price : 24.25 Bid-YTW : 6.79 % |
| SLF.PR.D | Insurance Straight | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.02 % |
| POW.PR.A | Perpetual-Discount | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.81 % |
| FTS.PR.K | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.63 % |
| PVS.PR.K | SplitShare | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 7.49 % |
| FFH.PR.K | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.67 % |
| TD.PF.I | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 23.00 Evaluated at bid price : 24.26 Bid-YTW : 6.76 % |
| IFC.PR.A | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.97 % |
| PWF.PR.G | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 6.66 % |
| BIK.PR.A | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 22.84 Evaluated at bid price : 24.15 Bid-YTW : 7.95 % |
| CIU.PR.A | Perpetual-Discount | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 189,457 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 7.24 % |
| RY.PR.M | FixedReset Disc | 101,617 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 7.66 % |
| CM.PR.O | FixedReset Disc | 48,819 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 7.15 % |
| TD.PF.B | FixedReset Disc | 47,361 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.85 % |
| CM.PR.P | FixedReset Disc | 45,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-23 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.66 % |
| PVS.PR.K | SplitShare | 43,557 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 7.49 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 17.85 – 19.64 Spot Rate : 1.7900 Average : 1.0509 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 18.88 – 20.00 Spot Rate : 1.1200 Average : 0.6866 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 21.15 – 22.15 Spot Rate : 1.0000 Average : 0.6569 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 21.50 – 22.63 Spot Rate : 1.1300 Average : 0.7891 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 20.61 – 21.46 Spot Rate : 0.8500 Average : 0.5106 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 19.30 – 20.60 Spot Rate : 1.3000 Average : 1.0484 YTW SCENARIO |