| 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 | 0.2453 % | 2,369.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2453 % | 4,544.3 |
| Floater | 10.28 % | 10.54 % | 46,359 | 9.02 | 2 | 0.2453 % | 2,618.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1944 % | 3,385.3 |
| SplitShare | 4.97 % | 7.50 % | 47,190 | 1.89 | 7 | 0.1944 % | 4,042.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1944 % | 3,154.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2301 % | 2,634.1 |
| Perpetual-Discount | 6.52 % | 6.74 % | 46,744 | 12.86 | 33 | -0.2301 % | 2,872.3 |
| FixedReset Disc | 5.63 % | 7.68 % | 111,792 | 12.11 | 59 | -0.0574 % | 2,354.1 |
| Insurance Straight | 6.37 % | 6.54 % | 60,143 | 13.08 | 21 | -0.1285 % | 2,847.6 |
| FloatingReset | 10.01 % | 10.16 % | 35,955 | 9.34 | 3 | -0.1892 % | 2,584.2 |
| FixedReset Prem | 7.02 % | 7.04 % | 164,275 | 12.33 | 1 | -0.5169 % | 2,486.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0574 % | 2,406.4 |
| FixedReset Ins Non | 5.53 % | 7.27 % | 78,562 | 12.39 | 14 | -1.1959 % | 2,567.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.92 % |
| POW.PR.C | Perpetual-Discount | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.69 % |
| RY.PR.Z | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.17 % |
| SLF.PR.H | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.27 % |
| SLF.PR.G | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 8.00 % |
| TD.PF.E | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 7.76 % |
| BN.PR.X | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 8.60 % |
| GWO.PR.N | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 8.29 % |
| CU.PR.G | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 6.51 % |
| CU.PR.C | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.85 % |
| BMO.PR.Y | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.64 % |
| BN.PF.B | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 8.17 % |
| BN.PF.I | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 8.80 % |
| PVS.PR.J | SplitShare | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.70 Bid-YTW : 7.08 % |
| GWO.PR.S | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.60 % |
| SLF.PR.J | FloatingReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 16.09 Evaluated at bid price : 16.09 Bid-YTW : 10.04 % |
| SLF.PR.C | Insurance Straight | 7.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.G | FixedReset Ins Non | 51,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 8.00 % |
| TD.PF.B | FixedReset Disc | 44,848 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 21.41 Evaluated at bid price : 21.70 Bid-YTW : 6.81 % |
| TD.PF.C | FixedReset Disc | 33,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 7.36 % |
| BN.PF.I | FixedReset Disc | 32,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 8.80 % |
| TD.PF.A | FixedReset Disc | 32,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.13 % |
| TD.PF.J | FixedReset Disc | 21,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-27 Maturity Price : 21.64 Evaluated at bid price : 21.95 Bid-YTW : 7.10 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 18.50 – 20.97 Spot Rate : 2.4700 Average : 1.9633 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 19.00 – 20.03 Spot Rate : 1.0300 Average : 0.6667 YTW SCENARIO |
| POW.PR.C | Perpetual-Discount | Quote: 22.00 – 22.76 Spot Rate : 0.7600 Average : 0.5111 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.25 – 19.15 Spot Rate : 0.9000 Average : 0.6608 YTW SCENARIO |
| RY.PR.Z | FixedReset Disc | Quote: 20.50 – 21.01 Spot Rate : 0.5100 Average : 0.3130 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 22.00 – 22.58 Spot Rate : 0.5800 Average : 0.3832 YTW SCENARIO |