| 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 | -0.3036 % | 1,679.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3036 % | 3,068.0 |
| Floater | 4.89 % | 4.69 % | 76,608 | 15.99 | 4 | -0.3036 % | 1,768.1 |
| OpRet | 4.84 % | -8.95 % | 58,787 | 0.08 | 1 | 0.0000 % | 2,881.5 |
| SplitShare | 5.05 % | 4.27 % | 95,676 | 2.23 | 5 | -0.0555 % | 3,441.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0555 % | 2,684.9 |
| Perpetual-Premium | 5.49 % | 1.40 % | 75,337 | 0.16 | 12 | -0.1653 % | 2,682.5 |
| Perpetual-Discount | 5.12 % | 5.09 % | 103,624 | 14.97 | 26 | -0.0616 % | 2,905.5 |
| FixedReset | 4.94 % | 4.30 % | 146,137 | 7.23 | 89 | -0.1448 % | 2,057.1 |
| Deemed-Retractible | 5.01 % | 3.64 % | 113,842 | 0.40 | 32 | 0.0635 % | 2,804.8 |
| FloatingReset | 2.84 % | 3.89 % | 31,171 | 5.05 | 12 | 0.3046 % | 2,218.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset | -3.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.16 Bid-YTW : 7.38 % |
| MFC.PR.N | FixedReset | -2.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.42 Bid-YTW : 7.69 % |
| MFC.PR.M | FixedReset | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.65 Bid-YTW : 7.57 % |
| MFC.PR.I | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.13 Bid-YTW : 6.73 % |
| MFC.PR.L | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.30 Bid-YTW : 7.62 % |
| IAG.PR.G | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.71 Bid-YTW : 6.96 % |
| MFC.PR.J | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.06 Bid-YTW : 7.27 % |
| VNR.PR.A | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 4.85 % |
| HSE.PR.A | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 5.00 % |
| BAM.PR.S | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 5.04 % |
| BAM.PF.F | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.55 % |
| CCS.PR.C | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.54 Bid-YTW : 5.25 % |
| GWO.PR.N | FixedReset | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 9.69 % |
| BAM.PF.G | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 4.47 % |
| TRP.PR.C | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 4.25 % |
| BNS.PR.D | FloatingReset | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.90 Bid-YTW : 6.00 % |
| BMO.PR.A | FloatingReset | 1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 5.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.L | Perpetual-Discount | 110,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 5.18 % |
| POW.PR.D | Perpetual-Discount | 109,503 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 24.26 Evaluated at bid price : 24.56 Bid-YTW : 5.15 % |
| TD.PF.D | FixedReset | 37,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.30 % |
| TD.PF.C | FixedReset | 34,407 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.14 % |
| BMO.PR.Y | FixedReset | 34,177 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-01 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 4.20 % |
| BNS.PR.D | FloatingReset | 32,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.90 Bid-YTW : 6.00 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset | Quote: 19.16 – 19.75 Spot Rate : 0.5900 Average : 0.3602 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 18.42 – 18.75 Spot Rate : 0.3300 Average : 0.1987 YTW SCENARIO |
| BAM.PR.S | FloatingReset | Quote: 14.35 – 14.75 Spot Rate : 0.4000 Average : 0.3000 YTW SCENARIO |
| RY.PR.H | FixedReset | Quote: 18.80 – 19.06 Spot Rate : 0.2600 Average : 0.1733 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.55 – 25.84 Spot Rate : 0.2900 Average : 0.2139 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 13.85 – 14.12 Spot Rate : 0.2700 Average : 0.1962 YTW SCENARIO |