| 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 | 1 | -0.7232 % | 1,812.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7232 % | 3,311.8 |
| Floater | 4.17 % | 4.28 % | 56,631 | 16.88 | 4 | -0.7232 % | 1,908.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2381 % | 2,942.0 |
| SplitShare | 4.82 % | 4.48 % | 57,940 | 4.25 | 6 | 0.2381 % | 3,513.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2381 % | 2,741.3 |
| Perpetual-Premium | 5.59 % | 5.16 % | 80,455 | 0.09 | 13 | 0.0669 % | 2,677.4 |
| Perpetual-Discount | 5.33 % | 5.40 % | 97,203 | 14.79 | 25 | -0.0155 % | 2,787.3 |
| FixedReset | 4.67 % | 4.51 % | 234,896 | 6.78 | 96 | 0.4512 % | 2,193.0 |
| Deemed-Retractible | 5.16 % | 4.63 % | 131,924 | 4.50 | 32 | -0.2399 % | 2,762.7 |
| FloatingReset | 2.48 % | 3.60 % | 41,150 | 4.77 | 11 | 0.5505 % | 2,361.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 4.34 % |
| BAM.PR.K | Floater | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 4.32 % |
| MFC.PR.O | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.20 % |
| FTS.PR.G | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 4.48 % |
| TD.PF.A | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 4.39 % |
| TD.PF.D | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 22.07 Evaluated at bid price : 22.51 Bid-YTW : 4.33 % |
| CM.PR.Q | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 21.78 Evaluated at bid price : 22.10 Bid-YTW : 4.35 % |
| TD.PF.B | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 4.47 % |
| NA.PR.S | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.60 % |
| PWF.PR.P | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 14.48 Evaluated at bid price : 14.48 Bid-YTW : 4.64 % |
| BAM.PR.T | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.96 % |
| MFC.PR.L | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.99 Bid-YTW : 6.83 % |
| SLF.PR.J | FloatingReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.51 Bid-YTW : 9.36 % |
| MFC.PR.I | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.77 Bid-YTW : 5.47 % |
| CM.PR.O | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 4.45 % |
| TRP.PR.B | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 4.43 % |
| CM.PR.P | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.42 % |
| TD.PF.E | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 22.36 Evaluated at bid price : 23.01 Bid-YTW : 4.31 % |
| TRP.PR.H | FloatingReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 3.53 % |
| TRP.PR.C | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 14.04 Evaluated at bid price : 14.04 Bid-YTW : 4.62 % |
| MFC.PR.K | FixedReset | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.00 % |
| MFC.PR.J | FixedReset | 1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.97 Bid-YTW : 5.74 % |
| TD.PF.C | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 4.46 % |
| IAG.PR.G | FixedReset | 1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.72 Bid-YTW : 5.45 % |
| GWO.PR.N | FixedReset | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.37 Bid-YTW : 10.17 % |
| MFC.PR.N | FixedReset | 1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.47 Bid-YTW : 6.58 % |
| MFC.PR.H | FixedReset | 2.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 4.72 % |
| MFC.PR.M | FixedReset | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.45 Bid-YTW : 6.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset | 117,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 4.46 % |
| MFC.PR.R | FixedReset | 100,140 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.91 % |
| TD.PF.D | FixedReset | 28,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 22.07 Evaluated at bid price : 22.51 Bid-YTW : 4.33 % |
| BIP.PR.A | FixedReset | 27,701 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.51 % |
| BMO.PR.B | FixedReset | 24,745 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.38 % |
| BAM.PR.B | Floater | 23,087 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-03 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 4.28 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.A | Deemed-Retractible | Quote: 21.86 – 22.36 Spot Rate : 0.5000 Average : 0.3604 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.39 – 26.74 Spot Rate : 0.3500 Average : 0.2337 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 24.61 – 24.99 Spot Rate : 0.3800 Average : 0.2772 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 22.14 – 22.49 Spot Rate : 0.3500 Average : 0.2603 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 20.44 – 20.83 Spot Rate : 0.3900 Average : 0.3055 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 22.77 – 22.97 Spot Rate : 0.2000 Average : 0.1255 YTW SCENARIO |