| 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 | 0.8260 % | 2,097.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8260 % | 3,848.0 |
| Floater | 3.60 % | 3.81 % | 55,183 | 17.75 | 4 | 0.8260 % | 2,217.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0627 % | 3,000.2 |
| SplitShare | 4.99 % | 3.87 % | 62,674 | 0.76 | 5 | -0.0627 % | 3,582.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0627 % | 2,795.5 |
| Perpetual-Premium | 5.36 % | 3.47 % | 68,966 | 0.09 | 20 | -0.0919 % | 2,738.1 |
| Perpetual-Discount | 5.17 % | 5.22 % | 96,719 | 15.07 | 18 | 0.0400 % | 2,915.6 |
| FixedReset | 4.47 % | 4.08 % | 228,317 | 6.75 | 97 | -0.3298 % | 2,308.2 |
| Deemed-Retractible | 5.05 % | 0.60 % | 137,318 | 0.15 | 31 | -0.0595 % | 2,853.2 |
| FloatingReset | 2.49 % | 3.20 % | 51,064 | 4.64 | 9 | -0.0428 % | 2,470.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 22.69 Evaluated at bid price : 23.52 Bid-YTW : 4.29 % |
| BAM.PR.X | FixedReset | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 4.66 % |
| BAM.PF.F | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 22.68 Evaluated at bid price : 23.32 Bid-YTW : 4.34 % |
| MFC.PR.N | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 5.61 % |
| TRP.PR.C | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 4.07 % |
| BAM.PF.E | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 21.89 Evaluated at bid price : 22.20 Bid-YTW : 4.29 % |
| FTS.PR.H | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 4.07 % |
| MFC.PR.M | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 5.68 % |
| VNR.PR.A | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 4.71 % |
| BAM.PR.T | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.61 % |
| BAM.PR.C | Floater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 3.82 % |
| BAM.PR.B | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 12.53 Evaluated at bid price : 12.53 Bid-YTW : 3.81 % |
| BAM.PR.K | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 12.46 Evaluated at bid price : 12.46 Bid-YTW : 3.84 % |
| IFC.PR.A | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.08 Bid-YTW : 7.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset | 157,125 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.33 % |
| BMO.PR.B | FixedReset | 103,692 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.04 % |
| BIP.PR.D | FixedReset | 84,031 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-02 Maturity Price : 23.17 Evaluated at bid price : 25.03 Bid-YTW : 4.89 % |
| MFC.PR.H | FixedReset | 77,512 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 4.99 % |
| BAM.PF.I | FixedReset | 64,459 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.49 % |
| MFC.PR.M | FixedReset | 57,679 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 5.68 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.C | FixedReset | Quote: 25.68 – 25.99 Spot Rate : 0.3100 Average : 0.1832 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 23.52 – 23.79 Spot Rate : 0.2700 Average : 0.1841 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 13.14 – 13.50 Spot Rate : 0.3600 Average : 0.2742 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.15 – 15.45 Spot Rate : 0.3000 Average : 0.2156 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 22.22 – 22.60 Spot Rate : 0.3800 Average : 0.2984 YTW SCENARIO |
| FTS.PR.H | FixedReset | Quote: 15.66 – 15.95 Spot Rate : 0.2900 Average : 0.2156 YTW SCENARIO |