| 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 | 3.0483 % | 2,168.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.0483 % | 3,979.4 |
| Floater | 3.52 % | 3.67 % | 58,785 | 18.09 | 4 | 3.0483 % | 2,293.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 3,049.3 |
| SplitShare | 4.72 % | 4.21 % | 73,062 | 1.58 | 5 | 0.0157 % | 3,641.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 2,841.3 |
| Perpetual-Premium | 5.33 % | 2.24 % | 67,411 | 0.09 | 22 | 0.0339 % | 2,776.9 |
| Perpetual-Discount | 5.11 % | 5.16 % | 102,517 | 15.21 | 14 | 0.2535 % | 2,992.9 |
| FixedReset | 4.51 % | 4.15 % | 202,490 | 6.58 | 94 | 0.2240 % | 2,299.5 |
| Deemed-Retractible | 5.01 % | 5.16 % | 142,243 | 3.45 | 31 | 0.0263 % | 2,881.8 |
| FloatingReset | 2.52 % | 3.34 % | 49,086 | 4.44 | 10 | 0.0376 % | 2,511.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PR.Y | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.71 Bid-YTW : 3.29 % |
| MFC.PR.H | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 4.41 % |
| TRP.PR.A | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 4.06 % |
| BAM.PF.D | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 23.22 Evaluated at bid price : 23.65 Bid-YTW : 5.23 % |
| BMO.PR.Q | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 5.13 % |
| TRP.PR.E | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.16 % |
| BAM.PF.H | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.32 % |
| IFC.PR.A | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.31 Bid-YTW : 7.60 % |
| TD.PF.H | FixedReset | 1.78 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.70 % |
| BAM.PR.B | Floater | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 3.67 % |
| BAM.PR.K | Floater | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 3.71 % |
| BAM.PR.C | Floater | 4.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 3.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Deemed-Retractible | 279,028 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.22 % |
| TD.PF.C | FixedReset | 79,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 4.06 % |
| BMO.PR.C | FixedReset | 71,116 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.12 % |
| HSE.PR.C | FixedReset | 50,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-19 Maturity Price : 22.64 Evaluated at bid price : 23.25 Bid-YTW : 4.52 % |
| MFC.PR.R | FixedReset | 40,592 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 4.44 % |
| EIT.PR.A | SplitShare | 34,050 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 4.32 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.L | Perpetual-Discount | Quote: 24.89 – 26.13 Spot Rate : 1.2400 Average : 0.7190 YTW SCENARIO |
| TD.PF.E | FixedReset | Quote: 22.67 – 23.05 Spot Rate : 0.3800 Average : 0.2363 YTW SCENARIO |
| MFC.PR.R | FixedReset | Quote: 25.37 – 25.76 Spot Rate : 0.3900 Average : 0.2494 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 21.60 – 21.99 Spot Rate : 0.3900 Average : 0.2665 YTW SCENARIO |
| TD.PR.T | FloatingReset | Quote: 24.19 – 24.50 Spot Rate : 0.3100 Average : 0.1925 YTW SCENARIO |
| BAM.PR.Z | FixedReset | Quote: 21.90 – 22.31 Spot Rate : 0.4100 Average : 0.2935 YTW SCENARIO |