| 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 | 1.0727 % | 2,317.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0727 % | 4,252.9 |
| Floater | 5.06 % | 5.36 % | 31,722 | 14.86 | 4 | 1.0727 % | 2,450.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0150 % | 3,221.5 |
| SplitShare | 4.91 % | 4.98 % | 68,110 | 3.97 | 8 | -0.0150 % | 3,847.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0150 % | 3,001.7 |
| Perpetual-Premium | 5.87 % | 1.82 % | 92,591 | 0.08 | 4 | 0.0298 % | 2,882.6 |
| Perpetual-Discount | 5.58 % | 5.73 % | 75,596 | 14.27 | 31 | 0.2010 % | 2,974.8 |
| FixedReset Disc | 5.06 % | 5.47 % | 218,046 | 14.81 | 65 | 0.4005 % | 2,242.3 |
| Deemed-Retractible | 5.38 % | 6.35 % | 93,621 | 8.14 | 27 | 0.1220 % | 2,951.3 |
| FloatingReset | 4.31 % | 5.38 % | 63,453 | 8.50 | 6 | 0.2990 % | 2,447.6 |
| FixedReset Prem | 5.15 % | 4.28 % | 272,030 | 2.30 | 18 | -0.0715 % | 2,526.4 |
| FixedReset Bank Non | 2.79 % | 3.83 % | 143,640 | 2.86 | 5 | 0.1163 % | 2,592.8 |
| FixedReset Ins Non | 5.01 % | 6.99 % | 135,883 | 8.26 | 22 | 1.0517 % | 2,219.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.F | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.07 % |
| TD.PF.C | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.33 % |
| RY.PR.Z | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.26 % |
| TRP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 16.06 Evaluated at bid price : 16.06 Bid-YTW : 5.94 % |
| TD.PF.J | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 22.11 Evaluated at bid price : 22.65 Bid-YTW : 5.08 % |
| CCS.PR.C | Deemed-Retractible | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.44 % |
| BAM.PF.F | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 5.85 % |
| BAM.PR.C | Floater | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.38 % |
| MFC.PR.H | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.08 Bid-YTW : 6.37 % |
| BAM.PF.C | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 5.80 % |
| IAF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.20 Bid-YTW : 6.99 % |
| ELF.PR.H | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 23.65 Evaluated at bid price : 24.15 Bid-YTW : 5.73 % |
| W.PR.J | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.88 % |
| PWF.PR.A | Floater | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 4.43 % |
| BAM.PR.K | Floater | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.38 % |
| BIP.PR.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.91 % |
| BAM.PF.J | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 23.08 Evaluated at bid price : 24.50 Bid-YTW : 5.00 % |
| HSE.PR.C | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.21 % |
| NA.PR.G | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.88 Evaluated at bid price : 22.33 Bid-YTW : 5.29 % |
| BMO.PR.Y | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 5.31 % |
| IFC.PR.E | Deemed-Retractible | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.90 Bid-YTW : 6.38 % |
| TD.PF.I | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 22.59 Evaluated at bid price : 23.40 Bid-YTW : 5.12 % |
| MFC.PR.I | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 6.84 % |
| BAM.PF.B | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.76 % |
| SLF.PR.H | FixedReset Ins Non | 2.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.91 Bid-YTW : 7.61 % |
| SLF.PR.G | FixedReset Ins Non | 2.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.00 Bid-YTW : 8.99 % |
| BIP.PR.A | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.46 % |
| TD.PF.D | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.64 Evaluated at bid price : 22.05 Bid-YTW : 5.20 % |
| BMO.PR.W | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.32 % |
| HSE.PR.A | FixedReset Disc | 3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 6.08 % |
| RY.PR.J | FixedReset Disc | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 21.57 Evaluated at bid price : 21.95 Bid-YTW : 5.17 % |
| MFC.PR.F | FixedReset Ins Non | 3.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.55 Bid-YTW : 9.16 % |
| MFC.PR.K | FixedReset Ins Non | 6.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.61 Bid-YTW : 7.25 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIK.PR.A | FixedReset Prem | 327,789 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 23.17 Evaluated at bid price : 25.06 Bid-YTW : 5.78 % |
| BAM.PF.J | FixedReset Disc | 121,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 23.08 Evaluated at bid price : 24.50 Bid-YTW : 5.00 % |
| MFC.PR.O | FixedReset Ins Non | 74,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.99 Bid-YTW : 4.19 % |
| TD.PF.G | FixedReset Prem | 64,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.02 % |
| CM.PR.R | FixedReset Disc | 54,019 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-05 Maturity Price : 22.59 Evaluated at bid price : 23.35 Bid-YTW : 5.43 % |
| RY.PR.A | Deemed-Retractible | 43,340 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-07 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 0.17 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.G | FixedReset Ins Non | Quote: 20.50 – 21.80 Spot Rate : 1.3000 Average : 0.9161 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 22.33 – 23.00 Spot Rate : 0.6700 Average : 0.4566 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 22.40 – 23.00 Spot Rate : 0.6000 Average : 0.4238 YTW SCENARIO |
| W.PR.M | FixedReset Prem | Quote: 24.85 – 25.28 Spot Rate : 0.4300 Average : 0.2796 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 20.16 – 20.48 Spot Rate : 0.3200 Average : 0.2099 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 20.09 – 20.39 Spot Rate : 0.3000 Average : 0.1916 YTW SCENARIO |