| 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 | 0.1938 % | 2,192.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1938 % | 4,022.5 |
| Floater | 5.35 % | 5.63 % | 30,869 | 14.38 | 4 | 0.1938 % | 2,318.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1344 % | 3,239.1 |
| SplitShare | 4.88 % | 4.55 % | 58,830 | 3.93 | 8 | 0.1344 % | 3,868.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1344 % | 3,018.1 |
| Perpetual-Premium | 5.85 % | -0.30 % | 83,770 | 0.08 | 4 | 0.1192 % | 2,889.7 |
| Perpetual-Discount | 5.59 % | 5.74 % | 75,891 | 14.24 | 31 | 0.2651 % | 2,974.1 |
| FixedReset Disc | 5.18 % | 5.43 % | 225,440 | 14.80 | 65 | 0.3724 % | 2,193.3 |
| Deemed-Retractible | 5.35 % | 6.25 % | 100,001 | 8.11 | 27 | 0.2090 % | 2,965.5 |
| FloatingReset | 4.41 % | 5.73 % | 58,413 | 8.39 | 6 | 1.2703 % | 2,417.2 |
| FixedReset Prem | 5.14 % | 4.21 % | 304,092 | 2.26 | 18 | 0.1550 % | 2,530.6 |
| FixedReset Bank Non | 2.79 % | 4.48 % | 163,033 | 2.83 | 5 | 0.0249 % | 2,596.4 |
| FixedReset Ins Non | 5.04 % | 6.87 % | 132,264 | 8.25 | 22 | 0.4593 % | 2,210.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset Disc | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 13.14 Evaluated at bid price : 13.14 Bid-YTW : 6.51 % |
| NA.PR.G | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.49 % |
| BAM.PR.Z | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.81 % |
| MFC.PR.K | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.40 Bid-YTW : 7.37 % |
| IAF.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.30 % |
| BNS.PR.I | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 22.13 Evaluated at bid price : 22.75 Bid-YTW : 4.84 % |
| MFC.PR.F | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.30 Bid-YTW : 9.32 % |
| TRP.PR.D | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 5.89 % |
| TD.PF.K | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.68 Evaluated at bid price : 22.04 Bid-YTW : 5.10 % |
| POW.PR.B | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 23.30 Evaluated at bid price : 23.58 Bid-YTW : 5.74 % |
| SLF.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.51 Bid-YTW : 9.34 % |
| BMO.PR.S | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 5.35 % |
| TD.PF.B | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 5.31 % |
| MFC.PR.C | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 7.18 % |
| TRP.PR.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 12.55 Evaluated at bid price : 12.55 Bid-YTW : 6.06 % |
| BAM.PR.B | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 5.66 % |
| PWF.PR.Q | FloatingReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.73 % |
| TRP.PR.G | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.90 % |
| TD.PF.J | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.85 Evaluated at bid price : 22.25 Bid-YTW : 5.13 % |
| BAM.PF.D | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.70 Evaluated at bid price : 21.70 Bid-YTW : 5.74 % |
| CM.PR.S | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.22 % |
| MFC.PR.N | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.65 Bid-YTW : 7.65 % |
| BMO.PR.W | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.30 % |
| TD.PF.E | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 5.22 % |
| TD.PF.D | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.50 Evaluated at bid price : 21.85 Bid-YTW : 5.18 % |
| CU.PR.C | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.43 % |
| RY.PR.J | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.26 % |
| TRP.PR.C | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 6.00 % |
| MFC.PR.M | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.25 Bid-YTW : 7.35 % |
| MFC.PR.G | FixedReset Ins Non | 2.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.49 Bid-YTW : 6.95 % |
| TRP.PR.A | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 5.91 % |
| TRP.PR.H | FloatingReset | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 5.84 % |
| TRP.PR.F | FloatingReset | 4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 5.83 % |
| MFC.PR.H | FixedReset Ins Non | 5.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.20 Bid-YTW : 6.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.R | FixedReset Disc | 113,631 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.15 % |
| NA.PR.A | FixedReset Prem | 108,180 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 4.49 % |
| CU.PR.H | Perpetual-Discount | 85,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 22.92 Evaluated at bid price : 23.30 Bid-YTW : 5.64 % |
| NA.PR.C | FixedReset Disc | 76,857 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 22.00 Evaluated at bid price : 22.43 Bid-YTW : 5.65 % |
| PWF.PR.K | Perpetual-Discount | 54,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.84 % |
| CM.PR.T | FixedReset Disc | 40,396 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-19 Maturity Price : 23.17 Evaluated at bid price : 25.05 Bid-YTW : 5.07 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.E | SplitShare | Quote: 26.10 – 27.10 Spot Rate : 1.0000 Average : 0.5995 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 18.05 – 18.80 Spot Rate : 0.7500 Average : 0.4672 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 16.25 – 16.90 Spot Rate : 0.6500 Average : 0.3783 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 19.15 – 19.88 Spot Rate : 0.7300 Average : 0.4881 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 18.80 – 19.30 Spot Rate : 0.5000 Average : 0.3861 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 22.20 – 22.73 Spot Rate : 0.5300 Average : 0.4235 YTW SCENARIO |