| 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 | -0.3271 % | 2,196.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3271 % | 4,031.1 |
| Floater | 5.34 % | 5.59 % | 30,253 | 14.44 | 4 | -0.3271 % | 2,323.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3444 % | 3,269.8 |
| SplitShare | 4.89 % | 4.42 % | 58,293 | 3.95 | 8 | 0.3444 % | 3,904.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3444 % | 3,046.7 |
| Perpetual-Premium | 5.82 % | -5.69 % | 89,617 | 0.08 | 4 | 0.1383 % | 2,906.7 |
| Perpetual-Discount | 5.54 % | 5.59 % | 73,493 | 14.24 | 31 | 0.0014 % | 3,004.8 |
| FixedReset Disc | 5.13 % | 5.45 % | 214,661 | 14.78 | 65 | 0.0030 % | 2,216.3 |
| Deemed-Retractible | 5.34 % | 6.05 % | 93,130 | 8.21 | 27 | 0.2302 % | 3,003.8 |
| FloatingReset | 4.35 % | 5.59 % | 55,037 | 8.54 | 6 | -0.3864 % | 2,451.7 |
| FixedReset Prem | 5.11 % | 4.00 % | 302,525 | 2.24 | 18 | 0.1258 % | 2,547.6 |
| FixedReset Bank Non | 1.98 % | 4.07 % | 165,981 | 2.81 | 3 | -0.1388 % | 2,634.1 |
| FixedReset Ins Non | 4.99 % | 6.77 % | 128,111 | 8.36 | 22 | 0.5893 % | 2,252.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Disc | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 21.64 Evaluated at bid price : 21.95 Bid-YTW : 5.23 % |
| HSE.PR.E | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 6.93 % |
| HSE.PR.A | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 6.48 % |
| TRP.PR.A | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 5.98 % |
| BAM.PR.C | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 5.64 % |
| BIP.PR.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 6.08 % |
| HSE.PR.C | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.55 % |
| BAM.PR.T | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 5.96 % |
| BNS.PR.I | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 22.42 Evaluated at bid price : 23.26 Bid-YTW : 4.74 % |
| MFC.PR.B | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.15 Bid-YTW : 6.66 % |
| IFC.PR.F | Deemed-Retractible | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.92 Bid-YTW : 5.99 % |
| TD.PF.E | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 5.23 % |
| 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 : 23.63 Bid-YTW : 6.04 % |
| VNR.PR.A | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 22.10 Evaluated at bid price : 22.56 Bid-YTW : 5.16 % |
| TD.PF.I | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 22.80 Evaluated at bid price : 23.81 Bid-YTW : 4.99 % |
| MFC.PR.K | FixedReset Ins Non | 3.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.64 Bid-YTW : 7.08 % |
| MFC.PR.F | FixedReset Ins Non | 5.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.55 Bid-YTW : 9.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.A | FixedReset Disc | 100,954 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 5.69 % |
| BAM.PF.B | FixedReset Disc | 97,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.95 % |
| TD.PF.B | FixedReset Disc | 81,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.33 % |
| CU.PR.E | Perpetual-Discount | 77,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 22.05 Evaluated at bid price : 22.05 Bid-YTW : 5.59 % |
| CU.PR.D | Perpetual-Discount | 74,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-28 Maturity Price : 22.07 Evaluated at bid price : 22.07 Bid-YTW : 5.59 % |
| BAM.PF.H | FixedReset Prem | 41,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.29 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.B | FixedReset Disc | Quote: 19.00 – 19.63 Spot Rate : 0.6300 Average : 0.3914 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.21 – 25.74 Spot Rate : 0.5300 Average : 0.3135 YTW SCENARIO |
| TRP.PR.K | FixedReset Disc | Quote: 24.85 – 25.37 Spot Rate : 0.5200 Average : 0.3039 YTW SCENARIO |
| MFC.PR.R | FixedReset Ins Non | Quote: 24.54 – 25.04 Spot Rate : 0.5000 Average : 0.2901 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 21.95 – 22.76 Spot Rate : 0.8100 Average : 0.6022 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.68 – 15.29 Spot Rate : 0.6100 Average : 0.4070 YTW SCENARIO |