| 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 | 0.0579 % | 2,198.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0579 % | 4,033.4 |
| Floater | 5.33 % | 5.58 % | 28,948 | 14.44 | 4 | 0.0579 % | 2,324.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1741 % | 3,264.1 |
| SplitShare | 4.90 % | 4.64 % | 60,409 | 3.95 | 8 | -0.1741 % | 3,898.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1741 % | 3,041.4 |
| Perpetual-Premium | 5.82 % | -5.96 % | 86,574 | 0.08 | 4 | 0.0395 % | 2,907.8 |
| Perpetual-Discount | 5.54 % | 5.59 % | 72,414 | 14.26 | 31 | -0.0418 % | 3,003.6 |
| FixedReset Disc | 5.11 % | 5.39 % | 206,310 | 14.79 | 65 | 0.5091 % | 2,227.6 |
| Deemed-Retractible | 5.33 % | 6.02 % | 96,817 | 8.21 | 27 | 0.0967 % | 3,006.7 |
| FloatingReset | 4.34 % | 5.62 % | 54,336 | 8.55 | 6 | 0.2054 % | 2,456.8 |
| FixedReset Prem | 5.11 % | 3.99 % | 300,994 | 2.24 | 18 | 0.0563 % | 2,549.1 |
| FixedReset Bank Non | 1.97 % | 3.92 % | 166,078 | 2.81 | 3 | 0.4866 % | 2,646.9 |
| FixedReset Ins Non | 4.97 % | 6.68 % | 123,177 | 8.37 | 22 | 0.4987 % | 2,264.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.16 Bid-YTW : 9.38 % |
| RY.PR.O | Perpetual-Discount | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 23.12 Evaluated at bid price : 23.50 Bid-YTW : 5.23 % |
| EMA.PR.F | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.79 % |
| TRP.PR.G | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 5.88 % |
| BAM.PR.N | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.90 % |
| BIP.PR.A | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.56 % |
| SLF.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 : 21.35 Bid-YTW : 6.69 % |
| BAM.PR.X | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.92 % |
| PVS.PR.F | SplitShare | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.64 % |
| SLF.PR.I | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.59 % |
| IFC.PR.G | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.20 Bid-YTW : 6.74 % |
| BAM.PF.F | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.90 % |
| BAM.PF.G | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.91 % |
| IFC.PR.C | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.07 % |
| PWF.PR.A | Floater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 4.82 % |
| BAM.PF.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.89 % |
| NA.PR.S | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.56 % |
| TD.PF.K | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.06 Evaluated at bid price : 22.61 Bid-YTW : 4.99 % |
| BMO.PR.D | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.45 Evaluated at bid price : 23.11 Bid-YTW : 5.26 % |
| BMO.PR.W | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.31 % |
| TRP.PR.D | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.83 % |
| TD.PF.C | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.25 % |
| PWF.PR.Z | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.42 Evaluated at bid price : 22.79 Bid-YTW : 5.70 % |
| TRP.PR.K | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.74 % |
| NA.PR.E | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.39 % |
| MFC.PR.Q | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.26 Bid-YTW : 6.45 % |
| MFC.PR.R | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.00 % |
| NA.PR.W | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.57 % |
| BIP.PR.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.00 % |
| CM.PR.R | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.58 Evaluated at bid price : 23.32 Bid-YTW : 5.41 % |
| IFC.PR.A | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.60 Bid-YTW : 8.33 % |
| BIP.PR.C | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.20 % |
| HSE.PR.E | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.80 % |
| MFC.PR.I | FixedReset Ins Non | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.38 Bid-YTW : 6.42 % |
| MFC.PR.H | FixedReset Ins Non | 1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.00 % |
| IAF.PR.G | FixedReset Ins Non | 2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.20 Bid-YTW : 6.86 % |
| HSE.PR.A | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.34 % |
| TD.PF.J | FixedReset Disc | 4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.30 Evaluated at bid price : 22.95 Bid-YTW : 4.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.H | Deemed-Retractible | 71,814 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 6.52 % |
| TD.PF.L | FixedReset Prem | 69,905 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 23.23 Evaluated at bid price : 25.25 Bid-YTW : 5.01 % |
| RY.PR.H | FixedReset Disc | 34,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.17 % |
| CM.PR.R | FixedReset Disc | 34,054 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 22.58 Evaluated at bid price : 23.32 Bid-YTW : 5.41 % |
| POW.PR.C | Perpetual-Premium | 30,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 1.82 % |
| CM.PR.O | FixedReset Disc | 29,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-01 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.39 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EMA.PR.F | FixedReset Disc | Quote: 19.30 – 23.07 Spot Rate : 3.7700 Average : 2.5743 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 19.64 – 20.59 Spot Rate : 0.9500 Average : 0.6712 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 23.68 – 24.44 Spot Rate : 0.7600 Average : 0.5284 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 14.45 – 15.00 Spot Rate : 0.5500 Average : 0.3689 YTW SCENARIO |
| EMA.PR.H | FixedReset Disc | Quote: 22.86 – 23.50 Spot Rate : 0.6400 Average : 0.4675 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.15 – 18.90 Spot Rate : 0.7500 Average : 0.5935 YTW SCENARIO |