| 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 | 0.3457 % | 2,129.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3457 % | 3,908.3 |
| Floater | 5.50 % | 5.64 % | 45,504 | 14.47 | 3 | 0.3457 % | 2,252.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0446 % | 3,277.7 |
| SplitShare | 4.88 % | 4.67 % | 73,905 | 3.90 | 8 | -0.0446 % | 3,914.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0446 % | 3,054.1 |
| Perpetual-Premium | 5.64 % | -0.04 % | 61,686 | 0.08 | 9 | 0.0219 % | 2,921.1 |
| Perpetual-Discount | 5.44 % | 5.58 % | 71,866 | 14.41 | 26 | 0.1879 % | 3,059.4 |
| FixedReset Disc | 5.16 % | 5.32 % | 194,392 | 14.92 | 64 | 0.3457 % | 2,210.1 |
| Deemed-Retractible | 5.28 % | 6.03 % | 97,038 | 8.19 | 27 | 0.4647 % | 3,039.8 |
| FloatingReset | 4.20 % | 4.21 % | 42,796 | 2.74 | 5 | 0.1404 % | 2,407.4 |
| FixedReset Prem | 5.07 % | 3.82 % | 343,615 | 2.25 | 19 | 0.2225 % | 2,571.5 |
| FixedReset Bank Non | 1.97 % | 4.00 % | 155,209 | 2.76 | 3 | 0.1112 % | 2,637.0 |
| FixedReset Ins Non | 4.97 % | 6.43 % | 116,053 | 8.38 | 22 | 0.4831 % | 2,267.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.12 Bid-YTW : 7.33 % |
| MFC.PR.H | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 5.89 % |
| TD.PF.K | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 21.69 Evaluated at bid price : 22.05 Bid-YTW : 4.97 % |
| BMO.PR.W | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.20 % |
| MFC.PR.J | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.26 Bid-YTW : 6.41 % |
| NA.PR.A | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.98 % |
| IFC.PR.G | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 6.37 % |
| BAM.PR.T | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.81 % |
| BMO.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 23.02 Evaluated at bid price : 24.15 Bid-YTW : 5.02 % |
| BAM.PR.M | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 5.72 % |
| GWO.PR.I | Deemed-Retractible | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.76 Bid-YTW : 6.74 % |
| PWF.PR.S | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 21.86 Evaluated at bid price : 21.86 Bid-YTW : 5.58 % |
| BAM.PR.B | Floater | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 12.28 Evaluated at bid price : 12.28 Bid-YTW : 5.64 % |
| RY.PR.M | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.06 % |
| GWO.PR.T | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.92 % |
| SLF.PR.H | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.92 Bid-YTW : 7.36 % |
| BAM.PF.E | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.76 % |
| SLF.PR.C | Deemed-Retractible | 1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.75 Bid-YTW : 6.69 % |
| BAM.PR.X | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 5.66 % |
| CCS.PR.C | Deemed-Retractible | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.03 % |
| RY.PR.J | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 5.17 % |
| MFC.PR.L | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.11 Bid-YTW : 7.57 % |
| BAM.PR.R | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.73 % |
| EMA.PR.F | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.59 % |
| BIP.PR.E | FixedReset Disc | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 5.75 % |
| MFC.PR.C | Deemed-Retractible | 2.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Disc | 150,585 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 22.33 Evaluated at bid price : 22.94 Bid-YTW : 5.39 % |
| SLF.PR.G | FixedReset Ins Non | 109,595 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.67 Bid-YTW : 8.96 % |
| TRP.PR.K | FixedReset Disc | 105,865 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 5.07 % |
| MFC.PR.F | FixedReset Ins Non | 100,869 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 8.71 % |
| TRP.PR.D | FixedReset Disc | 76,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 5.64 % |
| TRP.PR.C | FixedReset Disc | 73,833 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-19 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 5.80 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.I | FixedReset Ins Non | Quote: 21.40 – 22.50 Spot Rate : 1.1000 Average : 0.7050 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 21.80 – 22.25 Spot Rate : 0.4500 Average : 0.2905 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 20.56 – 21.00 Spot Rate : 0.4400 Average : 0.2904 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 20.55 – 21.05 Spot Rate : 0.5000 Average : 0.3530 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 20.40 – 20.85 Spot Rate : 0.4500 Average : 0.3510 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.67 – 14.97 Spot Rate : 0.3000 Average : 0.2038 YTW SCENARIO |