| 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 | -0.1767 % | 1,975.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1767 % | 3,624.8 |
| Floater | 6.12 % | 6.31 % | 45,324 | 13.39 | 4 | -0.1767 % | 2,089.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0504 % | 3,402.4 |
| SplitShare | 4.63 % | 4.55 % | 47,962 | 3.86 | 7 | -0.0504 % | 4,063.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0504 % | 3,170.3 |
| Perpetual-Premium | 5.56 % | -19.46 % | 51,656 | 0.09 | 10 | -0.0941 % | 3,032.1 |
| Perpetual-Discount | 5.33 % | 5.44 % | 68,996 | 14.73 | 25 | -0.0329 % | 3,243.9 |
| FixedReset Disc | 5.59 % | 5.75 % | 173,562 | 14.31 | 66 | -0.3591 % | 2,102.7 |
| Deemed-Retractible | 5.17 % | 5.63 % | 62,411 | 7.79 | 27 | 0.0047 % | 3,195.1 |
| FloatingReset | 6.16 % | 6.73 % | 102,519 | 12.82 | 2 | -0.9482 % | 2,482.8 |
| FixedReset Prem | 5.12 % | 3.72 % | 125,106 | 1.61 | 20 | -0.1207 % | 2,623.1 |
| FixedReset Bank Non | 1.96 % | 4.17 % | 80,202 | 2.14 | 3 | 0.0691 % | 2,692.7 |
| FixedReset Ins Non | 5.42 % | 8.32 % | 114,602 | 7.78 | 22 | -0.5244 % | 2,137.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 6.11 % |
| BAM.PR.R | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 15.19 Evaluated at bid price : 15.19 Bid-YTW : 6.31 % |
| MFC.PR.F | FixedReset Ins Non | -2.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.67 Bid-YTW : 11.08 % |
| HSE.PR.E | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.22 % |
| SLF.PR.G | FixedReset Ins Non | -1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.43 Bid-YTW : 10.51 % |
| SLF.PR.J | FloatingReset | -1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.56 Bid-YTW : 10.63 % |
| CM.PR.O | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 5.91 % |
| HSE.PR.A | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 11.18 Evaluated at bid price : 11.18 Bid-YTW : 7.26 % |
| GWO.PR.N | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.66 Bid-YTW : 10.01 % |
| IFC.PR.C | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.51 Bid-YTW : 8.59 % |
| TRP.PR.B | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 11.19 Evaluated at bid price : 11.19 Bid-YTW : 6.40 % |
| NA.PR.S | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.82 % |
| MFC.PR.N | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.62 Bid-YTW : 9.10 % |
| BIP.PR.E | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 22.20 Evaluated at bid price : 22.68 Bid-YTW : 5.57 % |
| HSE.PR.C | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 7.08 % |
| HSE.PR.G | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.16 % |
| BAM.PR.X | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 6.12 % |
| BIP.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.50 % |
| BAM.PR.T | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 6.30 % |
| IFC.PR.A | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.40 Bid-YTW : 10.22 % |
| IFC.PR.F | Deemed-Retractible | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.71 % |
| MFC.PR.C | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 6.47 % |
| TD.PF.J | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.E | FixedReset Prem | 96,732 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.70 % |
| PWF.PR.S | Perpetual-Discount | 76,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 22.09 Evaluated at bid price : 22.09 Bid-YTW : 5.48 % |
| MFC.PR.O | FixedReset Ins Non | 68,754 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.89 Bid-YTW : 3.87 % |
| BAM.PR.B | Floater | 63,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-14 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 6.34 % |
| TRP.PR.J | FixedReset Prem | 62,383 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.35 % |
| MFC.PR.M | FixedReset Ins Non | 60,712 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.00 Bid-YTW : 8.88 % |
| There were 52 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.O | FixedReset Disc | Quote: 16.38 – 16.74 Spot Rate : 0.3600 Average : 0.2234 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 13.43 – 13.89 Spot Rate : 0.4600 Average : 0.3321 YTW SCENARIO |
| W.PR.M | FixedReset Prem | Quote: 25.88 – 26.25 Spot Rate : 0.3700 Average : 0.2686 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 21.71 – 21.95 Spot Rate : 0.2400 Average : 0.1406 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 16.09 – 16.40 Spot Rate : 0.3100 Average : 0.2143 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 15.63 – 16.00 Spot Rate : 0.3700 Average : 0.2768 YTW SCENARIO |