| 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 | -0.0539 % | 1,879.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0539 % | 3,449.3 |
| Floater | 4.62 % | 4.61 % | 73,061 | 16.22 | 2 | -0.0539 % | 1,987.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1285 % | 3,609.6 |
| SplitShare | 4.80 % | 4.58 % | 45,313 | 3.83 | 9 | -0.1285 % | 4,310.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1285 % | 3,363.3 |
| Perpetual-Premium | 5.33 % | 2.99 % | 73,803 | 0.08 | 19 | 0.0041 % | 3,201.7 |
| Perpetual-Discount | 4.99 % | 5.06 % | 77,642 | 15.38 | 12 | -0.1301 % | 3,684.6 |
| FixedReset Disc | 5.00 % | 3.89 % | 150,408 | 17.27 | 56 | 0.1383 % | 2,333.4 |
| Insurance Straight | 5.03 % | 4.75 % | 88,338 | 15.42 | 22 | -0.1718 % | 3,575.3 |
| FloatingReset | 1.96 % | 1.87 % | 43,556 | 1.11 | 3 | -0.5206 % | 1,855.4 |
| FixedReset Prem | 5.15 % | 3.03 % | 220,484 | 0.80 | 22 | 0.0340 % | 2,679.8 |
| FixedReset Bank Non | 1.93 % | 1.82 % | 178,567 | 1.10 | 2 | -0.0200 % | 2,879.7 |
| FixedReset Ins Non | 5.06 % | 3.88 % | 87,107 | 17.31 | 22 | -0.1023 % | 2,420.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 4.67 % |
| BAM.PF.B | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 4.83 % |
| CU.PR.D | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.07 Evaluated at bid price : 24.36 Bid-YTW : 5.06 % |
| BAM.PF.G | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.79 % |
| TRP.PR.F | FloatingReset | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 4.53 % |
| IAF.PR.G | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.10 % |
| MFC.PR.G | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 3.87 % |
| SLF.PR.D | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.59 % |
| MFC.PR.C | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 4.64 % |
| PWF.PR.T | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 4.21 % |
| TRP.PR.C | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 10.64 Evaluated at bid price : 10.64 Bid-YTW : 4.69 % |
| MFC.PR.Q | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 3.88 % |
| IFC.PR.G | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.00 % |
| BAM.PF.D | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.21 Evaluated at bid price : 24.45 Bid-YTW : 5.02 % |
| SLF.PR.C | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.59 % |
| RY.PR.M | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 3.64 % |
| RY.PR.S | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 21.92 Evaluated at bid price : 22.25 Bid-YTW : 3.50 % |
| TD.PF.A | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.47 % |
| BAM.PF.A | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.69 % |
| BMO.PR.Y | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 3.70 % |
| BMO.PR.T | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 3.61 % |
| TD.PF.C | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 3.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset Prem | 153,990 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.81 % |
| MFC.PR.O | FixedReset Ins Non | 127,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.04 % |
| TD.PF.A | FixedReset Disc | 115,403 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.47 % |
| BMO.PR.S | FixedReset Disc | 77,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 3.61 % |
| RY.PR.Q | FixedReset Prem | 71,519 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 2.76 % |
| CM.PR.R | FixedReset Disc | 63,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-18 Maturity Price : 24.16 Evaluated at bid price : 24.49 Bid-YTW : 3.98 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 21.01 – 25.50 Spot Rate : 4.4900 Average : 2.4761 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 21.30 – 22.00 Spot Rate : 0.7000 Average : 0.4900 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 12.20 – 12.93 Spot Rate : 0.7300 Average : 0.5337 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.25 – 18.80 Spot Rate : 0.5500 Average : 0.3548 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 21.65 – 22.20 Spot Rate : 0.5500 Average : 0.3958 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 19.17 – 19.70 Spot Rate : 0.5300 Average : 0.3861 YTW SCENARIO |