| 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 | -0.5391 % | 1,869.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5391 % | 3,430.7 |
| Floater | 4.65 % | 4.64 % | 51,756 | 16.17 | 2 | -0.5391 % | 1,977.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,609.6 |
| SplitShare | 4.80 % | 4.62 % | 44,620 | 3.82 | 9 | 0.0000 % | 4,310.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,363.3 |
| Perpetual-Premium | 5.33 % | 0.23 % | 73,645 | 0.08 | 19 | -0.1071 % | 3,198.3 |
| Perpetual-Discount | 5.01 % | 5.05 % | 74,024 | 15.37 | 12 | -0.5416 % | 3,664.6 |
| FixedReset Disc | 5.03 % | 3.92 % | 151,357 | 17.21 | 56 | -0.4859 % | 2,322.1 |
| Insurance Straight | 5.06 % | 4.83 % | 87,353 | 15.37 | 22 | -0.6555 % | 3,551.8 |
| FloatingReset | 1.93 % | 1.90 % | 43,323 | 1.10 | 3 | -0.2944 % | 1,850.0 |
| FixedReset Prem | 5.16 % | 3.08 % | 221,409 | 0.66 | 22 | -0.2432 % | 2,673.3 |
| FixedReset Bank Non | 1.93 % | 1.80 % | 171,617 | 1.09 | 2 | 0.0200 % | 2,880.3 |
| FixedReset Ins Non | 5.07 % | 3.89 % | 87,675 | 17.23 | 22 | -0.2259 % | 2,414.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -7.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 4.06 % |
| BAM.PR.T | FixedReset Disc | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.83 % |
| BAM.PF.E | FixedReset Disc | -3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.94 % |
| BAM.PF.F | FixedReset Disc | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.85 % |
| TRP.PR.D | FixedReset Disc | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 5.15 % |
| CU.PR.F | Perpetual-Discount | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.41 Evaluated at bid price : 23.68 Bid-YTW : 4.78 % |
| MFC.PR.H | FixedReset Ins Non | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.94 Evaluated at bid price : 22.50 Bid-YTW : 3.99 % |
| SLF.PR.E | Insurance Straight | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.66 Evaluated at bid price : 23.93 Bid-YTW : 4.70 % |
| BAM.PF.A | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.79 % |
| IFC.PR.G | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.09 % |
| IFC.PR.I | Perpetual-Premium | -1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 5.11 % |
| BAM.PR.Z | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.83 % |
| IFC.PR.E | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2050-12-21 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.17 % |
| MFC.PR.B | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.93 Evaluated at bid price : 24.17 Bid-YTW : 4.83 % |
| BAM.PF.B | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 4.92 % |
| TRP.PR.F | FloatingReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 4.53 % |
| GWO.PR.R | Insurance Straight | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.95 % |
| GWO.PR.I | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.34 Evaluated at bid price : 23.63 Bid-YTW : 4.76 % |
| PWF.PR.S | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.83 Evaluated at bid price : 24.10 Bid-YTW : 5.04 % |
| SLF.PR.C | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 4.65 % |
| BAM.PR.N | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 5.10 % |
| MFC.PR.J | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 3.94 % |
| BIK.PR.A | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.70 % |
| BMO.PR.W | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 3.66 % |
| BAM.PR.R | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 4.82 % |
| BAM.PR.B | Floater | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 9.20 Evaluated at bid price : 9.20 Bid-YTW : 4.66 % |
| TRP.PR.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 14.87 Evaluated at bid price : 14.87 Bid-YTW : 5.13 % |
| IAF.PR.B | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.79 % |
| BIP.PR.D | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.65 Evaluated at bid price : 24.10 Bid-YTW : 5.19 % |
| BAM.PF.D | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.68 Evaluated at bid price : 24.20 Bid-YTW : 5.05 % |
| SLF.PR.B | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 4.89 % |
| BIP.PR.C | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 24.17 Evaluated at bid price : 24.67 Bid-YTW : 5.42 % |
| NA.PR.W | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 3.94 % |
| RY.PR.M | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 3.62 % |
| CU.PR.D | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.99 % |
| RY.PR.J | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.60 Evaluated at bid price : 21.91 Bid-YTW : 3.64 % |
| SLF.PR.H | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 3.65 % |
| RY.PR.H | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.40 % |
| CM.PR.Q | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 3.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset Prem | 396,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 2.72 % |
| RY.PR.H | FixedReset Disc | 110,931 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.40 % |
| TD.PF.B | FixedReset Disc | 85,530 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 3.57 % |
| TD.PF.A | FixedReset Disc | 78,899 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 3.50 % |
| NA.PR.S | FixedReset Disc | 38,412 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 3.93 % |
| TRP.PR.K | FixedReset Disc | 27,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-21 Maturity Price : 23.67 Evaluated at bid price : 24.80 Bid-YTW : 4.92 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 15.12 – 18.51 Spot Rate : 3.3900 Average : 1.8706 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 20.11 – 22.45 Spot Rate : 2.3400 Average : 1.3253 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 16.94 – 18.24 Spot Rate : 1.3000 Average : 0.9068 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 24.70 – 25.70 Spot Rate : 1.0000 Average : 0.7469 YTW SCENARIO |
| POW.PR.B | Perpetual-Premium | Quote: 25.20 – 25.78 Spot Rate : 0.5800 Average : 0.3372 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.58 – 23.45 Spot Rate : 0.8700 Average : 0.6368 YTW SCENARIO |