| 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 | 0.9181 % | 1,995.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9181 % | 3,661.0 |
| Floater | 4.33 % | 4.37 % | 49,633 | 16.70 | 3 | 0.9181 % | 2,109.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0781 % | 3,634.6 |
| SplitShare | 4.70 % | 4.43 % | 40,899 | 4.23 | 8 | 0.0781 % | 4,340.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0781 % | 3,386.7 |
| Perpetual-Premium | 5.35 % | -3.75 % | 66,668 | 0.09 | 18 | -0.0500 % | 3,230.7 |
| Perpetual-Discount | 5.00 % | 5.04 % | 66,868 | 15.39 | 13 | 0.0032 % | 3,694.9 |
| FixedReset Disc | 4.96 % | 3.88 % | 131,962 | 17.41 | 57 | 0.0461 % | 2,367.2 |
| Insurance Straight | 5.06 % | 4.85 % | 84,235 | 15.34 | 22 | -0.0681 % | 3,555.9 |
| FloatingReset | 2.51 % | 0.88 % | 28,271 | 0.14 | 3 | 0.5617 % | 1,905.2 |
| FixedReset Prem | 5.15 % | 3.11 % | 211,019 | 1.01 | 20 | -0.0690 % | 2,688.8 |
| FixedReset Bank Non | 1.94 % | 1.94 % | 191,618 | 1.03 | 2 | 0.0601 % | 2,883.7 |
| FixedReset Ins Non | 4.90 % | 3.77 % | 85,808 | 17.57 | 22 | -0.4246 % | 2,484.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.I | FixedReset Ins Non | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 3.85 % |
| SLF.PR.H | FixedReset Ins Non | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.56 % |
| CM.PR.O | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 3.88 % |
| IFC.PR.C | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 3.86 % |
| MFC.PR.F | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 12.46 Evaluated at bid price : 12.46 Bid-YTW : 3.75 % |
| PWF.PR.T | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.10 % |
| IAF.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 3.82 % |
| PWF.PR.P | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.26 % |
| MFC.PR.Q | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.75 % |
| BAM.PF.B | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.74 % |
| RY.PR.N | Perpetual-Premium | -1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-12 Maturity Price : 26.00 Evaluated at bid price : 26.35 Bid-YTW : -3.75 % |
| BAM.PR.X | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 12.86 Evaluated at bid price : 12.86 Bid-YTW : 4.46 % |
| MFC.PR.K | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 3.84 % |
| PVS.PR.I | SplitShare | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 4.43 % |
| NA.PR.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 3.75 % |
| BAM.PF.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 4.71 % |
| SLF.PR.J | FloatingReset | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 3.18 % |
| BIP.PR.A | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.19 % |
| BAM.PR.K | Floater | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 9.85 Evaluated at bid price : 9.85 Bid-YTW : 4.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset Prem | 153,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 2.33 % |
| MFC.PR.Q | FixedReset Ins Non | 124,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.75 % |
| BNS.PR.H | FixedReset Prem | 75,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 3.19 % |
| RY.PR.J | FixedReset Disc | 64,814 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 21.91 Evaluated at bid price : 22.35 Bid-YTW : 3.57 % |
| BIP.PR.A | FixedReset Disc | 41,957 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.19 % |
| CM.PR.T | FixedReset Disc | 40,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-13 Maturity Price : 23.32 Evaluated at bid price : 24.95 Bid-YTW : 3.91 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.E | FixedReset Disc | Quote: 21.30 – 22.98 Spot Rate : 1.6800 Average : 1.0798 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 11.77 – 12.87 Spot Rate : 1.1000 Average : 0.6558 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 26.35 – 26.94 Spot Rate : 0.5900 Average : 0.3830 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 10.65 – 11.15 Spot Rate : 0.5000 Average : 0.3178 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 19.40 – 19.95 Spot Rate : 0.5500 Average : 0.3897 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 23.68 – 24.25 Spot Rate : 0.5700 Average : 0.4229 YTW SCENARIO |