| 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 | -0.5233 % | 2,300.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5233 % | 4,221.0 |
| Floater | 3.76 % | 3.79 % | 51,417 | 17.81 | 3 | -0.5233 % | 2,432.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0073 % | 3,672.9 |
| SplitShare | 4.70 % | 4.17 % | 36,098 | 4.19 | 8 | 0.0073 % | 4,386.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0073 % | 3,422.3 |
| Perpetual-Premium | 5.35 % | 2.92 % | 71,401 | 0.13 | 19 | -0.0618 % | 3,238.9 |
| Perpetual-Discount | 4.98 % | 5.00 % | 96,665 | 15.41 | 13 | -1.0969 % | 3,724.4 |
| FixedReset Disc | 4.54 % | 3.85 % | 181,396 | 17.28 | 56 | 0.7783 % | 2,584.2 |
| Insurance Straight | 5.00 % | 4.78 % | 79,514 | 15.29 | 22 | -0.3718 % | 3,603.8 |
| FloatingReset | 3.09 % | 2.66 % | 29,737 | 20.57 | 2 | 1.4503 % | 2,283.8 |
| FixedReset Prem | 5.13 % | 2.59 % | 234,783 | 0.89 | 20 | 0.0384 % | 2,710.9 |
| FixedReset Bank Non | 1.80 % | 1.83 % | 219,067 | 0.49 | 1 | 0.0400 % | 2,892.0 |
| FixedReset Ins Non | 4.42 % | 3.70 % | 132,946 | 17.79 | 22 | 0.4422 % | 2,777.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.58 Evaluated at bid price : 22.85 Bid-YTW : 4.93 % |
| CU.PR.E | Perpetual-Discount | -3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.90 Evaluated at bid price : 24.15 Bid-YTW : 5.09 % |
| BIP.PR.A | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 21.69 Evaluated at bid price : 22.03 Bid-YTW : 4.88 % |
| CU.PR.D | Perpetual-Discount | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 24.28 Evaluated at bid price : 24.55 Bid-YTW : 5.00 % |
| MFC.PR.B | Insurance Straight | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 4.74 % |
| BAM.PR.K | Floater | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 11.33 Evaluated at bid price : 11.33 Bid-YTW : 3.82 % |
| CU.PR.F | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.44 Evaluated at bid price : 23.70 Bid-YTW : 4.75 % |
| MFC.PR.C | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 4.64 % |
| BIP.PR.E | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.14 Evaluated at bid price : 24.01 Bid-YTW : 5.16 % |
| IAF.PR.B | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 24.16 Evaluated at bid price : 24.41 Bid-YTW : 4.69 % |
| SLF.PR.G | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 3.74 % |
| MFC.PR.Q | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.09 Evaluated at bid price : 23.99 Bid-YTW : 3.63 % |
| TD.PF.D | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.67 Evaluated at bid price : 23.68 Bid-YTW : 3.70 % |
| BAM.PF.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.16 Evaluated at bid price : 22.50 Bid-YTW : 4.43 % |
| TRP.PR.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 3.18 % |
| BNS.PR.I | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.16 Evaluated at bid price : 24.40 Bid-YTW : 3.53 % |
| PWF.PR.T | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 21.86 Evaluated at bid price : 22.14 Bid-YTW : 3.82 % |
| TRP.PR.A | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 15.74 Evaluated at bid price : 15.74 Bid-YTW : 4.73 % |
| TRP.PR.F | FloatingReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 3.59 % |
| TD.PF.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.23 Evaluated at bid price : 22.80 Bid-YTW : 3.55 % |
| PWF.PR.P | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.85 % |
| RY.PR.J | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.56 Evaluated at bid price : 23.44 Bid-YTW : 3.70 % |
| SLF.PR.J | FloatingReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 2.66 % |
| BMO.PR.S | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.19 Evaluated at bid price : 22.65 Bid-YTW : 3.62 % |
| BAM.PF.B | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 4.52 % |
| GWO.PR.N | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 3.55 % |
| NA.PR.S | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 21.81 Evaluated at bid price : 22.10 Bid-YTW : 3.83 % |
| NA.PR.W | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 3.80 % |
| MFC.PR.M | FixedReset Ins Non | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.27 Evaluated at bid price : 22.85 Bid-YTW : 3.59 % |
| MFC.PR.F | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.55 % |
| BAM.PR.R | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.50 % |
| BAM.PR.T | FixedReset Disc | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 4.50 % |
| TRP.PR.B | FixedReset Disc | 3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 4.34 % |
| TRP.PR.C | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 12.84 Evaluated at bid price : 12.84 Bid-YTW : 4.49 % |
| CU.PR.C | FixedReset Disc | 4.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 3.99 % |
| TD.PF.B | FixedReset Disc | 5.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 22.36 Evaluated at bid price : 22.94 Bid-YTW : 3.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset Prem | 413,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 2.52 % |
| BAM.PR.R | FixedReset Disc | 192,273 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.50 % |
| CU.PR.F | Perpetual-Discount | 174,691 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 23.44 Evaluated at bid price : 23.70 Bid-YTW : 4.75 % |
| BAM.PR.X | FixedReset Disc | 164,046 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 4.44 % |
| MIC.PR.A | Perpetual-Premium | 161,778 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 5.17 % |
| TRP.PR.B | FixedReset Disc | 142,306 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 4.34 % |
| TRP.PR.G | FixedReset Disc | 103,348 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-25 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 4.70 % |
| CU.PR.H | Perpetual-Premium | 102,087 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-01 Maturity Price : 25.50 Evaluated at bid price : 25.85 Bid-YTW : 4.19 % |
| There were 57 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset Disc | Quote: 15.74 – 17.95 Spot Rate : 2.2100 Average : 1.2244 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 22.85 – 24.15 Spot Rate : 1.3000 Average : 0.7182 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 24.15 – 25.15 Spot Rate : 1.0000 Average : 0.5933 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 21.60 – 22.50 Spot Rate : 0.9000 Average : 0.6173 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 22.46 – 23.08 Spot Rate : 0.6200 Average : 0.3859 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.68 – 26.40 Spot Rate : 0.7200 Average : 0.5087 YTW SCENARIO |