| 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 | 1.1388 % | 2,105.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1388 % | 3,863.8 |
| Floater | 5.56 % | 5.71 % | 41,847 | 14.35 | 3 | 1.1388 % | 2,226.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0645 % | 3,280.2 |
| SplitShare | 4.87 % | 4.58 % | 77,954 | 3.88 | 8 | 0.0645 % | 3,917.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0645 % | 3,056.4 |
| Perpetual-Premium | 5.67 % | -8.01 % | 65,546 | 0.08 | 7 | 0.0168 % | 2,931.4 |
| Perpetual-Discount | 5.38 % | 5.46 % | 76,178 | 14.58 | 26 | 0.1743 % | 3,100.4 |
| FixedReset Disc | 5.26 % | 5.25 % | 184,819 | 14.98 | 64 | -0.0509 % | 2,164.8 |
| Deemed-Retractible | 5.23 % | 5.80 % | 100,315 | 8.20 | 27 | 0.3089 % | 3,070.0 |
| FloatingReset | 4.23 % | 4.13 % | 40,185 | 2.72 | 5 | 0.3383 % | 2,387.4 |
| FixedReset Prem | 5.08 % | 3.81 % | 324,033 | 2.23 | 19 | 0.0551 % | 2,565.9 |
| FixedReset Bank Non | 1.98 % | 4.05 % | 148,848 | 2.74 | 3 | -0.3477 % | 2,624.2 |
| FixedReset Ins Non | 5.03 % | 6.51 % | 113,121 | 8.35 | 22 | 0.1540 % | 2,240.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -3.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.54 Bid-YTW : 7.44 % |
| BAM.PR.R | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 5.94 % |
| TD.PF.A | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.09 % |
| BAM.PF.G | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.73 % |
| IAF.PR.G | FixedReset Ins Non | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.48 % |
| TD.PF.D | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.18 % |
| TRP.PR.B | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 11.61 Evaluated at bid price : 11.61 Bid-YTW : 5.85 % |
| BAM.PF.F | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.56 % |
| BAM.PR.T | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 5.84 % |
| BMO.PR.E | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 22.15 Evaluated at bid price : 22.75 Bid-YTW : 4.76 % |
| MFC.PR.F | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 8.81 % |
| BIP.PR.C | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.35 % |
| CCS.PR.C | Deemed-Retractible | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.99 % |
| RY.PR.J | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.16 % |
| MFC.PR.L | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.60 Bid-YTW : 7.75 % |
| ELF.PR.H | Perpetual-Discount | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 24.81 Evaluated at bid price : 25.15 Bid-YTW : 5.56 % |
| BAM.PR.K | Floater | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 5.71 % |
| MFC.PR.B | Deemed-Retractible | 2.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.17 Bid-YTW : 6.14 % |
| BAM.PR.Z | FixedReset Disc | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.56 % |
| SLF.PR.J | FloatingReset | 3.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.70 Bid-YTW : 9.15 % |
| MFC.PR.N | FixedReset Ins Non | 3.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.77 Bid-YTW : 7.81 % |
| SLF.PR.G | FixedReset Ins Non | 3.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.55 Bid-YTW : 8.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 77,928 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.70 Bid-YTW : 8.57 % |
| BAM.PR.Z | FixedReset Disc | 58,149 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-26 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.56 % |
| TD.PF.G | FixedReset Prem | 50,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.62 % |
| BIK.PR.A | FixedReset Prem | 48,423 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 5.33 % |
| BNS.PR.E | FixedReset Prem | 46,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 3.67 % |
| MFC.PR.R | FixedReset Ins Non | 34,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.79 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.90 – 25.00 Spot Rate : 4.1000 Average : 2.6810 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 19.00 – 19.80 Spot Rate : 0.8000 Average : 0.4880 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 18.54 – 19.15 Spot Rate : 0.6100 Average : 0.3902 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 14.16 – 14.83 Spot Rate : 0.6700 Average : 0.4517 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 13.05 – 13.70 Spot Rate : 0.6500 Average : 0.4323 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 21.30 – 21.90 Spot Rate : 0.6000 Average : 0.3828 YTW SCENARIO |