| 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 | 0.0811 % | 1,633.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0811 % | 2,997.1 |
| Floater | 5.21 % | 5.26 % | 41,655 | 15.06 | 3 | 0.0811 % | 1,727.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0793 % | 3,530.4 |
| SplitShare | 4.80 % | 4.72 % | 51,329 | 3.56 | 8 | -0.0793 % | 4,216.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0793 % | 3,289.5 |
| Perpetual-Premium | 5.30 % | -1.56 % | 93,605 | 0.09 | 17 | -0.1261 % | 3,193.5 |
| Perpetual-Discount | 5.10 % | 5.02 % | 86,504 | 15.25 | 17 | -0.0851 % | 3,611.2 |
| FixedReset Disc | 5.43 % | 4.10 % | 125,919 | 16.62 | 65 | 0.0541 % | 2,128.8 |
| Deemed-Retractible | 5.07 % | 4.86 % | 115,587 | 15.17 | 22 | -0.0811 % | 3,502.4 |
| FloatingReset | 1.97 % | 2.78 % | 41,828 | 1.27 | 3 | -0.1010 % | 1,792.4 |
| FixedReset Prem | 5.21 % | 3.50 % | 282,659 | 0.82 | 14 | 0.0338 % | 2,643.1 |
| FixedReset Bank Non | 1.94 % | 2.22 % | 126,417 | 1.26 | 2 | 0.0603 % | 2,858.3 |
| FixedReset Ins Non | 5.47 % | 4.19 % | 76,999 | 16.63 | 22 | 0.2501 % | 2,206.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset Ins Non | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.33 % |
| RY.PR.J | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 4.09 % |
| IAF.PR.I | FixedReset Ins Non | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.35 % |
| CU.PR.C | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.36 % |
| SLF.PR.E | Deemed-Retractible | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 23.01 Evaluated at bid price : 23.28 Bid-YTW : 4.86 % |
| TRP.PR.A | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 11.72 Evaluated at bid price : 11.72 Bid-YTW : 5.57 % |
| SLF.PR.G | FixedReset Ins Non | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 4.16 % |
| BIP.PR.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 5.91 % |
| BAM.PF.H | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 24.14 Evaluated at bid price : 24.95 Bid-YTW : 5.01 % |
| MFC.PR.Q | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.10 % |
| PWF.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 4.45 % |
| MFC.PR.L | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.19 % |
| BAM.PR.T | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 5.07 % |
| PWF.PR.P | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 4.75 % |
| MFC.PR.J | FixedReset Ins Non | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.15 % |
| IAF.PR.G | FixedReset Ins Non | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.26 % |
| TRP.PR.G | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 5.57 % |
| IFC.PR.A | FixedReset Ins Non | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 4.47 % |
| TRP.PR.C | FixedReset Disc | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 9.00 Evaluated at bid price : 9.00 Bid-YTW : 5.28 % |
| MFC.PR.I | FixedReset Ins Non | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset Prem | 113,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 3.30 % |
| BNS.PR.Z | FixedReset Bank Non | 65,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 2.15 % |
| BNS.PR.H | FixedReset Prem | 41,075 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.81 % |
| RY.PR.M | FixedReset Disc | 35,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.01 % |
| NA.PR.G | FixedReset Disc | 30,139 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-19 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.26 % |
| BNS.PR.G | FixedReset Prem | 26,797 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 3.50 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.Q | FixedReset Ins Non | Quote: 19.40 – 21.50 Spot Rate : 2.1000 Average : 1.4027 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.30 – 18.00 Spot Rate : 1.7000 Average : 1.1709 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 19.20 – 20.26 Spot Rate : 1.0600 Average : 0.7293 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 19.35 – 20.45 Spot Rate : 1.1000 Average : 0.7701 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 18.15 – 19.00 Spot Rate : 0.8500 Average : 0.5992 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 19.32 – 19.90 Spot Rate : 0.5800 Average : 0.4267 YTW SCENARIO |