| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.4430 % | 2,133.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4430 % | 3,915.1 |
| Floater | 4.05 % | 4.09 % | 52,043 | 17.22 | 3 | 0.4430 % | 2,256.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1514 % | 3,636.3 |
| SplitShare | 4.69 % | 4.34 % | 38,593 | 3.69 | 8 | 0.1514 % | 4,342.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1514 % | 3,388.2 |
| Perpetual-Premium | 5.33 % | -5.29 % | 70,727 | 0.09 | 18 | 0.4047 % | 3,249.3 |
| Perpetual-Discount | 4.96 % | 4.91 % | 73,909 | 15.36 | 13 | 0.1700 % | 3,734.8 |
| FixedReset Disc | 4.76 % | 3.63 % | 154,186 | 17.79 | 56 | 0.6861 % | 2,465.9 |
| Insurance Straight | 4.97 % | 4.58 % | 92,303 | 4.09 | 22 | 0.3575 % | 3,620.4 |
| FloatingReset | 3.41 % | 2.92 % | 23,318 | 19.91 | 2 | 3.8367 % | 2,025.8 |
| FixedReset Prem | 5.11 % | 2.73 % | 192,337 | 0.95 | 20 | 0.0627 % | 2,716.3 |
| FixedReset Bank Non | 1.80 % | 1.59 % | 190,110 | 0.98 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.65 % | 3.50 % | 93,194 | 18.02 | 22 | 1.1520 % | 2,617.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 4.56 % |
| NA.PR.S | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 3.66 % |
| BAM.PR.X | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 13.64 Evaluated at bid price : 13.64 Bid-YTW : 4.18 % |
| IFC.PR.E | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 4.34 % |
| GWO.PR.T | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.87 Bid-YTW : 4.63 % |
| MFC.PR.J | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 22.59 Evaluated at bid price : 22.90 Bid-YTW : 3.52 % |
| CM.PR.S | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 22.39 Evaluated at bid price : 22.70 Bid-YTW : 3.33 % |
| TRP.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 14.43 Evaluated at bid price : 14.43 Bid-YTW : 4.52 % |
| CM.PR.P | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 3.57 % |
| BAM.PF.B | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 4.50 % |
| SLF.PR.D | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.58 % |
| MFC.PR.N | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 3.54 % |
| TD.PF.J | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 23.03 Evaluated at bid price : 23.84 Bid-YTW : 3.39 % |
| BAM.PF.A | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.40 % |
| SLF.PR.H | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 3.43 % |
| SLF.PR.I | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 22.10 Evaluated at bid price : 22.75 Bid-YTW : 3.47 % |
| SLF.PR.B | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-06 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -13.29 % |
| IAF.PR.G | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 23.46 Evaluated at bid price : 23.90 Bid-YTW : 3.45 % |
| TD.PF.D | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 22.47 Evaluated at bid price : 23.30 Bid-YTW : 3.39 % |
| MFC.PR.L | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 3.58 % |
| MFC.PR.G | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 23.23 Evaluated at bid price : 23.83 Bid-YTW : 3.50 % |
| TRP.PR.E | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.41 % |
| TRP.PR.G | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 4.62 % |
| TRP.PR.C | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 11.72 Evaluated at bid price : 11.72 Bid-YTW : 4.21 % |
| CM.PR.Q | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 21.81 Evaluated at bid price : 22.22 Bid-YTW : 3.58 % |
| IFC.PR.G | FixedReset Ins Non | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 21.49 Evaluated at bid price : 21.86 Bid-YTW : 3.67 % |
| IFC.PR.C | FixedReset Ins Non | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 3.65 % |
| SLF.PR.G | FixedReset Ins Non | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 13.44 Evaluated at bid price : 13.44 Bid-YTW : 3.43 % |
| TRP.PR.F | FloatingReset | 3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 12.69 Evaluated at bid price : 12.69 Bid-YTW : 3.96 % |
| IFC.PR.A | FixedReset Ins Non | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.45 % |
| SLF.PR.J | FloatingReset | 4.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 2.92 % |
| CU.PR.C | FixedReset Disc | 5.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 3.68 % |
| CU.PR.H | Perpetual-Premium | 5.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-01 Maturity Price : 25.75 Evaluated at bid price : 25.86 Bid-YTW : 3.72 % |
| TRP.PR.B | FixedReset Disc | 5.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 10.73 Evaluated at bid price : 10.73 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 201,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 22.47 Evaluated at bid price : 23.30 Bid-YTW : 3.39 % |
| TD.PF.G | FixedReset Prem | 171,230 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.25 % |
| MFC.PR.F | FixedReset Ins Non | 109,051 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 13.39 Evaluated at bid price : 13.39 Bid-YTW : 3.47 % |
| BAM.PR.X | FixedReset Disc | 84,762 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 13.64 Evaluated at bid price : 13.64 Bid-YTW : 4.18 % |
| BNS.PR.E | FixedReset Prem | 80,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.47 % |
| CM.PR.R | FixedReset Disc | 66,973 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-04 Maturity Price : 23.74 Evaluated at bid price : 25.00 Bid-YTW : 3.78 % |
| There were 45 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 16.50 – 17.19 Spot Rate : 0.6900 Average : 0.3966 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 25.87 – 26.20 Spot Rate : 0.3300 Average : 0.2167 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 24.26 – 24.65 Spot Rate : 0.3900 Average : 0.2868 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 25.91 – 26.25 Spot Rate : 0.3400 Average : 0.2428 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 12.16 – 12.59 Spot Rate : 0.4300 Average : 0.3444 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 13.64 – 13.98 Spot Rate : 0.3400 Average : 0.2701 YTW SCENARIO |