| 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 | 1.7020 % | 2,289.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7020 % | 4,201.2 |
| Floater | 3.78 % | 3.83 % | 51,909 | 17.74 | 3 | 1.7020 % | 2,421.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4789 % | 3,666.4 |
| SplitShare | 4.71 % | 4.27 % | 35,327 | 4.20 | 8 | 0.4789 % | 4,378.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4789 % | 3,416.3 |
| Perpetual-Premium | 5.34 % | -1.18 % | 72,517 | 0.08 | 19 | -0.0966 % | 3,247.5 |
| Perpetual-Discount | 4.93 % | 4.98 % | 92,466 | 15.44 | 13 | -0.1618 % | 3,764.4 |
| FixedReset Disc | 4.60 % | 3.59 % | 176,831 | 17.91 | 56 | -0.0792 % | 2,552.1 |
| Insurance Straight | 4.95 % | 4.55 % | 80,188 | 15.30 | 22 | -0.0234 % | 3,632.2 |
| FloatingReset | 3.05 % | 2.58 % | 29,178 | 20.79 | 2 | 0.9947 % | 2,263.9 |
| FixedReset Prem | 5.13 % | 3.39 % | 225,661 | 0.91 | 20 | -0.1510 % | 2,707.3 |
| FixedReset Bank Non | 1.80 % | 1.70 % | 185,887 | 0.94 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.43 % | 3.38 % | 125,002 | 18.29 | 22 | -0.2677 % | 2,750.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -8.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.41 % |
| MFC.PR.J | FixedReset Ins Non | -3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 22.83 Evaluated at bid price : 23.15 Bid-YTW : 3.56 % |
| TRP.PR.B | FixedReset Disc | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 3.98 % |
| NA.PR.G | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 22.95 Evaluated at bid price : 23.86 Bid-YTW : 3.59 % |
| SLF.PR.G | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 14.68 Evaluated at bid price : 14.68 Bid-YTW : 3.25 % |
| CU.PR.F | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 23.57 Evaluated at bid price : 23.98 Bid-YTW : 4.68 % |
| SLF.PR.H | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 3.25 % |
| PWF.PR.P | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 14.83 Evaluated at bid price : 14.83 Bid-YTW : 3.51 % |
| IAF.PR.I | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 23.26 Evaluated at bid price : 24.26 Bid-YTW : 3.47 % |
| TRP.PR.F | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 13.99 Evaluated at bid price : 13.99 Bid-YTW : 3.59 % |
| BAM.PF.B | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.21 % |
| IFC.PR.A | FixedReset Ins Non | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 17.59 Evaluated at bid price : 17.59 Bid-YTW : 3.33 % |
| BAM.PF.E | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 18.93 Evaluated at bid price : 18.93 Bid-YTW : 4.22 % |
| CU.PR.C | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 3.70 % |
| BAM.PR.X | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.87 % |
| BAM.PR.B | Floater | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 11.44 Evaluated at bid price : 11.44 Bid-YTW : 3.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.G | Perpetual-Premium | 277,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-21 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : -5.52 % |
| TD.PF.H | FixedReset Prem | 267,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 2.62 % |
| MIC.PR.A | Perpetual-Premium | 91,677 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.21 % |
| BNS.PR.E | FixedReset Prem | 86,458 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 3.39 % |
| IFC.PR.C | FixedReset Ins Non | 57,385 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 22.03 Evaluated at bid price : 22.62 Bid-YTW : 3.48 % |
| TD.PF.K | FixedReset Disc | 55,815 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-19 Maturity Price : 22.92 Evaluated at bid price : 23.79 Bid-YTW : 3.42 % |
| There were 53 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.J | FixedReset Ins Non | Quote: 23.15 – 24.37 Spot Rate : 1.2200 Average : 0.7858 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 11.50 – 12.42 Spot Rate : 0.9200 Average : 0.5513 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.66 – 26.66 Spot Rate : 1.0000 Average : 0.6730 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 22.19 – 24.30 Spot Rate : 2.1100 Average : 1.7916 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.83 – 15.54 Spot Rate : 0.7100 Average : 0.4538 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 21.55 – 22.45 Spot Rate : 0.9000 Average : 0.6685 YTW SCENARIO |