| 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 | 0.0221 % | 1,807.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0221 % | 3,301.6 |
| Floater | 4.19 % | 4.27 % | 63,853 | 16.88 | 4 | 0.0221 % | 1,902.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1190 % | 2,933.3 |
| SplitShare | 4.82 % | 4.64 % | 82,974 | 4.28 | 6 | 0.1190 % | 3,502.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1190 % | 2,733.1 |
| Perpetual-Premium | 5.46 % | 5.40 % | 89,148 | 14.45 | 23 | 0.0403 % | 2,654.0 |
| Perpetual-Discount | 5.50 % | 5.50 % | 111,380 | 14.59 | 15 | 0.1612 % | 2,734.8 |
| FixedReset | 4.75 % | 4.67 % | 262,106 | 6.76 | 96 | -0.3475 % | 2,154.4 |
| Deemed-Retractible | 5.18 % | 4.64 % | 138,922 | 4.53 | 32 | -0.1860 % | 2,749.3 |
| FloatingReset | 2.84 % | 4.00 % | 46,012 | 4.79 | 12 | -0.3636 % | 2,312.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset | -1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.21 Bid-YTW : 10.36 % |
| MFC.PR.G | FixedReset | -1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 6.15 % |
| TD.PR.T | FloatingReset | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 3.98 % |
| RY.PR.J | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.68 % |
| MFC.PR.I | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.97 Bid-YTW : 6.01 % |
| SLF.PR.I | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.26 Bid-YTW : 6.31 % |
| MFC.PR.N | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.73 Bid-YTW : 7.13 % |
| IFC.PR.A | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.50 Bid-YTW : 9.11 % |
| MFC.PR.H | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.28 Bid-YTW : 5.40 % |
| IAG.PR.A | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 6.84 % |
| BAM.PF.A | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 4.96 % |
| MFC.PR.J | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.14 Bid-YTW : 6.32 % |
| CM.PR.O | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 4.59 % |
| HSE.PR.E | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 21.93 Evaluated at bid price : 22.27 Bid-YTW : 5.28 % |
| BNS.PR.A | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.57 Bid-YTW : 3.75 % |
| FTS.PR.F | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 22.32 Evaluated at bid price : 22.59 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 117,114 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : 4.43 % |
| MFC.PR.R | FixedReset | 114,858 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.87 % |
| TRP.PR.D | FixedReset | 91,469 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.96 % |
| RY.PR.Z | FixedReset | 53,148 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 4.53 % |
| BMO.PR.T | FixedReset | 50,054 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.57 % |
| BMO.PR.S | FixedReset | 48,445 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-23 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 4.55 % |
| There were 56 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.D | FloatingReset | Quote: 19.65 – 22.50 Spot Rate : 2.8500 Average : 2.3824 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 14.06 – 14.70 Spot Rate : 0.6400 Average : 0.4039 YTW SCENARIO |
| GRP.PR.A | SplitShare | Quote: 25.55 – 25.94 Spot Rate : 0.3900 Average : 0.2969 YTW SCENARIO |
| RY.PR.J | FixedReset | Quote: 20.80 – 21.15 Spot Rate : 0.3500 Average : 0.2571 YTW SCENARIO |
| BNS.PR.A | FloatingReset | Quote: 23.57 – 23.80 Spot Rate : 0.2300 Average : 0.1411 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 22.88 – 23.15 Spot Rate : 0.2700 Average : 0.1831 YTW SCENARIO |