| 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 | 4.03 % | 4.82 % | 21,571 | 18.07 | 1 | 0.6611 % | 1,928.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1890 % | 3,498.3 |
| Floater | 3.96 % | 4.12 % | 48,837 | 17.18 | 4 | 0.1890 % | 2,016.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0788 % | 2,960.0 |
| SplitShare | 4.79 % | 3.94 % | 53,212 | 4.19 | 6 | 0.0788 % | 3,534.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0788 % | 2,758.1 |
| Perpetual-Premium | 5.58 % | -4.18 % | 73,108 | 0.09 | 12 | 0.0190 % | 2,707.0 |
| Perpetual-Discount | 5.24 % | 5.24 % | 90,607 | 14.96 | 26 | -0.1104 % | 2,848.6 |
| FixedReset | 4.58 % | 4.24 % | 219,195 | 6.75 | 96 | 0.2715 % | 2,238.4 |
| Deemed-Retractible | 5.12 % | 4.46 % | 131,291 | 0.25 | 32 | 0.1699 % | 2,791.0 |
| FloatingReset | 2.42 % | 3.21 % | 44,718 | 4.73 | 11 | 0.2448 % | 2,433.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.D | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.05 Evaluated at bid price : 22.32 Bid-YTW : 5.54 % |
| BAM.PR.N | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 21.58 Evaluated at bid price : 21.84 Bid-YTW : 5.48 % |
| MFC.PR.F | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.82 Bid-YTW : 9.81 % |
| PWF.PR.A | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 3.56 % |
| BAM.PF.B | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 4.69 % |
| BAM.PF.F | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.05 Evaluated at bid price : 22.36 Bid-YTW : 4.51 % |
| TRP.PR.B | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 13.99 Evaluated at bid price : 13.99 Bid-YTW : 4.17 % |
| BAM.PF.G | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.18 Evaluated at bid price : 22.66 Bid-YTW : 4.44 % |
| FTS.PR.M | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 4.33 % |
| HSE.PR.E | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.92 Evaluated at bid price : 23.93 Bid-YTW : 4.81 % |
| GWO.PR.N | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.18 Bid-YTW : 9.40 % |
| ELF.PR.G | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.19 Evaluated at bid price : 22.47 Bid-YTW : 5.31 % |
| TRP.PR.D | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.40 % |
| HSE.PR.C | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.32 Evaluated at bid price : 22.80 Bid-YTW : 4.67 % |
| MFC.PR.G | FixedReset | 1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.67 Bid-YTW : 5.46 % |
| TRP.PR.A | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.36 % |
| TRP.PR.G | FixedReset | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.47 Evaluated at bid price : 23.21 Bid-YTW : 4.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 226,692 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 4.54 % |
| BNS.PR.H | FixedReset | 125,373 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.99 Bid-YTW : 3.99 % |
| TRP.PR.E | FixedReset | 120,633 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 4.27 % |
| TRP.PR.D | FixedReset | 118,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.40 % |
| HSE.PR.G | FixedReset | 108,599 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-24 Maturity Price : 22.88 Evaluated at bid price : 23.92 Bid-YTW : 4.78 % |
| BMO.PR.B | FixedReset | 107,189 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 4.19 % |
| There were 58 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Q | FixedReset | Quote: 20.76 – 21.24 Spot Rate : 0.4800 Average : 0.3284 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 22.11 – 22.32 Spot Rate : 0.2100 Average : 0.1318 YTW SCENARIO |
| BAM.PR.T | FixedReset | Quote: 17.73 – 17.94 Spot Rate : 0.2100 Average : 0.1334 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 23.72 – 23.98 Spot Rate : 0.2600 Average : 0.1878 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.26 – 21.59 Spot Rate : 0.3300 Average : 0.2644 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 15.93 – 16.16 Spot Rate : 0.2300 Average : 0.1645 YTW SCENARIO |