| 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 | 3.97 % | 4.74 % | 19,994 | 18.17 | 1 | 0.9496 % | 1,957.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2070 % | 3,548.2 |
| Floater | 3.90 % | 3.98 % | 47,615 | 17.45 | 4 | 0.2070 % | 2,044.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0590 % | 2,962.8 |
| SplitShare | 4.78 % | 4.43 % | 56,394 | 4.19 | 6 | 0.0590 % | 3,538.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0590 % | 2,760.6 |
| Perpetual-Premium | 5.58 % | -5.71 % | 73,107 | 0.09 | 12 | -0.0164 % | 2,706.8 |
| Perpetual-Discount | 5.24 % | 5.26 % | 89,304 | 14.96 | 26 | 0.0146 % | 2,850.0 |
| FixedReset | 4.53 % | 4.16 % | 221,294 | 6.75 | 97 | 0.2868 % | 2,270.2 |
| Deemed-Retractible | 5.11 % | 4.75 % | 135,766 | 0.25 | 32 | 0.0544 % | 2,794.4 |
| FloatingReset | 2.41 % | 3.16 % | 44,589 | 4.72 | 11 | 0.2741 % | 2,445.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.C | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 22.42 Evaluated at bid price : 22.95 Bid-YTW : 4.64 % |
| MFC.PR.I | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.89 Bid-YTW : 5.37 % |
| HSE.PR.G | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 22.92 Evaluated at bid price : 24.01 Bid-YTW : 4.76 % |
| MFC.PR.H | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 5.03 % |
| HSE.PR.E | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 22.95 Evaluated at bid price : 24.00 Bid-YTW : 4.79 % |
| FTS.PR.K | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.22 % |
| TRP.PR.D | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.33 % |
| FTS.PR.H | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.26 % |
| BIP.PR.A | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 22.21 Evaluated at bid price : 22.71 Bid-YTW : 5.09 % |
| BAM.PF.F | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 22.68 Evaluated at bid price : 23.34 Bid-YTW : 4.29 % |
| PWF.PR.P | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 4.21 % |
| TRP.PR.E | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.16 % |
| BAM.PR.T | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 4.62 % |
| VNR.PR.A | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 4.71 % |
| HSE.PR.A | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 4.54 % |
| BAM.PR.Z | FixedReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 21.74 Evaluated at bid price : 22.19 Bid-YTW : 4.60 % |
| SLF.PR.J | FloatingReset | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.35 Bid-YTW : 8.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.D | FixedReset | 1,272,999 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 23.20 Evaluated at bid price : 25.15 Bid-YTW : 4.88 % |
| TRP.PR.K | FixedReset | 488,457 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.43 % |
| MFC.PR.R | FixedReset | 163,576 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.54 % |
| MFC.PR.I | FixedReset | 130,459 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.89 Bid-YTW : 5.37 % |
| BMO.PR.B | FixedReset | 106,454 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 4.16 % |
| BMO.PR.T | FixedReset | 58,916 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-26 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.06 % |
| There were 55 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.Y | FixedReset | Quote: 21.83 – 22.19 Spot Rate : 0.3600 Average : 0.2436 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.00 – 22.37 Spot Rate : 0.3700 Average : 0.2593 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 26.50 – 26.78 Spot Rate : 0.2800 Average : 0.1825 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 20.67 – 20.99 Spot Rate : 0.3200 Average : 0.2264 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 21.04 – 21.34 Spot Rate : 0.3000 Average : 0.2092 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.66 – 11.98 Spot Rate : 0.3200 Average : 0.2316 YTW SCENARIO |