| 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 | 0.0200 % | 1,995.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0200 % | 3,661.1 |
| Floater | 3.78 % | 3.92 % | 45,811 | 17.56 | 4 | 0.0200 % | 2,109.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1765 % | 2,963.8 |
| SplitShare | 4.71 % | 4.60 % | 58,979 | 4.16 | 4 | -0.1765 % | 3,539.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1765 % | 2,761.6 |
| Perpetual-Premium | 5.45 % | -2.76 % | 72,643 | 0.09 | 16 | 0.0319 % | 2,718.4 |
| Perpetual-Discount | 5.21 % | 5.25 % | 92,196 | 15.04 | 22 | 0.1561 % | 2,881.7 |
| FixedReset | 4.48 % | 4.08 % | 229,617 | 6.81 | 97 | -0.0669 % | 2,297.8 |
| Deemed-Retractible | 5.08 % | 0.40 % | 132,242 | 0.22 | 31 | -0.0771 % | 2,813.1 |
| FloatingReset | 2.47 % | 3.20 % | 47,138 | 4.70 | 9 | 0.0431 % | 2,449.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset | -2.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.92 Bid-YTW : 6.13 % |
| MFC.PR.M | FixedReset | -2.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.13 Bid-YTW : 6.22 % |
| PWF.PR.P | FixedReset | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 4.29 % |
| SLF.PR.G | FixedReset | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.83 % |
| MFC.PR.F | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.20 Bid-YTW : 9.49 % |
| MFC.PR.N | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.57 Bid-YTW : 5.84 % |
| MFC.PR.H | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.91 Bid-YTW : 5.00 % |
| MFC.PR.J | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.61 Bid-YTW : 5.33 % |
| BMO.PR.M | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.35 % |
| CU.PR.C | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 4.06 % |
| BAM.PR.T | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.52 % |
| SLF.PR.J | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.29 Bid-YTW : 8.77 % |
| GWO.PR.N | FixedReset | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.35 Bid-YTW : 9.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.D | FixedReset | 111,084 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 23.20 Evaluated at bid price : 25.16 Bid-YTW : 4.89 % |
| BAM.PR.X | FixedReset | 107,101 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.53 % |
| MFC.PR.K | FixedReset | 67,929 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.92 Bid-YTW : 6.13 % |
| NA.PR.W | FixedReset | 65,694 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-06 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 4.06 % |
| IFC.PR.C | FixedReset | 59,386 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.69 Bid-YTW : 5.65 % |
| TRP.PR.K | FixedReset | 40,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 4.20 % |
| There were 46 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSB.PR.D | Deemed-Retractible | Quote: 25.25 – 26.49 Spot Rate : 1.2400 Average : 0.7160 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 21.13 – 21.72 Spot Rate : 0.5900 Average : 0.3224 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 24.49 – 25.12 Spot Rate : 0.6300 Average : 0.3654 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.50 – 24.35 Spot Rate : 0.8500 Average : 0.6278 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 20.92 – 21.43 Spot Rate : 0.5100 Average : 0.2921 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 23.41 – 23.80 Spot Rate : 0.3900 Average : 0.2361 YTW SCENARIO |