| 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 | 0.9971 % | 2,119.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9971 % | 3,889.8 |
| Floater | 3.59 % | 3.73 % | 42,018 | 18.04 | 4 | 0.9971 % | 2,241.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1439 % | 3,022.7 |
| SplitShare | 4.94 % | 4.32 % | 61,007 | 0.66 | 6 | 0.1439 % | 3,609.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1439 % | 2,816.5 |
| Perpetual-Premium | 5.31 % | -3.11 % | 73,998 | 0.09 | 23 | 0.1044 % | 2,776.2 |
| Perpetual-Discount | 5.13 % | 5.11 % | 114,302 | 15.28 | 13 | 0.0585 % | 2,968.7 |
| FixedReset | 4.35 % | 3.94 % | 242,165 | 6.67 | 94 | 0.3221 % | 2,374.3 |
| Deemed-Retractible | 5.00 % | 0.69 % | 147,232 | 0.13 | 31 | 0.2497 % | 2,881.4 |
| FloatingReset | 2.58 % | 3.24 % | 49,282 | 4.54 | 9 | 0.0831 % | 2,524.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.I | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.64 Bid-YTW : 4.67 % |
| IFC.PR.C | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.03 Bid-YTW : 5.41 % |
| IAG.PR.G | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 4.90 % |
| MFC.PR.F | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.88 Bid-YTW : 8.93 % |
| BIP.PR.A | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 22.97 Evaluated at bid price : 24.05 Bid-YTW : 4.76 % |
| MFC.PR.B | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.49 Bid-YTW : 5.68 % |
| BAM.PR.C | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 12.71 Evaluated at bid price : 12.71 Bid-YTW : 3.74 % |
| MFC.PR.C | Deemed-Retractible | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.66 Bid-YTW : 6.09 % |
| BAM.PR.B | Floater | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 12.74 Evaluated at bid price : 12.74 Bid-YTW : 3.73 % |
| BAM.PR.K | Floater | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 322,361 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.59 Bid-YTW : 4.08 % |
| IFC.PR.C | FixedReset | 156,491 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.03 Bid-YTW : 5.41 % |
| IFC.PR.A | FixedReset | 142,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.90 Bid-YTW : 7.07 % |
| BMO.PR.T | FixedReset | 138,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 22.14 Evaluated at bid price : 22.44 Bid-YTW : 3.79 % |
| MFC.PR.R | FixedReset | 120,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 4.06 % |
| TD.PF.C | FixedReset | 93,966 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-06 Maturity Price : 22.04 Evaluated at bid price : 22.37 Bid-YTW : 3.77 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset | Quote: 15.90 – 16.30 Spot Rate : 0.4000 Average : 0.2872 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 25.35 – 25.64 Spot Rate : 0.2900 Average : 0.1897 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 18.91 – 19.15 Spot Rate : 0.2400 Average : 0.1518 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.23 – 22.63 Spot Rate : 0.4000 Average : 0.3150 YTW SCENARIO |
| POW.PR.B | Perpetual-Premium | Quote: 25.17 – 25.44 Spot Rate : 0.2700 Average : 0.1868 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.75 – 16.05 Spot Rate : 0.3000 Average : 0.2170 YTW SCENARIO |