| 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 | -0.7769 % | 3,037.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7769 % | 5,573.7 |
| Floater | 3.56 % | 3.77 % | 38,296 | 17.84 | 4 | -0.7769 % | 3,212.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0475 % | 3,236.1 |
| SplitShare | 4.60 % | 4.42 % | 53,020 | 4.82 | 5 | 0.0475 % | 3,864.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0475 % | 3,015.3 |
| Perpetual-Premium | 5.54 % | -0.32 % | 50,240 | 0.09 | 12 | -0.0753 % | 2,920.1 |
| Perpetual-Discount | 5.41 % | 5.55 % | 58,329 | 14.51 | 22 | -0.0745 % | 2,999.9 |
| FixedReset Disc | 4.11 % | 4.94 % | 127,949 | 15.70 | 39 | -0.0999 % | 2,578.8 |
| Deemed-Retractible | 5.17 % | 5.97 % | 64,387 | 5.39 | 27 | -0.0298 % | 2,991.5 |
| FloatingReset | 3.34 % | 4.10 % | 38,984 | 5.69 | 5 | -0.0181 % | 2,843.3 |
| FixedReset Prem | 4.84 % | 4.25 % | 176,821 | 2.89 | 35 | -0.1863 % | 2,559.5 |
| FixedReset Bank Non | 3.19 % | 3.94 % | 67,763 | 3.15 | 9 | -0.0632 % | 2,570.6 |
| FixedReset Ins Non | 4.30 % | 5.16 % | 101,166 | 5.37 | 22 | -0.2101 % | 2,567.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.I | FixedReset Prem | -1.92 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.43 % |
| BAM.PR.K | Floater | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-10 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.86 % |
| MFC.PR.L | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.21 Bid-YTW : 6.49 % |
| MFC.PR.F | FixedReset Ins Non | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.36 Bid-YTW : 8.41 % |
| MFC.PR.I | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 24.59 Bid-YTW : 4.80 % |
| IFC.PR.G | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.24 % |
| CU.PR.C | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-10 Maturity Price : 22.15 Evaluated at bid price : 22.65 Bid-YTW : 4.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 84,271 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.32 % |
| TD.PF.H | FixedReset Prem | 81,114 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.89 % |
| BAM.PR.R | FixedReset Disc | 58,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-10 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.11 % |
| MFC.PR.R | FixedReset Ins Non | 54,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.92 % |
| EMA.PR.F | FixedReset Disc | 52,448 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-10 Maturity Price : 23.57 Evaluated at bid price : 24.00 Bid-YTW : 5.02 % |
| TD.PF.I | FixedReset Prem | 44,390 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.63 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.21 – 23.80 Spot Rate : 1.5900 Average : 0.9130 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 22.25 – 23.80 Spot Rate : 1.5500 Average : 0.9214 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.11 – 26.11 Spot Rate : 1.0000 Average : 0.5787 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.45 – 23.50 Spot Rate : 1.0500 Average : 0.8188 YTW SCENARIO |
| BAM.PF.I | FixedReset Prem | Quote: 25.56 – 26.20 Spot Rate : 0.6400 Average : 0.4148 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 24.40 – 24.95 Spot Rate : 0.5500 Average : 0.3592 YTW SCENARIO |