| 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 | -1.6819 % | 2,231.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6819 % | 4,094.1 |
| Floater | 5.26 % | 5.49 % | 28,907 | 14.62 | 4 | -1.6819 % | 2,359.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1245 % | 3,228.8 |
| SplitShare | 4.90 % | 5.01 % | 61,785 | 3.95 | 8 | -0.1245 % | 3,855.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1245 % | 3,008.5 |
| Perpetual-Premium | 5.85 % | -1.66 % | 85,812 | 0.08 | 4 | -0.0694 % | 2,890.0 |
| Perpetual-Discount | 5.56 % | 5.68 % | 71,397 | 14.35 | 31 | 0.0630 % | 2,991.1 |
| FixedReset Disc | 5.10 % | 5.34 % | 212,918 | 14.96 | 65 | -0.5637 % | 2,227.6 |
| Deemed-Retractible | 5.34 % | 6.18 % | 92,495 | 8.14 | 27 | 0.0307 % | 2,972.4 |
| FloatingReset | 4.34 % | 5.59 % | 59,043 | 8.45 | 6 | -0.0937 % | 2,429.8 |
| FixedReset Prem | 5.14 % | 4.26 % | 309,722 | 2.28 | 18 | -0.1328 % | 2,530.6 |
| FixedReset Bank Non | 2.79 % | 4.12 % | 162,582 | 2.85 | 5 | -0.0827 % | 2,601.2 |
| FixedReset Ins Non | 5.01 % | 6.82 % | 127,368 | 8.27 | 22 | -0.1005 % | 2,219.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 12.43 Evaluated at bid price : 12.43 Bid-YTW : 5.64 % |
| PWF.PR.A | Floater | -2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 4.70 % |
| NA.PR.E | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 5.51 % |
| RY.PR.M | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 5.29 % |
| HSE.PR.E | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 6.42 % |
| HSE.PR.G | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 6.41 % |
| TD.PF.I | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 22.54 Evaluated at bid price : 23.31 Bid-YTW : 5.08 % |
| BIP.PR.E | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 5.93 % |
| HSE.PR.C | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.37 % |
| MFC.PR.J | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.62 % |
| TD.PF.E | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.36 Evaluated at bid price : 21.67 Bid-YTW : 5.30 % |
| HSE.PR.A | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 6.24 % |
| TRP.PR.G | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 5.86 % |
| RY.PR.J | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.25 % |
| TD.PF.K | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.60 Evaluated at bid price : 21.93 Bid-YTW : 5.13 % |
| BIP.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 22.30 Evaluated at bid price : 22.80 Bid-YTW : 6.05 % |
| TD.PF.D | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.28 % |
| BAM.PF.H | FixedReset Prem | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.10 % |
| RY.PR.S | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.81 Evaluated at bid price : 22.25 Bid-YTW : 4.87 % |
| GWO.PR.N | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.26 Bid-YTW : 9.28 % |
| NA.PR.W | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.64 % |
| CCS.PR.C | Deemed-Retractible | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.91 Bid-YTW : 6.17 % |
| MFC.PR.I | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.05 Bid-YTW : 6.72 % |
| TD.PF.A | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.23 % |
| W.PR.J | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.89 % |
| PWF.PR.L | Perpetual-Discount | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 22.30 Evaluated at bid price : 22.57 Bid-YTW : 5.69 % |
| IFC.PR.G | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.48 Bid-YTW : 6.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset Prem | 147,533 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.24 % |
| PWF.PR.S | Perpetual-Discount | 135,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 5.63 % |
| POW.PR.D | Perpetual-Discount | 128,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 22.01 Evaluated at bid price : 22.24 Bid-YTW : 5.68 % |
| CM.PR.S | FixedReset Disc | 125,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.27 % |
| TRP.PR.D | FixedReset Disc | 119,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 5.76 % |
| BMO.PR.C | FixedReset Disc | 111,475 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-12 Maturity Price : 22.94 Evaluated at bid price : 24.00 Bid-YTW : 5.17 % |
| NA.PR.A | FixedReset Prem | 105,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.52 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.E | FixedReset Disc | Quote: 21.67 – 22.17 Spot Rate : 0.5000 Average : 0.3622 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.43 – 12.94 Spot Rate : 0.5100 Average : 0.3770 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 20.23 – 20.58 Spot Rate : 0.3500 Average : 0.2181 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 23.50 – 23.99 Spot Rate : 0.4900 Average : 0.3647 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 20.58 – 20.88 Spot Rate : 0.3000 Average : 0.2013 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 23.31 – 23.63 Spot Rate : 0.3200 Average : 0.2313 YTW SCENARIO |