| 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 | 0.1354 % | 2,195.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1354 % | 4,028.0 |
| Floater | 5.34 % | 5.60 % | 30,609 | 14.44 | 4 | 0.1354 % | 2,321.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1760 % | 3,257.0 |
| SplitShare | 4.89 % | 4.62 % | 59,129 | 3.93 | 8 | 0.1760 % | 3,889.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1760 % | 3,034.8 |
| Perpetual-Premium | 5.84 % | 0.77 % | 82,522 | 0.08 | 4 | 0.0099 % | 2,896.1 |
| Perpetual-Discount | 5.57 % | 5.72 % | 79,082 | 14.22 | 31 | -0.0014 % | 2,988.5 |
| FixedReset Disc | 5.16 % | 5.50 % | 225,394 | 14.82 | 65 | -0.1016 % | 2,198.2 |
| Deemed-Retractible | 5.34 % | 6.25 % | 95,034 | 8.11 | 27 | 0.0501 % | 2,968.6 |
| FloatingReset | 4.39 % | 5.69 % | 56,695 | 8.40 | 6 | 0.0282 % | 2,427.5 |
| FixedReset Prem | 5.14 % | 4.26 % | 288,691 | 2.26 | 18 | -0.0718 % | 2,532.3 |
| FixedReset Bank Non | 2.78 % | 4.44 % | 178,509 | 2.82 | 5 | 0.2732 % | 2,606.8 |
| FixedReset Ins Non | 5.02 % | 7.01 % | 132,227 | 8.24 | 22 | -0.0641 % | 2,218.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.71 % |
| TRP.PR.C | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 6.09 % |
| RY.PR.J | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.35 % |
| SLF.PR.I | FixedReset Ins Non | -1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.17 Bid-YTW : 6.95 % |
| BAM.PR.Z | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.88 % |
| PWF.PR.T | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.52 % |
| SLF.PR.B | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.36 Bid-YTW : 6.84 % |
| IAF.PR.I | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 7.01 % |
| BAM.PR.K | Floater | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 12.42 Evaluated at bid price : 12.42 Bid-YTW : 5.65 % |
| RY.PR.H | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.14 % |
| BAM.PR.B | Floater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 12.53 Evaluated at bid price : 12.53 Bid-YTW : 5.60 % |
| MFC.PR.C | Deemed-Retractible | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.28 Bid-YTW : 7.16 % |
| HSE.PR.E | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.78 % |
| GWO.PR.N | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.70 Bid-YTW : 8.95 % |
| PWF.PR.P | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.81 % |
| BAM.PR.T | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.J | Perpetual-Discount | 410,474 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-23 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 3.74 % |
| TRP.PR.K | FixedReset Disc | 213,985 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 23.15 Evaluated at bid price : 24.50 Bid-YTW : 5.56 % |
| TD.PF.G | FixedReset Prem | 106,846 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 4.07 % |
| MFC.PR.R | FixedReset Ins Non | 100,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.55 % |
| CM.PR.O | FixedReset Disc | 82,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.36 % |
| CM.PR.R | FixedReset Disc | 80,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-21 Maturity Price : 22.29 Evaluated at bid price : 22.83 Bid-YTW : 5.51 % |
| There were 66 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EMA.PR.F | FixedReset Disc | Quote: 19.50 – 23.07 Spot Rate : 3.5700 Average : 2.2331 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 19.70 – 21.60 Spot Rate : 1.9000 Average : 1.0611 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 20.01 – 20.90 Spot Rate : 0.8900 Average : 0.5941 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.99 – 22.80 Spot Rate : 1.8100 Average : 1.5569 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 21.00 – 21.72 Spot Rate : 0.7200 Average : 0.4890 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 18.76 – 19.50 Spot Rate : 0.7400 Average : 0.5133 YTW SCENARIO |