| 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 | -0.0966 % | 2,193.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0966 % | 4,024.8 |
| Floater | 5.35 % | 5.57 % | 27,690 | 14.45 | 4 | -0.0966 % | 2,319.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0298 % | 3,268.6 |
| SplitShare | 4.89 % | 4.72 % | 60,652 | 3.94 | 8 | -0.0298 % | 3,903.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0298 % | 3,045.6 |
| Perpetual-Premium | 5.82 % | -5.21 % | 84,307 | 0.08 | 4 | 0.0691 % | 2,908.1 |
| Perpetual-Discount | 5.52 % | 5.67 % | 69,821 | 14.28 | 31 | 0.1349 % | 3,012.3 |
| FixedReset Disc | 5.09 % | 5.37 % | 209,702 | 14.87 | 65 | 0.4750 % | 2,233.9 |
| Deemed-Retractible | 5.34 % | 6.13 % | 94,690 | 8.20 | 27 | 0.0759 % | 3,003.4 |
| FloatingReset | 4.34 % | 5.63 % | 53,771 | 8.55 | 6 | 0.0374 % | 2,446.7 |
| FixedReset Prem | 5.10 % | 3.97 % | 304,802 | 2.23 | 18 | 0.1992 % | 2,553.1 |
| FixedReset Bank Non | 1.97 % | 3.93 % | 159,511 | 2.80 | 3 | 0.1388 % | 2,642.9 |
| FixedReset Ins Non | 4.93 % | 6.58 % | 130,985 | 8.38 | 22 | 0.6594 % | 2,279.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.98 % |
| TRP.PR.H | FloatingReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 5.76 % |
| SLF.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.05 Bid-YTW : 8.83 % |
| RY.PR.S | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 22.12 Evaluated at bid price : 22.73 Bid-YTW : 4.77 % |
| IFC.PR.C | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 7.03 % |
| IFC.PR.E | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.57 Bid-YTW : 6.08 % |
| TD.PF.D | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 21.64 Evaluated at bid price : 22.05 Bid-YTW : 5.14 % |
| TD.PF.J | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 22.36 Evaluated at bid price : 23.06 Bid-YTW : 4.93 % |
| BAM.PR.K | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 12.59 Evaluated at bid price : 12.59 Bid-YTW : 5.58 % |
| BMO.PR.W | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 5.27 % |
| CM.PR.S | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 5.22 % |
| NA.PR.G | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 21.69 Evaluated at bid price : 22.06 Bid-YTW : 5.32 % |
| NA.PR.E | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.36 % |
| HSE.PR.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 6.66 % |
| TD.PF.E | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 21.73 Evaluated at bid price : 22.20 Bid-YTW : 5.18 % |
| TRP.PR.G | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 5.80 % |
| BIP.PR.E | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.89 % |
| BAM.PR.X | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 5.79 % |
| CU.PR.H | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 24.02 Evaluated at bid price : 24.51 Bid-YTW : 5.37 % |
| EMA.PR.F | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.65 % |
| HSE.PR.A | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 13.52 Evaluated at bid price : 13.52 Bid-YTW : 6.35 % |
| MFC.PR.L | FixedReset Ins Non | 2.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.54 Bid-YTW : 7.47 % |
| MFC.PR.M | FixedReset Ins Non | 2.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.49 Bid-YTW : 7.08 % |
| EMA.PR.H | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 22.39 Evaluated at bid price : 23.15 Bid-YTW : 5.30 % |
| MFC.PR.G | FixedReset Ins Non | 2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.28 Bid-YTW : 6.37 % |
| IFC.PR.G | FixedReset Ins Non | 2.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.78 Bid-YTW : 6.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 265,285 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.30 % |
| RY.PR.H | FixedReset Disc | 240,619 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 5.16 % |
| BAM.PF.I | FixedReset Prem | 105,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.77 % |
| IFC.PR.C | FixedReset Ins Non | 97,240 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 7.03 % |
| TD.PF.L | FixedReset Prem | 57,623 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 23.28 Evaluated at bid price : 25.41 Bid-YTW : 4.96 % |
| BAM.PF.A | FixedReset Disc | 55,102 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-05 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 5.67 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| VNR.PR.A | FixedReset Disc | Quote: 22.57 – 23.18 Spot Rate : 0.6100 Average : 0.4020 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 23.68 – 24.20 Spot Rate : 0.5200 Average : 0.3773 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 21.04 – 21.50 Spot Rate : 0.4600 Average : 0.3248 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.92 – 19.44 Spot Rate : 0.5200 Average : 0.3987 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 12.80 – 13.30 Spot Rate : 0.5000 Average : 0.3969 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.26 – 21.58 Spot Rate : 0.3200 Average : 0.2204 YTW SCENARIO |