| 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 | -2.2252 % | 2,069.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.2252 % | 3,797.3 |
| Floater | 5.62 % | 6.00 % | 50,887 | 13.79 | 3 | -2.2252 % | 2,188.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,271.4 |
| SplitShare | 4.88 % | 4.57 % | 65,996 | 3.92 | 8 | 0.0000 % | 3,906.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,048.2 |
| Perpetual-Premium | 5.65 % | 0.96 % | 57,741 | 0.08 | 9 | 0.0176 % | 2,913.8 |
| Perpetual-Discount | 5.51 % | 5.65 % | 74,775 | 14.33 | 26 | 0.1294 % | 3,018.2 |
| FixedReset Disc | 5.22 % | 5.43 % | 194,391 | 14.78 | 64 | -0.1819 % | 2,177.6 |
| Deemed-Retractible | 5.34 % | 6.19 % | 92,732 | 8.17 | 27 | -0.1450 % | 3,001.5 |
| FloatingReset | 4.20 % | 4.22 % | 49,511 | 2.76 | 5 | -0.2911 % | 2,400.9 |
| FixedReset Prem | 5.11 % | 4.18 % | 306,439 | 2.26 | 19 | -0.0205 % | 2,547.0 |
| FixedReset Bank Non | 1.98 % | 4.09 % | 152,238 | 2.78 | 3 | -0.3469 % | 2,629.7 |
| FixedReset Ins Non | 5.07 % | 6.82 % | 128,851 | 8.32 | 22 | 0.1809 % | 2,216.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| VNR.PR.A | FixedReset Disc | -4.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.58 % |
| BAM.PR.B | Floater | -4.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 11.56 Evaluated at bid price : 11.56 Bid-YTW : 6.10 % |
| BAM.PR.K | Floater | -3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 6.00 % |
| HSE.PR.C | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.56 % |
| TRP.PR.F | FloatingReset | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 6.20 % |
| CM.PR.Q | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 5.52 % |
| TD.PF.D | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 5.31 % |
| TD.PF.K | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 5.16 % |
| RY.PR.M | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 5.24 % |
| SLF.PR.H | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.20 Bid-YTW : 7.88 % |
| SLF.PR.B | Deemed-Retractible | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.45 Bid-YTW : 6.66 % |
| TD.PF.C | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.20 % |
| IFC.PR.G | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 6.62 % |
| MFC.PR.M | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.25 Bid-YTW : 7.76 % |
| BAM.PF.F | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.72 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.A | FixedReset Disc | 220,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 5.60 % |
| TRP.PR.F | FloatingReset | 75,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 6.20 % |
| BAM.PR.Z | FixedReset Disc | 71,475 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.78 % |
| W.PR.H | Perpetual-Premium | 48,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-04-10 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 5.37 % |
| CM.PR.R | FixedReset Disc | 47,938 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 22.29 Evaluated at bid price : 22.82 Bid-YTW : 5.42 % |
| BIP.PR.F | FixedReset Disc | 36,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-11 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.09 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.T | FixedReset Disc | Quote: 18.46 – 18.88 Spot Rate : 0.4200 Average : 0.2691 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 14.42 – 15.07 Spot Rate : 0.6500 Average : 0.5040 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 20.36 – 20.80 Spot Rate : 0.4400 Average : 0.2967 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 20.11 – 20.58 Spot Rate : 0.4700 Average : 0.3310 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 18.66 – 19.10 Spot Rate : 0.4400 Average : 0.3054 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.15 – 22.65 Spot Rate : 0.5000 Average : 0.3727 YTW SCENARIO |