| 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 | -0.3406 % | 2,147.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3406 % | 3,940.5 |
| Floater | 5.45 % | 5.70 % | 42,157 | 14.38 | 3 | -0.3406 % | 2,270.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1937 % | 3,274.3 |
| SplitShare | 4.89 % | 4.70 % | 79,390 | 3.83 | 8 | -0.1937 % | 3,910.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1937 % | 3,050.9 |
| Perpetual-Premium | 5.55 % | -18.68 % | 88,153 | 0.09 | 10 | 0.4052 % | 2,968.6 |
| Perpetual-Discount | 5.39 % | 5.46 % | 75,649 | 14.74 | 23 | -0.4240 % | 3,113.9 |
| FixedReset Disc | 5.24 % | 5.35 % | 193,307 | 14.95 | 61 | 0.0487 % | 2,194.6 |
| Deemed-Retractible | 5.20 % | 5.75 % | 92,754 | 8.15 | 27 | -0.0267 % | 3,086.6 |
| FloatingReset | 4.22 % | 4.34 % | 55,752 | 2.69 | 5 | 0.2815 % | 2,413.4 |
| FixedReset Prem | 5.06 % | 3.69 % | 301,648 | 2.21 | 22 | 0.0779 % | 2,587.0 |
| FixedReset Bank Non | 1.98 % | 4.04 % | 137,890 | 2.71 | 3 | 0.0279 % | 2,633.8 |
| FixedReset Ins Non | 4.98 % | 6.56 % | 104,759 | 8.30 | 22 | 0.1637 % | 2,266.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 5.98 % |
| GWO.PR.R | Deemed-Retractible | -1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.66 Bid-YTW : 6.04 % |
| BAM.PR.N | Perpetual-Discount | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.78 % |
| BAM.PR.M | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.79 % |
| PWF.PR.P | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 5.53 % |
| TD.PF.A | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.19 % |
| PWF.PR.S | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 21.89 Evaluated at bid price : 21.89 Bid-YTW : 5.50 % |
| NA.PR.W | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 5.56 % |
| BMO.PR.D | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 21.93 Evaluated at bid price : 22.29 Bid-YTW : 5.32 % |
| TRP.PR.C | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 5.76 % |
| MFC.PR.K | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.53 Bid-YTW : 7.11 % |
| BIP.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 23.30 Evaluated at bid price : 24.55 Bid-YTW : 6.21 % |
| BIP.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 21.90 Evaluated at bid price : 22.30 Bid-YTW : 5.63 % |
| CU.PR.C | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 5.35 % |
| GWO.PR.S | Deemed-Retractible | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.61 Bid-YTW : 5.50 % |
| SLF.PR.J | FloatingReset | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.00 Bid-YTW : 8.97 % |
| NA.PR.G | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 21.43 Evaluated at bid price : 21.69 Bid-YTW : 5.18 % |
| GWO.PR.N | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 8.68 % |
| MFC.PR.F | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.02 Bid-YTW : 8.57 % |
| TRP.PR.G | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.92 % |
| BIP.PR.D | FixedReset Disc | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-11 Maturity Price : 22.60 Evaluated at bid price : 23.26 Bid-YTW : 5.72 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.L | FixedReset Ins Non | 53,550 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.93 Bid-YTW : 7.72 % |
| MFC.PR.K | FixedReset Ins Non | 50,355 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.53 Bid-YTW : 7.11 % |
| POW.PR.G | Perpetual-Premium | 45,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-05-15 Maturity Price : 25.50 Evaluated at bid price : 25.70 Bid-YTW : -3.53 % |
| GWO.PR.M | Deemed-Retractible | 44,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-05-11 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : -14.43 % |
| GWO.PR.R | Deemed-Retractible | 35,466 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.66 Bid-YTW : 6.04 % |
| IAF.PR.G | FixedReset Ins Non | 29,020 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.07 Bid-YTW : 6.28 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.77 – 21.23 Spot Rate : 0.4600 Average : 0.2863 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 15.91 – 16.50 Spot Rate : 0.5900 Average : 0.4217 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 19.35 – 19.75 Spot Rate : 0.4000 Average : 0.2611 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 24.00 – 24.40 Spot Rate : 0.4000 Average : 0.2668 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.72 – 19.12 Spot Rate : 0.4000 Average : 0.2797 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 21.27 – 21.60 Spot Rate : 0.3300 Average : 0.2138 YTW SCENARIO |