| 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 | -0.8876 % | 2,075.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8876 % | 3,807.7 |
| Floater | 5.90 % | 6.03 % | 47,496 | 13.82 | 4 | -0.8876 % | 2,194.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0130 % | 3,462.3 |
| SplitShare | 4.75 % | 4.14 % | 35,994 | 3.71 | 6 | 0.0130 % | 4,134.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0130 % | 3,226.1 |
| Perpetual-Premium | 5.58 % | 0.24 % | 59,808 | 0.09 | 11 | 0.0287 % | 3,063.8 |
| Perpetual-Discount | 5.23 % | 5.32 % | 72,193 | 14.91 | 24 | 0.0555 % | 3,325.5 |
| FixedReset Disc | 5.49 % | 5.38 % | 197,265 | 14.82 | 64 | -0.4468 % | 2,179.3 |
| Deemed-Retractible | 5.13 % | 5.23 % | 70,518 | 14.92 | 27 | 0.0884 % | 3,262.3 |
| FloatingReset | 6.02 % | 5.93 % | 71,401 | 13.99 | 3 | -0.1221 % | 2,534.5 |
| FixedReset Prem | 5.09 % | 3.49 % | 127,898 | 1.48 | 22 | -0.1177 % | 2,653.3 |
| FixedReset Bank Non | 1.93 % | 3.54 % | 72,314 | 1.95 | 3 | 0.1361 % | 2,743.7 |
| FixedReset Ins Non | 5.33 % | 5.34 % | 123,474 | 14.79 | 22 | -0.2117 % | 2,199.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 5.86 % |
| BAM.PF.B | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 5.57 % |
| BAM.PR.B | Floater | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 11.39 Evaluated at bid price : 11.39 Bid-YTW : 6.15 % |
| TRP.PR.G | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 5.88 % |
| TRP.PR.C | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 5.93 % |
| IFC.PR.C | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.49 % |
| BAM.PR.T | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.80 % |
| RY.PR.M | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 5.27 % |
| NA.PR.W | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 5.39 % |
| BAM.PF.G | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 5.77 % |
| TRP.PR.K | FixedReset Prem | -1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.57 % |
| IFC.PR.A | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 5.46 % |
| BAM.PF.E | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.75 % |
| BAM.PF.A | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.48 % |
| NA.PR.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 5.46 % |
| PWF.PR.A | Floater | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 5.60 % |
| TD.PF.K | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.23 % |
| MFC.PR.B | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.S | Perpetual-Discount | 592,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 22.27 Evaluated at bid price : 22.60 Bid-YTW : 5.32 % |
| BNS.PR.Z | FixedReset Bank Non | 125,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.42 Bid-YTW : 3.59 % |
| CU.PR.G | Perpetual-Discount | 82,999 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 21.82 Evaluated at bid price : 21.82 Bid-YTW : 5.25 % |
| CU.PR.C | FixedReset Disc | 67,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 5.49 % |
| RY.PR.J | FixedReset Disc | 44,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.24 % |
| RY.PR.H | FixedReset Disc | 42,655 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-30 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.02 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.56 – 24.25 Spot Rate : 0.6900 Average : 0.5445 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 17.10 – 17.54 Spot Rate : 0.4400 Average : 0.3013 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 24.66 – 24.99 Spot Rate : 0.3300 Average : 0.2129 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 17.57 – 17.95 Spot Rate : 0.3800 Average : 0.2643 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.04 – 20.43 Spot Rate : 0.3900 Average : 0.2781 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 18.34 – 18.70 Spot Rate : 0.3600 Average : 0.2582 YTW SCENARIO |