| 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 | 0.7508 % | 2,078.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7508 % | 3,813.4 |
| Floater | 5.89 % | 6.06 % | 46,292 | 13.78 | 4 | 0.7508 % | 2,197.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1428 % | 3,467.3 |
| SplitShare | 4.75 % | 4.15 % | 34,044 | 3.70 | 6 | 0.1428 % | 4,140.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1428 % | 3,230.7 |
| Perpetual-Premium | 5.58 % | 0.55 % | 58,930 | 0.09 | 11 | 0.0359 % | 3,065.2 |
| Perpetual-Discount | 5.23 % | 5.31 % | 71,145 | 14.92 | 24 | 0.0910 % | 3,330.0 |
| FixedReset Disc | 5.54 % | 5.42 % | 191,738 | 14.78 | 64 | -0.2632 % | 2,164.3 |
| Deemed-Retractible | 5.13 % | 5.24 % | 72,186 | 14.93 | 27 | 0.0729 % | 3,260.5 |
| FloatingReset | 6.04 % | 5.98 % | 68,888 | 13.96 | 3 | -0.1465 % | 2,533.9 |
| FixedReset Prem | 5.09 % | 3.59 % | 132,969 | 1.47 | 22 | 0.0178 % | 2,651.8 |
| FixedReset Bank Non | 1.93 % | 3.49 % | 75,118 | 1.94 | 3 | 0.0272 % | 2,745.7 |
| FixedReset Ins Non | 5.36 % | 5.33 % | 120,411 | 14.70 | 22 | -0.2542 % | 2,188.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.G | FixedReset Ins Non | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.56 % |
| IFC.PR.A | FixedReset Ins Non | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 5.54 % |
| EMA.PR.F | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 5.72 % |
| BAM.PR.X | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 5.84 % |
| MFC.PR.N | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 5.47 % |
| NA.PR.C | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 21.27 Evaluated at bid price : 21.56 Bid-YTW : 5.45 % |
| SLF.PR.G | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 12.88 Evaluated at bid price : 12.88 Bid-YTW : 5.33 % |
| MFC.PR.Q | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.31 % |
| TRP.PR.B | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 5.87 % |
| BAM.PF.G | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.79 % |
| IFC.PR.F | Deemed-Retractible | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 24.20 Evaluated at bid price : 24.62 Bid-YTW : 5.43 % |
| SLF.PR.H | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.34 % |
| BIP.PR.D | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 22.84 Evaluated at bid price : 23.15 Bid-YTW : 5.54 % |
| TRP.PR.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 5.75 % |
| RY.PR.J | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 5.31 % |
| GWO.PR.G | Deemed-Retractible | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 5.29 % |
| PWF.PR.A | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 5.59 % |
| BAM.PR.B | Floater | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 11.56 Evaluated at bid price : 11.56 Bid-YTW : 6.06 % |
| BAM.PR.R | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 5.79 % |
| IFC.PR.C | FixedReset Ins Non | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.G | Perpetual-Premium | 210,535 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-04 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : -1.48 % |
| PWF.PR.I | Perpetual-Premium | 114,144 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-04 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 0.55 % |
| CCS.PR.C | Deemed-Retractible | 56,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 23.22 Evaluated at bid price : 23.52 Bid-YTW : 5.37 % |
| RY.PR.Q | FixedReset Prem | 29,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 2.96 % |
| PWF.PR.S | Perpetual-Discount | 28,153 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 22.26 Evaluated at bid price : 22.58 Bid-YTW : 5.33 % |
| NA.PR.E | FixedReset Disc | 23,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-03 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 5.49 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CIU.PR.A | Perpetual-Discount | Quote: 22.12 – 22.58 Spot Rate : 0.4600 Average : 0.2771 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 23.55 – 23.98 Spot Rate : 0.4300 Average : 0.2543 YTW SCENARIO |
| BAM.PF.J | FixedReset Prem | Quote: 24.90 – 25.29 Spot Rate : 0.3900 Average : 0.2582 YTW SCENARIO |
| BIP.PR.D | FixedReset Disc | Quote: 23.15 – 23.49 Spot Rate : 0.3400 Average : 0.2163 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 20.01 – 20.30 Spot Rate : 0.2900 Average : 0.1761 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 19.25 – 19.63 Spot Rate : 0.3800 Average : 0.2692 YTW SCENARIO |