| 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 | 0.1703 % | 2,081.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1703 % | 3,819.9 |
| Floater | 5.88 % | 6.06 % | 46,307 | 13.77 | 4 | 0.1703 % | 2,201.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0389 % | 3,468.6 |
| SplitShare | 4.75 % | 4.13 % | 35,253 | 3.70 | 6 | 0.0389 % | 4,142.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0389 % | 3,232.0 |
| Perpetual-Premium | 5.57 % | -0.22 % | 56,618 | 0.09 | 11 | 0.0108 % | 3,065.6 |
| Perpetual-Discount | 5.23 % | 5.30 % | 71,835 | 14.94 | 24 | 0.0802 % | 3,332.6 |
| FixedReset Disc | 5.51 % | 5.37 % | 168,892 | 14.86 | 64 | 0.6320 % | 2,178.0 |
| Deemed-Retractible | 5.12 % | 5.22 % | 72,834 | 14.93 | 27 | 0.1597 % | 3,265.7 |
| FloatingReset | 6.00 % | 5.97 % | 68,212 | 13.97 | 3 | 0.6603 % | 2,550.6 |
| FixedReset Prem | 5.08 % | 3.45 % | 135,245 | 1.47 | 22 | 0.2898 % | 2,659.5 |
| FixedReset Bank Non | 1.93 % | 3.15 % | 77,915 | 1.94 | 3 | 0.3128 % | 2,754.3 |
| FixedReset Ins Non | 5.33 % | 5.33 % | 120,311 | 14.76 | 22 | 0.4632 % | 2,198.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.Z | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 5.09 % |
| GWO.PR.N | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.49 Evaluated at bid price : 13.49 Bid-YTW : 4.86 % |
| TD.PF.L | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 22.87 Evaluated at bid price : 24.08 Bid-YTW : 4.86 % |
| RY.PR.H | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 5.02 % |
| BMO.PR.Y | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 5.34 % |
| RY.PR.J | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 5.26 % |
| TRP.PR.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 5.77 % |
| SLF.PR.J | FloatingReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 5.87 % |
| NA.PR.W | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 5.31 % |
| BAM.PF.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.72 % |
| HSE.PR.E | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 6.47 % |
| BAM.PR.T | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 5.74 % |
| TRP.PR.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 5.85 % |
| TRP.PR.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.67 % |
| TRP.PR.G | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 5.86 % |
| EMA.PR.C | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.65 % |
| EMA.PR.F | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 5.63 % |
| IAF.PR.G | FixedReset Ins Non | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.46 % |
| SLF.PR.G | FixedReset Ins Non | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.20 % |
| BAM.PR.X | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.57 Evaluated at bid price : 13.57 Bid-YTW : 5.70 % |
| IFC.PR.A | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.40 % |
| PWF.PR.P | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.59 Evaluated at bid price : 13.59 Bid-YTW : 5.34 % |
| TRP.PR.B | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 11.44 Evaluated at bid price : 11.44 Bid-YTW : 5.72 % |
| CU.PR.C | FixedReset Disc | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 5.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 117,014 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 5.09 % |
| PWF.PR.P | FixedReset Disc | 44,249 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 13.59 Evaluated at bid price : 13.59 Bid-YTW : 5.34 % |
| IFC.PR.E | Deemed-Retractible | 40,266 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 24.19 Evaluated at bid price : 24.62 Bid-YTW : 5.32 % |
| BAM.PF.G | FixedReset Disc | 38,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.74 % |
| BNS.PR.Y | FixedReset Bank Non | 33,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 2.61 % |
| HSE.PR.E | FixedReset Disc | 33,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-04 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 6.47 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.81 – 26.33 Spot Rate : 0.5200 Average : 0.3443 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 16.04 – 16.46 Spot Rate : 0.4200 Average : 0.2731 YTW SCENARIO |
| PWF.PR.I | Perpetual-Premium | Quote: 25.14 – 25.39 Spot Rate : 0.2500 Average : 0.1454 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 16.81 – 17.08 Spot Rate : 0.2700 Average : 0.1783 YTW SCENARIO |
| EMA.PR.E | Perpetual-Discount | Quote: 21.62 – 21.93 Spot Rate : 0.3100 Average : 0.2232 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 17.38 – 17.67 Spot Rate : 0.2900 Average : 0.2130 YTW SCENARIO |