| 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 | -0.4279 % | 2,059.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4279 % | 3,778.5 |
| Floater | 5.94 % | 6.15 % | 54,404 | 13.62 | 4 | -0.4279 % | 2,177.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0710 % | 3,480.7 |
| SplitShare | 4.73 % | 4.24 % | 39,802 | 4.10 | 6 | -0.0710 % | 4,156.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0710 % | 3,243.3 |
| Perpetual-Premium | 5.56 % | 0.12 % | 58,619 | 0.09 | 11 | 0.0179 % | 3,071.7 |
| Perpetual-Discount | 5.19 % | 5.23 % | 68,248 | 14.95 | 24 | 0.1576 % | 3,368.4 |
| FixedReset Disc | 5.49 % | 5.34 % | 166,557 | 14.85 | 64 | 0.0300 % | 2,184.3 |
| Deemed-Retractible | 5.10 % | 5.19 % | 73,014 | 14.93 | 27 | 0.0693 % | 3,281.8 |
| FloatingReset | 5.98 % | 6.07 % | 59,923 | 13.80 | 3 | -0.0967 % | 2,560.5 |
| FixedReset Prem | 5.07 % | 3.41 % | 139,414 | 1.44 | 22 | -0.0460 % | 2,662.2 |
| FixedReset Bank Non | 1.93 % | 3.28 % | 74,153 | 1.91 | 3 | -0.0136 % | 2,753.6 |
| FixedReset Ins Non | 5.31 % | 5.31 % | 109,147 | 14.76 | 22 | -0.2883 % | 2,207.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 5.59 % |
| SLF.PR.H | FixedReset Ins Non | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 5.38 % |
| SLF.PR.G | FixedReset Ins Non | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 5.25 % |
| BAM.PR.C | Floater | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 11.41 Evaluated at bid price : 11.41 Bid-YTW : 6.15 % |
| BIP.PR.A | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.09 % |
| IFC.PR.G | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.45 % |
| IFC.PR.C | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 5.55 % |
| NA.PR.E | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.42 % |
| BAM.PR.K | Floater | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 11.34 Evaluated at bid price : 11.34 Bid-YTW : 6.19 % |
| EMA.PR.F | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.65 % |
| CU.PR.D | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 23.52 Evaluated at bid price : 23.80 Bid-YTW : 5.15 % |
| SLF.PR.J | FloatingReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.77 % |
| BAM.PR.B | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 6.15 % |
| BAM.PF.C | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 22.42 Evaluated at bid price : 22.71 Bid-YTW : 5.40 % |
| BMO.PR.Y | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 5.29 % |
| TRP.PR.A | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 14.82 Evaluated at bid price : 14.82 Bid-YTW : 5.67 % |
| MFC.PR.J | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.29 % |
| TRP.PR.E | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 5.62 % |
| HSE.PR.G | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 6.50 % |
| PWF.PR.P | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 5.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 85,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.42 % |
| TRP.PR.E | FixedReset Disc | 76,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 5.62 % |
| TD.PF.H | FixedReset Prem | 64,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 3.35 % |
| SLF.PR.H | FixedReset Ins Non | 58,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 5.38 % |
| RY.PR.J | FixedReset Disc | 54,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.16 % |
| GWO.PR.T | Deemed-Retractible | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-13 Maturity Price : 24.45 Evaluated at bid price : 24.91 Bid-YTW : 5.22 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 20.32 – 20.72 Spot Rate : 0.4000 Average : 0.2838 YTW SCENARIO |
| W.PR.M | FixedReset Prem | Quote: 25.82 – 26.19 Spot Rate : 0.3700 Average : 0.2560 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 13.51 – 13.86 Spot Rate : 0.3500 Average : 0.2571 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 18.72 – 19.03 Spot Rate : 0.3100 Average : 0.2215 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 23.25 – 23.53 Spot Rate : 0.2800 Average : 0.1965 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 13.29 – 13.63 Spot Rate : 0.3400 Average : 0.2572 YTW SCENARIO |