| 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 | 0.0647 % | 2,053.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0647 % | 3,767.9 |
| Floater | 5.96 % | 6.17 % | 49,747 | 13.57 | 4 | 0.0647 % | 2,171.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0195 % | 3,492.0 |
| SplitShare | 4.77 % | 3.91 % | 43,855 | 3.69 | 6 | 0.0195 % | 4,170.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0195 % | 3,253.8 |
| Perpetual-Premium | 5.54 % | -0.71 % | 56,046 | 0.09 | 12 | 0.0557 % | 3,077.6 |
| Perpetual-Discount | 5.16 % | 5.16 % | 67,238 | 14.98 | 24 | 0.1799 % | 3,383.6 |
| FixedReset Disc | 5.50 % | 5.42 % | 177,472 | 14.75 | 64 | -0.1616 % | 2,180.4 |
| Deemed-Retractible | 5.08 % | 5.17 % | 72,891 | 14.93 | 27 | 0.1106 % | 3,293.1 |
| FloatingReset | 6.01 % | 6.10 % | 58,364 | 13.74 | 3 | -0.4598 % | 2,548.8 |
| FixedReset Prem | 5.07 % | 3.38 % | 133,718 | 1.42 | 22 | 0.0531 % | 2,664.8 |
| FixedReset Bank Non | 1.93 % | 3.51 % | 84,040 | 1.89 | 3 | -0.2849 % | 2,744.6 |
| FixedReset Ins Non | 5.31 % | 5.39 % | 102,285 | 14.67 | 22 | 0.0461 % | 2,209.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.47 % |
| BAM.PR.B | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 11.29 Evaluated at bid price : 11.29 Bid-YTW : 6.22 % |
| TRP.PR.D | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 5.80 % |
| TRP.PR.G | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.81 % |
| TRP.PR.C | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 12.14 Evaluated at bid price : 12.14 Bid-YTW : 6.01 % |
| BAM.PF.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 5.99 % |
| MFC.PR.I | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.56 % |
| BAM.PR.R | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 5.96 % |
| TRP.PR.E | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.76 % |
| MFC.PR.N | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 5.42 % |
| NA.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.42 % |
| HSE.PR.C | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.55 % |
| IAF.PR.B | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.08 % |
| BAM.PR.K | Floater | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 11.38 Evaluated at bid price : 11.38 Bid-YTW : 6.17 % |
| EMA.PR.E | Perpetual-Discount | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 22.08 Evaluated at bid price : 22.37 Bid-YTW : 5.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Z | FixedReset Bank Non | 244,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.52 Bid-YTW : 3.51 % |
| MFC.PR.C | Deemed-Retractible | 180,217 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 21.78 Evaluated at bid price : 22.03 Bid-YTW : 5.18 % |
| BIP.PR.F | FixedReset Disc | 125,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 22.32 Evaluated at bid price : 22.94 Bid-YTW : 5.62 % |
| IFC.PR.I | Perpetual-Premium | 86,922 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.33 % |
| BMO.PR.E | FixedReset Disc | 61,949 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.25 % |
| TD.PF.A | FixedReset Disc | 55,009 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-21 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 5.28 % |
| There were 34 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: 19.49 – 19.98 Spot Rate : 0.4900 Average : 0.3139 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.31 – 18.75 Spot Rate : 0.4400 Average : 0.2987 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 20.91 – 21.32 Spot Rate : 0.4100 Average : 0.2695 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.05 – 20.36 Spot Rate : 0.3100 Average : 0.2094 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 16.40 – 16.77 Spot Rate : 0.3700 Average : 0.2712 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 19.52 – 19.80 Spot Rate : 0.2800 Average : 0.1897 YTW SCENARIO |