| 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 | 0.0376 % | 1,758.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0376 % | 3,226.5 |
| Floater | 4.84 % | 4.90 % | 41,267 | 15.63 | 3 | 0.0376 % | 1,859.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0148 % | 3,556.6 |
| SplitShare | 4.77 % | 4.49 % | 38,858 | 3.48 | 8 | -0.0148 % | 4,247.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0148 % | 3,314.0 |
| Perpetual-Premium | 5.36 % | 3.63 % | 77,280 | 0.40 | 14 | -0.0754 % | 3,178.9 |
| Perpetual-Discount | 5.17 % | 5.14 % | 77,607 | 15.15 | 19 | 0.3817 % | 3,590.9 |
| FixedReset Disc | 5.32 % | 4.12 % | 120,942 | 16.51 | 64 | 0.1480 % | 2,178.3 |
| Insurance Straight | 5.07 % | 4.90 % | 102,507 | 15.15 | 22 | 0.0923 % | 3,504.2 |
| FloatingReset | 1.98 % | 2.34 % | 48,987 | 1.19 | 3 | 0.2511 % | 1,812.8 |
| FixedReset Prem | 5.19 % | 2.98 % | 221,254 | 0.73 | 15 | -0.0603 % | 2,666.3 |
| FixedReset Bank Non | 1.94 % | 2.08 % | 185,971 | 1.19 | 2 | 0.0201 % | 2,865.9 |
| FixedReset Ins Non | 5.32 % | 4.19 % | 70,628 | 16.50 | 22 | 0.7102 % | 2,271.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.C | FixedReset Disc | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.04 % |
| BNS.PR.I | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 3.88 % |
| BMO.PR.Y | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 4.01 % |
| IFC.PR.I | Perpetual-Premium | -1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 5.28 % |
| CM.PR.R | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.52 Evaluated at bid price : 23.90 Bid-YTW : 4.08 % |
| SLF.PR.C | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 4.78 % |
| MFC.PR.K | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.19 % |
| BAM.PR.Z | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 5.30 % |
| GWO.PR.N | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 10.23 Evaluated at bid price : 10.23 Bid-YTW : 4.38 % |
| CM.PR.Q | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.12 % |
| PWF.PR.T | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.47 % |
| BAM.PF.A | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.23 % |
| MFC.PR.G | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.14 % |
| MFC.PR.H | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 21.62 Evaluated at bid price : 22.03 Bid-YTW : 4.16 % |
| TRP.PR.G | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 15.49 Evaluated at bid price : 15.49 Bid-YTW : 5.55 % |
| MFC.PR.F | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 11.43 Evaluated at bid price : 11.43 Bid-YTW : 4.17 % |
| BAM.PR.R | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 5.17 % |
| MFC.PR.R | FixedReset Ins Non | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.88 Evaluated at bid price : 25.25 Bid-YTW : 4.26 % |
| BAM.PF.D | Perpetual-Discount | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.09 Evaluated at bid price : 23.50 Bid-YTW : 5.27 % |
| CU.PR.F | Perpetual-Discount | 7.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.13 Evaluated at bid price : 23.60 Bid-YTW : 4.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Z | FixedReset Bank Non | 156,009 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 2.08 % |
| BMO.PR.Q | FixedReset Bank Non | 44,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.83 Bid-YTW : 2.27 % |
| TRP.PR.A | FixedReset Disc | 35,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 12.36 Evaluated at bid price : 12.36 Bid-YTW : 5.47 % |
| CM.PR.R | FixedReset Disc | 32,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 23.52 Evaluated at bid price : 23.90 Bid-YTW : 4.08 % |
| BMO.PR.C | FixedReset Disc | 30,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 24.16 Evaluated at bid price : 24.50 Bid-YTW : 3.91 % |
| BIP.PR.A | FixedReset Disc | 27,046 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-17 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 5.94 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.53 – 20.25 Spot Rate : 0.7200 Average : 0.5236 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 18.45 – 18.90 Spot Rate : 0.4500 Average : 0.3227 YTW SCENARIO |
| TRP.PR.J | FixedReset Prem | Quote: 25.32 – 25.63 Spot Rate : 0.3100 Average : 0.1928 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.20 – 25.50 Spot Rate : 0.3000 Average : 0.1839 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 10.23 – 10.73 Spot Rate : 0.5000 Average : 0.3843 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 25.05 – 25.39 Spot Rate : 0.3400 Average : 0.2333 YTW SCENARIO |