| 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 | -0.8017 % | 1,880.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8017 % | 3,451.2 |
| Floater | 4.62 % | 4.61 % | 73,922 | 16.24 | 2 | -0.8017 % | 1,988.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1090 % | 3,614.3 |
| SplitShare | 4.79 % | 4.44 % | 46,913 | 3.83 | 9 | 0.1090 % | 4,316.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1090 % | 3,367.7 |
| Perpetual-Premium | 5.33 % | 3.63 % | 74,527 | 0.32 | 19 | 0.0165 % | 3,201.6 |
| Perpetual-Discount | 4.98 % | 5.04 % | 78,105 | 15.44 | 12 | -0.1538 % | 3,689.4 |
| FixedReset Disc | 5.01 % | 3.90 % | 150,372 | 17.21 | 56 | 0.0485 % | 2,330.2 |
| Insurance Straight | 5.02 % | 4.71 % | 89,693 | 15.41 | 22 | -0.2789 % | 3,581.4 |
| FloatingReset | 1.95 % | 1.57 % | 43,665 | 1.11 | 3 | 0.3264 % | 1,865.2 |
| FixedReset Prem | 5.15 % | 3.11 % | 222,246 | 0.80 | 22 | 0.2061 % | 2,678.9 |
| FixedReset Bank Non | 1.93 % | 1.81 % | 178,379 | 1.11 | 2 | 0.0600 % | 2,880.3 |
| FixedReset Ins Non | 5.05 % | 3.86 % | 86,434 | 17.33 | 22 | 0.3146 % | 2,422.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.A | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.77 % |
| BAM.PR.R | FixedReset Disc | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.72 % |
| SLF.PR.C | Insurance Straight | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.63 % |
| TRP.PR.D | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 5.01 % |
| BAM.PR.K | Floater | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 9.25 Evaluated at bid price : 9.25 Bid-YTW : 4.64 % |
| BMO.PR.Y | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.76 % |
| CCS.PR.C | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 24.44 Evaluated at bid price : 24.68 Bid-YTW : 5.07 % |
| GWO.PR.I | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 23.67 Evaluated at bid price : 23.94 Bid-YTW : 4.70 % |
| NA.PR.S | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 3.93 % |
| BAM.PR.Z | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.72 % |
| BIP.PR.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.21 % |
| TRP.PR.C | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 4.65 % |
| TD.PF.K | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 22.06 Evaluated at bid price : 22.40 Bid-YTW : 3.66 % |
| TD.PF.I | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 23.77 Evaluated at bid price : 24.10 Bid-YTW : 3.69 % |
| IFC.PR.C | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 3.83 % |
| CM.PR.P | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 3.70 % |
| NA.PR.G | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 22.19 Evaluated at bid price : 22.60 Bid-YTW : 3.83 % |
| SLF.PR.G | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 3.92 % |
| TD.PF.D | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 21.57 Evaluated at bid price : 21.88 Bid-YTW : 3.69 % |
| TRP.PR.F | FloatingReset | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.46 % |
| MFC.PR.H | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 22.54 Evaluated at bid price : 23.00 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset Prem | 279,320 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.79 % |
| MFC.PR.O | FixedReset Ins Non | 113,424 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 2.86 % |
| RY.PR.Q | FixedReset Prem | 105,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 2.65 % |
| BMO.PR.Q | FixedReset Bank Non | 88,719 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.92 % |
| TD.PF.B | FixedReset Disc | 62,315 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 3.59 % |
| RY.PR.J | FixedReset Disc | 62,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-17 Maturity Price : 21.48 Evaluated at bid price : 21.75 Bid-YTW : 3.66 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 22.70 – 23.45 Spot Rate : 0.7500 Average : 0.4811 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 18.88 – 19.45 Spot Rate : 0.5700 Average : 0.3600 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 9.30 – 10.00 Spot Rate : 0.7000 Average : 0.5578 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 24.00 – 24.64 Spot Rate : 0.6400 Average : 0.5066 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 20.00 – 20.45 Spot Rate : 0.4500 Average : 0.3450 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 24.68 – 24.98 Spot Rate : 0.3000 Average : 0.2150 YTW SCENARIO |