| 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 | 1.0834 % | 1,890.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0834 % | 3,469.8 |
| Floater | 4.60 % | 4.60 % | 77,972 | 16.23 | 2 | 1.0834 % | 1,999.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1740 % | 3,626.5 |
| SplitShare | 4.78 % | 4.33 % | 43,268 | 3.80 | 9 | 0.1740 % | 4,330.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1740 % | 3,379.1 |
| Perpetual-Premium | 5.34 % | 0.84 % | 72,044 | 0.09 | 19 | 0.1448 % | 3,205.2 |
| Perpetual-Discount | 5.01 % | 5.05 % | 76,702 | 15.37 | 12 | 0.1068 % | 3,670.6 |
| FixedReset Disc | 5.04 % | 3.89 % | 144,648 | 17.30 | 56 | 0.2235 % | 2,320.2 |
| Insurance Straight | 5.06 % | 4.85 % | 92,006 | 15.40 | 22 | -0.0037 % | 3,551.4 |
| FloatingReset | 1.90 % | 2.11 % | 38,384 | 1.08 | 3 | 0.0164 % | 1,853.3 |
| FixedReset Prem | 5.15 % | 3.49 % | 214,252 | 0.77 | 22 | 0.0054 % | 2,679.2 |
| FixedReset Bank Non | 1.93 % | 1.82 % | 173,199 | 1.07 | 2 | 0.0000 % | 2,881.5 |
| FixedReset Ins Non | 5.10 % | 3.92 % | 86,840 | 17.23 | 22 | 0.3583 % | 2,399.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 5.04 % |
| MFC.PR.G | FixedReset Ins Non | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 4.02 % |
| MFC.PR.H | FixedReset Ins Non | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 21.94 Evaluated at bid price : 22.50 Bid-YTW : 3.97 % |
| SLF.PR.I | FixedReset Ins Non | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.84 % |
| BAM.PF.B | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 4.96 % |
| BAM.PR.T | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.85 % |
| MFC.PR.F | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 11.88 Evaluated at bid price : 11.88 Bid-YTW : 3.89 % |
| SLF.PR.G | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 3.96 % |
| IFC.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 4.11 % |
| EIT.PR.A | SplitShare | -1.24 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.18 % |
| TD.PF.K | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 21.80 Evaluated at bid price : 22.05 Bid-YTW : 3.73 % |
| TRP.PR.C | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 10.28 Evaluated at bid price : 10.28 Bid-YTW : 4.85 % |
| BAM.PF.D | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.72 Evaluated at bid price : 24.25 Bid-YTW : 5.05 % |
| BAM.PF.J | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.55 Evaluated at bid price : 24.90 Bid-YTW : 4.71 % |
| BAM.PF.C | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.49 Evaluated at bid price : 23.92 Bid-YTW : 5.07 % |
| BAM.PR.Z | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 4.88 % |
| MFC.PR.K | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 3.89 % |
| BAM.PR.X | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 4.69 % |
| BAM.PF.A | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.81 % |
| MFC.PR.C | Insurance Straight | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.69 Evaluated at bid price : 23.99 Bid-YTW : 4.71 % |
| SLF.PR.H | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 3.67 % |
| RY.PR.M | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.58 % |
| TRP.PR.D | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 5.08 % |
| MFC.PR.L | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.92 % |
| TRP.PR.A | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.02 % |
| BAM.PR.K | Floater | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 9.32 Evaluated at bid price : 9.32 Bid-YTW : 4.61 % |
| CU.PR.F | Perpetual-Discount | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.34 Evaluated at bid price : 23.61 Bid-YTW : 4.80 % |
| RY.PR.Z | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 3.41 % |
| MFC.PR.M | FixedReset Ins Non | 6.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 3.97 % |
| IAF.PR.G | FixedReset Ins Non | 6.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 4.06 % |
| TD.PF.D | FixedReset Disc | 9.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 21.69 Evaluated at bid price : 22.05 Bid-YTW : 3.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 205,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 11.63 Evaluated at bid price : 11.63 Bid-YTW : 4.41 % |
| BIP.PR.A | FixedReset Disc | 73,241 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.23 % |
| TRP.PR.K | FixedReset Disc | 70,692 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.70 Evaluated at bid price : 24.85 Bid-YTW : 4.91 % |
| BNS.PR.H | FixedReset Prem | 65,560 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 3.49 % |
| CM.PR.Y | FixedReset Prem | 55,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 23.40 Evaluated at bid price : 25.31 Bid-YTW : 4.07 % |
| TRP.PR.D | FixedReset Disc | 34,662 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-29 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 5.08 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 21.35 – 25.50 Spot Rate : 4.1500 Average : 2.5894 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 18.95 – 20.44 Spot Rate : 1.4900 Average : 0.8808 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.95 – 22.34 Spot Rate : 1.3900 Average : 0.9907 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 21.91 – 22.65 Spot Rate : 0.7400 Average : 0.4987 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 16.26 – 16.80 Spot Rate : 0.5400 Average : 0.3138 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 15.80 – 16.60 Spot Rate : 0.8000 Average : 0.5837 YTW SCENARIO |