| 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 | 0.2496 % | 1,889.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2496 % | 3,467.3 |
| Floater | 4.58 % | 4.61 % | 46,516 | 16.24 | 3 | 0.2496 % | 1,998.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0489 % | 3,626.0 |
| SplitShare | 4.71 % | 4.35 % | 38,705 | 3.77 | 8 | 0.0489 % | 4,330.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0489 % | 3,378.7 |
| Perpetual-Premium | 5.33 % | -2.69 % | 65,831 | 0.09 | 18 | 0.1389 % | 3,221.3 |
| Perpetual-Discount | 5.00 % | 5.06 % | 68,252 | 15.36 | 13 | -0.0885 % | 3,683.9 |
| FixedReset Disc | 4.99 % | 3.83 % | 132,738 | 17.50 | 57 | 0.5193 % | 2,348.7 |
| Insurance Straight | 5.04 % | 4.80 % | 85,800 | 15.35 | 22 | 0.1969 % | 3,563.7 |
| FloatingReset | 2.55 % | 0.50 % | 34,249 | 0.16 | 3 | 0.1272 % | 1,861.9 |
| FixedReset Prem | 5.13 % | 2.98 % | 213,574 | 1.03 | 20 | 0.2671 % | 2,690.6 |
| FixedReset Bank Non | 1.93 % | 1.88 % | 194,802 | 1.06 | 2 | 0.2607 % | 2,884.9 |
| FixedReset Ins Non | 4.96 % | 3.76 % | 89,066 | 17.47 | 22 | 0.7675 % | 2,456.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 22.82 Evaluated at bid price : 23.21 Bid-YTW : 4.88 % |
| MFC.PR.H | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 22.86 Evaluated at bid price : 23.35 Bid-YTW : 3.81 % |
| SLF.PR.G | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 11.87 Evaluated at bid price : 11.87 Bid-YTW : 3.82 % |
| NA.PR.G | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 22.42 Evaluated at bid price : 22.94 Bid-YTW : 3.66 % |
| CU.PR.C | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 3.89 % |
| BAM.PF.I | FixedReset Prem | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 3.46 % |
| IFC.PR.G | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 3.94 % |
| RY.PR.J | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 21.96 Evaluated at bid price : 22.43 Bid-YTW : 3.50 % |
| BAM.PF.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 4.78 % |
| TD.PF.J | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 22.53 Evaluated at bid price : 23.00 Bid-YTW : 3.58 % |
| MFC.PR.M | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 3.80 % |
| MFC.PR.N | FixedReset Ins Non | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 3.76 % |
| CM.PR.Q | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 3.70 % |
| SLF.PR.I | FixedReset Ins Non | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.71 % |
| BAM.PF.A | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.65 % |
| TRP.PR.E | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 14.96 Evaluated at bid price : 14.96 Bid-YTW : 4.94 % |
| SLF.PR.H | FixedReset Ins Non | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.49 % |
| TRP.PR.B | FixedReset Disc | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 9.62 Evaluated at bid price : 9.62 Bid-YTW : 4.38 % |
| TRP.PR.C | FixedReset Disc | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 10.53 Evaluated at bid price : 10.53 Bid-YTW : 4.59 % |
| MFC.PR.J | FixedReset Ins Non | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 3.70 % |
| TRP.PR.D | FixedReset Disc | 4.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 4.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 363,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 2.87 % |
| TD.PF.L | FixedReset Prem | 306,472 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 23.37 Evaluated at bid price : 25.11 Bid-YTW : 3.84 % |
| BMO.PR.B | FixedReset Prem | 207,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 2.98 % |
| CM.PR.R | FixedReset Disc | 69,680 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 23.99 Evaluated at bid price : 24.35 Bid-YTW : 3.91 % |
| NA.PR.W | FixedReset Disc | 54,720 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-05 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 3.77 % |
| MFC.PR.O | FixedReset Ins Non | 54,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 3.20 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RS.PR.A | SplitShare | Quote: 10.32 – 11.69 Spot Rate : 1.3700 Average : 0.9067 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.6012 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 23.21 – 24.07 Spot Rate : 0.8600 Average : 0.5200 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 24.01 – 24.79 Spot Rate : 0.7800 Average : 0.6329 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 20.95 – 21.50 Spot Rate : 0.5500 Average : 0.4137 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 22.03 – 22.41 Spot Rate : 0.3800 Average : 0.2810 YTW SCENARIO |