| 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 | -0.7075 % | 1,981.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7075 % | 3,635.1 |
| Floater | 4.36 % | 4.40 % | 48,188 | 16.63 | 3 | -0.7075 % | 2,094.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0683 % | 3,632.2 |
| SplitShare | 4.70 % | 4.38 % | 40,592 | 3.75 | 8 | -0.0683 % | 4,337.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0683 % | 3,384.4 |
| Perpetual-Premium | 5.34 % | -8.23 % | 66,029 | 0.09 | 18 | 0.1043 % | 3,234.1 |
| Perpetual-Discount | 5.00 % | 5.04 % | 68,460 | 15.41 | 13 | 0.0601 % | 3,697.1 |
| FixedReset Disc | 4.95 % | 3.83 % | 130,874 | 17.44 | 57 | 0.2146 % | 2,372.3 |
| Insurance Straight | 5.05 % | 4.84 % | 83,657 | 15.33 | 22 | 0.1049 % | 3,559.6 |
| FloatingReset | 2.52 % | 0.60 % | 28,008 | 0.13 | 3 | -0.5379 % | 1,895.0 |
| FixedReset Prem | 5.14 % | 3.12 % | 209,174 | 1.01 | 20 | 0.1380 % | 2,692.6 |
| FixedReset Bank Non | 1.93 % | 1.91 % | 188,654 | 1.03 | 2 | 0.0600 % | 2,885.5 |
| FixedReset Ins Non | 4.94 % | 3.78 % | 90,008 | 17.46 | 22 | -0.7508 % | 2,465.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -20.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.85 % |
| MFC.PR.I | FixedReset Ins Non | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 21.67 Evaluated at bid price : 22.10 Bid-YTW : 3.83 % |
| TD.PF.J | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 22.30 Evaluated at bid price : 22.65 Bid-YTW : 3.63 % |
| TRP.PR.F | FloatingReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.30 % |
| IFC.PR.A | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.77 % |
| IFC.PR.G | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.00 % |
| BAM.PR.B | Floater | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 9.82 Evaluated at bid price : 9.82 Bid-YTW : 4.40 % |
| BAM.PF.E | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 4.77 % |
| IAF.PR.G | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.89 % |
| BAM.PR.X | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 4.41 % |
| SLF.PR.H | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 3.52 % |
| IAF.PR.I | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 21.69 Evaluated at bid price : 22.14 Bid-YTW : 3.79 % |
| PWF.PR.T | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.04 % |
| MFC.PR.K | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 3.78 % |
| MFC.PR.F | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 3.69 % |
| MFC.PR.L | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 3.77 % |
| CM.PR.O | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 3.79 % |
| MFC.PR.G | FixedReset Ins Non | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 22.15 Evaluated at bid price : 22.85 Bid-YTW : 3.65 % |
| TRP.PR.B | FixedReset Disc | 7.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 126,160 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 2.49 % |
| TD.PF.G | FixedReset Prem | 119,765 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 2.35 % |
| BMO.PR.B | FixedReset Prem | 64,351 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 2.91 % |
| TRP.PR.K | FixedReset Disc | 58,581 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 23.77 Evaluated at bid price : 25.00 Bid-YTW : 4.89 % |
| TRP.PR.B | FixedReset Disc | 52,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.36 % |
| SLF.PR.H | FixedReset Ins Non | 46,636 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-14 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 3.52 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 19.95 – 23.80 Spot Rate : 3.8500 Average : 2.1096 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.15 – 20.23 Spot Rate : 4.0800 Average : 2.5453 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 21.35 – 25.50 Spot Rate : 4.1500 Average : 2.7491 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 19.55 – 20.90 Spot Rate : 1.3500 Average : 0.8151 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 21.50 – 22.64 Spot Rate : 1.1400 Average : 0.7101 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.74 – 19.70 Spot Rate : 0.9600 Average : 0.6629 YTW SCENARIO |