| 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 | 1.6545 % | 2,065.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.6545 % | 3,789.2 |
| Floater | 4.19 % | 4.24 % | 44,948 | 16.94 | 3 | 1.6545 % | 2,183.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0341 % | 3,634.5 |
| SplitShare | 4.70 % | 4.29 % | 37,404 | 3.73 | 8 | -0.0341 % | 4,340.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0341 % | 3,386.5 |
| Perpetual-Premium | 5.36 % | -5.24 % | 66,431 | 0.09 | 18 | -0.3171 % | 3,223.2 |
| Perpetual-Discount | 5.01 % | 5.04 % | 67,960 | 15.42 | 13 | -0.0570 % | 3,690.9 |
| FixedReset Disc | 4.88 % | 3.75 % | 146,101 | 17.52 | 56 | 0.3725 % | 2,402.0 |
| Insurance Straight | 5.03 % | 4.81 % | 84,095 | 15.34 | 22 | 0.0147 % | 3,571.1 |
| FloatingReset | 2.48 % | 0.35 % | 28,016 | 0.11 | 3 | -0.0204 % | 1,928.5 |
| FixedReset Prem | 5.12 % | 2.77 % | 190,286 | 0.99 | 20 | 0.1668 % | 2,706.1 |
| FixedReset Bank Non | 1.93 % | 1.98 % | 176,566 | 1.01 | 2 | 0.0000 % | 2,884.9 |
| FixedReset Ins Non | 4.86 % | 3.71 % | 90,698 | 17.61 | 22 | 0.0180 % | 2,507.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.J | FixedReset Ins Non | -5.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 3.96 % |
| CU.PR.H | Perpetual-Premium | -5.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 23.88 Evaluated at bid price : 24.40 Bid-YTW : 5.44 % |
| BAM.PR.X | FixedReset Disc | -3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 12.52 Evaluated at bid price : 12.52 Bid-YTW : 4.57 % |
| CU.PR.F | Perpetual-Discount | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 22.82 Evaluated at bid price : 23.21 Bid-YTW : 4.90 % |
| TRP.PR.E | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.83 % |
| CM.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 23.41 Evaluated at bid price : 25.20 Bid-YTW : 3.85 % |
| BAM.PR.B | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 10.33 Evaluated at bid price : 10.33 Bid-YTW : 4.18 % |
| GWO.PR.N | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 3.58 % |
| BNS.PR.I | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 22.66 Evaluated at bid price : 23.39 Bid-YTW : 3.31 % |
| BAM.PF.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 4.70 % |
| BIP.PR.A | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.78 % |
| BAM.PR.C | Floater | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 10.19 Evaluated at bid price : 10.19 Bid-YTW : 4.24 % |
| BMO.PR.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 22.89 Evaluated at bid price : 23.77 Bid-YTW : 3.51 % |
| CM.PR.S | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.59 % |
| BAM.PF.B | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 4.67 % |
| BIK.PR.A | FixedReset Prem | 1.71 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 4.45 % |
| PWF.PR.T | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 4.00 % |
| TRP.PR.C | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 4.48 % |
| IFC.PR.G | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 3.95 % |
| BAM.PR.K | Floater | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 4.24 % |
| CM.PR.O | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 3.74 % |
| IAF.PR.G | FixedReset Ins Non | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 21.68 Evaluated at bid price : 22.11 Bid-YTW : 3.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.M | FixedReset Disc | 461,010 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 3.60 % |
| TD.PF.J | FixedReset Disc | 242,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 22.82 Evaluated at bid price : 23.12 Bid-YTW : 3.56 % |
| CM.PR.Q | FixedReset Disc | 232,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 3.75 % |
| BMO.PR.T | FixedReset Disc | 132,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 3.62 % |
| MFC.PR.M | FixedReset Ins Non | 111,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 3.71 % |
| BMO.PR.E | FixedReset Disc | 100,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-21 Maturity Price : 22.89 Evaluated at bid price : 23.77 Bid-YTW : 3.51 % |
| BNS.PR.Z | FixedReset Bank Non | 100,235 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 1.79 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.J | FixedReset Ins Non | Quote: 20.60 – 21.78 Spot Rate : 1.1800 Average : 0.6662 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 23.21 – 24.00 Spot Rate : 0.7900 Average : 0.5418 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.45 – 26.25 Spot Rate : 0.8000 Average : 0.5803 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 24.40 – 25.40 Spot Rate : 1.0000 Average : 0.8329 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 24.43 – 24.88 Spot Rate : 0.4500 Average : 0.3005 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 11.95 – 12.50 Spot Rate : 0.5500 Average : 0.4474 YTW SCENARIO |