| 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 | -2.4565 % | 2,108.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.4565 % | 3,869.4 |
| Floater | 4.10 % | 4.10 % | 56,280 | 17.19 | 3 | -2.4565 % | 2,230.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0244 % | 3,637.7 |
| SplitShare | 4.69 % | 4.48 % | 38,103 | 3.68 | 8 | 0.0244 % | 4,344.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0244 % | 3,389.5 |
| Perpetual-Premium | 5.34 % | -4.60 % | 70,245 | 0.09 | 18 | 0.1934 % | 3,246.3 |
| Perpetual-Discount | 4.93 % | 4.88 % | 77,125 | 15.44 | 13 | 0.2190 % | 3,758.6 |
| FixedReset Disc | 4.73 % | 3.69 % | 155,511 | 17.75 | 56 | 0.3702 % | 2,480.5 |
| Insurance Straight | 4.97 % | 4.66 % | 90,247 | 15.33 | 22 | 0.0633 % | 3,618.9 |
| FloatingReset | 3.49 % | 2.93 % | 23,075 | 19.87 | 2 | -3.0409 % | 1,980.4 |
| FixedReset Prem | 5.12 % | 2.78 % | 212,268 | 0.94 | 20 | 0.0353 % | 2,711.1 |
| FixedReset Bank Non | 1.80 % | 1.65 % | 178,168 | 0.97 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.64 % | 3.55 % | 98,052 | 17.87 | 22 | 0.0129 % | 2,627.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -6.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 12.17 Evaluated at bid price : 12.17 Bid-YTW : 4.13 % |
| BAM.PR.K | Floater | -4.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 10.22 Evaluated at bid price : 10.22 Bid-YTW : 4.24 % |
| IFC.PR.A | FixedReset Ins Non | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 3.66 % |
| TRP.PR.C | FixedReset Disc | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 11.42 Evaluated at bid price : 11.42 Bid-YTW : 4.48 % |
| BAM.PR.C | Floater | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 10.58 Evaluated at bid price : 10.58 Bid-YTW : 4.09 % |
| MFC.PR.J | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 22.33 Evaluated at bid price : 22.62 Bid-YTW : 3.64 % |
| BAM.PR.B | Floater | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 10.57 Evaluated at bid price : 10.57 Bid-YTW : 4.10 % |
| CU.PR.C | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 3.78 % |
| GWO.PR.N | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 3.53 % |
| TD.PF.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 3.41 % |
| BAM.PF.C | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 24.37 Evaluated at bid price : 24.65 Bid-YTW : 4.97 % |
| NA.PR.W | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 3.64 % |
| BMO.PR.S | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 3.42 % |
| BAM.PR.R | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 4.53 % |
| BMO.PR.Y | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 21.66 Evaluated at bid price : 22.00 Bid-YTW : 3.58 % |
| RY.PR.H | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 3.30 % |
| CM.PR.Q | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 21.80 Evaluated at bid price : 22.20 Bid-YTW : 3.65 % |
| CU.PR.H | Perpetual-Premium | 3.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-01 Maturity Price : 25.75 Evaluated at bid price : 25.85 Bid-YTW : 3.89 % |
| SLF.PR.G | FixedReset Ins Non | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 3.53 % |
| BAM.PF.F | FixedReset Disc | 4.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.M | FixedReset Prem | 251,547 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.79 % |
| BAM.PR.K | Floater | 212,980 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 10.22 Evaluated at bid price : 10.22 Bid-YTW : 4.24 % |
| TD.PF.G | FixedReset Prem | 152,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.39 % |
| IAF.PR.G | FixedReset Ins Non | 101,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 23.56 Evaluated at bid price : 24.00 Bid-YTW : 3.51 % |
| NA.PR.W | FixedReset Disc | 88,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 3.64 % |
| BMO.PR.C | FixedReset Disc | 82,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-09 Maturity Price : 23.85 Evaluated at bid price : 25.10 Bid-YTW : 3.76 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset Disc | Quote: 19.45 – 20.99 Spot Rate : 1.5400 Average : 0.8596 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 12.17 – 13.24 Spot Rate : 1.0700 Average : 0.6606 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 22.62 – 23.23 Spot Rate : 0.6100 Average : 0.3691 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.20 – 24.00 Spot Rate : 0.8000 Average : 0.5780 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 10.22 – 10.80 Spot Rate : 0.5800 Average : 0.3712 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.7962 YTW SCENARIO |