| 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 | 1.7105 % | 2,158.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7105 % | 3,960.7 |
| Floater | 4.01 % | 4.05 % | 56,038 | 17.29 | 3 | 1.7105 % | 2,282.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0633 % | 3,644.4 |
| SplitShare | 4.68 % | 4.37 % | 36,484 | 3.67 | 8 | 0.0633 % | 4,352.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0633 % | 3,395.8 |
| Perpetual-Premium | 5.33 % | -5.05 % | 69,367 | 0.09 | 18 | 0.0108 % | 3,249.9 |
| Perpetual-Discount | 4.91 % | 4.88 % | 75,018 | 15.49 | 13 | 0.0404 % | 3,773.5 |
| FixedReset Disc | 4.65 % | 3.63 % | 167,267 | 17.89 | 56 | 0.9391 % | 2,522.1 |
| Insurance Straight | 4.95 % | 4.55 % | 82,988 | 4.07 | 22 | -0.0468 % | 3,634.9 |
| FloatingReset | 3.11 % | 2.59 % | 28,056 | 20.76 | 2 | 1.0145 % | 2,220.1 |
| FixedReset Prem | 5.12 % | 2.52 % | 230,688 | 0.93 | 20 | 0.1256 % | 2,714.1 |
| FixedReset Bank Non | 1.80 % | 1.66 % | 174,047 | 0.96 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.42 % | 3.37 % | 110,060 | 18.37 | 22 | -0.1551 % | 2,757.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 3.15 % |
| IAF.PR.I | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 23.34 Evaluated at bid price : 24.46 Bid-YTW : 3.43 % |
| MFC.PR.M | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.94 Evaluated at bid price : 22.35 Bid-YTW : 3.40 % |
| IAF.PR.B | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 24.50 Evaluated at bid price : 24.73 Bid-YTW : 4.70 % |
| SLF.PR.J | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 2.59 % |
| BMO.PR.T | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 3.44 % |
| CM.PR.O | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 3.55 % |
| IFC.PR.C | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.98 Evaluated at bid price : 22.55 Bid-YTW : 3.49 % |
| BAM.PF.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 4.47 % |
| BMO.PR.S | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.91 Evaluated at bid price : 22.25 Bid-YTW : 3.33 % |
| TD.PF.I | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 23.61 Evaluated at bid price : 24.85 Bid-YTW : 3.53 % |
| TRP.PR.D | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.33 % |
| RY.PR.H | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.90 Evaluated at bid price : 22.26 Bid-YTW : 3.23 % |
| BIP.PR.A | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 22.17 Evaluated at bid price : 22.76 Bid-YTW : 4.44 % |
| RY.PR.M | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.75 Evaluated at bid price : 22.15 Bid-YTW : 3.46 % |
| CM.PR.P | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 3.51 % |
| BAM.PF.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.49 % |
| BAM.PR.B | Floater | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 4.07 % |
| GWO.PR.N | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 3.08 % |
| BAM.PR.C | Floater | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 10.76 Evaluated at bid price : 10.76 Bid-YTW : 4.02 % |
| MFC.PR.J | FixedReset Ins Non | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 23.21 Evaluated at bid price : 24.15 Bid-YTW : 3.35 % |
| BAM.PF.A | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.32 % |
| BAM.PR.K | Floater | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 10.70 Evaluated at bid price : 10.70 Bid-YTW : 4.05 % |
| TRP.PR.C | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 4.19 % |
| TRP.PR.B | FixedReset Disc | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 11.51 Evaluated at bid price : 11.51 Bid-YTW : 3.85 % |
| BAM.PR.T | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 4.29 % |
| TRP.PR.E | FixedReset Disc | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 4.29 % |
| TRP.PR.F | FloatingReset | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 13.53 Evaluated at bid price : 13.53 Bid-YTW : 3.71 % |
| BAM.PF.B | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 4.43 % |
| BAM.PF.F | FixedReset Disc | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.38 % |
| BAM.PR.X | FixedReset Disc | 3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 4.09 % |
| PWF.PR.T | FixedReset Disc | 3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 3.63 % |
| BAM.PR.R | FixedReset Disc | 5.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 4.30 % |
| BMO.PR.Y | FixedReset Disc | 5.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.95 Evaluated at bid price : 22.42 Bid-YTW : 3.50 % |
| BAM.PR.Z | FixedReset Disc | 5.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 4.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 674,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.48 % |
| BMO.PR.Y | FixedReset Disc | 227,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 21.95 Evaluated at bid price : 22.42 Bid-YTW : 3.50 % |
| PWF.PR.P | FixedReset Disc | 209,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 3.78 % |
| NA.PR.X | FixedReset Prem | 162,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 0.65 % |
| GWO.PR.N | FixedReset Ins Non | 112,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 3.08 % |
| MFC.PR.F | FixedReset Ins Non | 101,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-12 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 3.15 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset Disc | Quote: 17.80 – 22.24 Spot Rate : 4.4400 Average : 2.4413 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 16.74 – 18.18 Spot Rate : 1.4400 Average : 0.7903 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 20.68 – 22.00 Spot Rate : 1.3200 Average : 0.8300 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 21.15 – 22.00 Spot Rate : 0.8500 Average : 0.5618 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.30 – 24.00 Spot Rate : 0.7000 Average : 0.4753 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 22.15 – 23.00 Spot Rate : 0.8500 Average : 0.6267 YTW SCENARIO |