| 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 | 4.3289 % | 2,251.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 4.3289 % | 4,132.1 |
| Floater | 3.84 % | 3.88 % | 55,442 | 17.63 | 3 | 4.3289 % | 2,381.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0219 % | 3,643.6 |
| SplitShare | 4.68 % | 4.38 % | 36,617 | 3.66 | 8 | -0.0219 % | 4,351.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0219 % | 3,395.0 |
| Perpetual-Premium | 5.33 % | -4.22 % | 70,987 | 0.08 | 18 | 0.0282 % | 3,250.8 |
| Perpetual-Discount | 4.93 % | 4.91 % | 81,083 | 15.48 | 13 | -0.3887 % | 3,758.8 |
| FixedReset Disc | 4.61 % | 3.60 % | 178,305 | 17.88 | 56 | 0.7740 % | 2,541.6 |
| Insurance Straight | 4.95 % | 4.67 % | 82,673 | 15.30 | 22 | -0.0324 % | 3,633.7 |
| FloatingReset | 3.04 % | 2.53 % | 29,836 | 20.92 | 2 | 2.2956 % | 2,271.1 |
| FixedReset Prem | 5.11 % | 2.57 % | 227,925 | 0.92 | 20 | 0.0529 % | 2,715.5 |
| FixedReset Bank Non | 1.80 % | 1.68 % | 171,484 | 0.95 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.41 % | 3.36 % | 111,444 | 18.36 | 22 | 0.2656 % | 2,765.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -5.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.66 Evaluated at bid price : 22.92 Bid-YTW : 4.91 % |
| MFC.PR.J | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 23.56 Evaluated at bid price : 23.87 Bid-YTW : 3.45 % |
| CM.PR.Q | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.15 Evaluated at bid price : 22.73 Bid-YTW : 3.55 % |
| PWF.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 3.60 % |
| IFC.PR.G | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.52 Evaluated at bid price : 23.00 Bid-YTW : 3.55 % |
| BAM.PF.F | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.33 % |
| RY.PR.Z | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 21.70 Evaluated at bid price : 21.96 Bid-YTW : 3.23 % |
| BAM.PF.A | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.27 % |
| TD.PF.K | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.89 Evaluated at bid price : 23.73 Bid-YTW : 3.42 % |
| TRP.PR.C | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 4.10 % |
| TD.PF.J | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 23.25 Evaluated at bid price : 24.30 Bid-YTW : 3.38 % |
| BAM.PR.Z | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.14 % |
| TD.PF.D | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.63 Evaluated at bid price : 23.60 Bid-YTW : 3.40 % |
| IFC.PR.A | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.34 % |
| SLF.PR.H | FixedReset Ins Non | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 3.21 % |
| BAM.PR.X | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 14.58 Evaluated at bid price : 14.58 Bid-YTW : 4.03 % |
| RY.PR.J | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 22.32 Evaluated at bid price : 23.00 Bid-YTW : 3.46 % |
| TRP.PR.A | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 4.33 % |
| TRP.PR.F | FloatingReset | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 3.63 % |
| BAM.PF.B | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.33 % |
| SLF.PR.J | FloatingReset | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 2.53 % |
| BAM.PF.G | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.35 % |
| TD.PF.C | FixedReset Disc | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 21.86 Evaluated at bid price : 22.24 Bid-YTW : 3.30 % |
| BAM.PR.T | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 4.16 % |
| BAM.PR.C | Floater | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 3.89 % |
| PWF.PR.P | FixedReset Disc | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 3.61 % |
| BAM.PF.E | FixedReset Disc | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.33 % |
| MFC.PR.F | FixedReset Ins Non | 3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 3.03 % |
| BAM.PR.K | Floater | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 3.88 % |
| BAM.PR.R | FixedReset Disc | 4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 4.11 % |
| BAM.PR.B | Floater | 5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 11.21 Evaluated at bid price : 11.21 Bid-YTW : 3.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.L | Perpetual-Discount | 125,750 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-18 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 2.29 % |
| CM.PR.R | FixedReset Disc | 111,229 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 23.75 Evaluated at bid price : 25.00 Bid-YTW : 3.85 % |
| TD.PF.J | FixedReset Disc | 91,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 23.25 Evaluated at bid price : 24.30 Bid-YTW : 3.38 % |
| MFC.PR.C | Insurance Straight | 76,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 24.85 Evaluated at bid price : 25.06 Bid-YTW : 4.55 % |
| SLF.PR.D | Insurance Straight | 74,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 4.52 % |
| CU.PR.G | Perpetual-Discount | 73,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-16 Maturity Price : 23.97 Evaluated at bid price : 24.26 Bid-YTW : 4.63 % |
| There were 47 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 22.24 – 24.30 Spot Rate : 2.0600 Average : 1.3763 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 18.45 – 22.24 Spot Rate : 3.7900 Average : 3.1466 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.92 – 24.50 Spot Rate : 1.5800 Average : 0.9557 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 25.85 – 27.24 Spot Rate : 1.3900 Average : 0.8256 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.61 – 26.40 Spot Rate : 0.7900 Average : 0.4864 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.96 – 26.96 Spot Rate : 1.0000 Average : 0.7599 YTW SCENARIO |