| 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 | 0.2394 % | 2,251.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2394 % | 4,130.9 |
| Floater | 3.84 % | 3.87 % | 53,403 | 17.66 | 3 | 0.2394 % | 2,380.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2436 % | 3,648.9 |
| SplitShare | 4.68 % | 4.27 % | 35,055 | 3.66 | 8 | 0.2436 % | 4,357.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2436 % | 3,400.0 |
| Perpetual-Premium | 5.33 % | -1.66 % | 70,698 | 0.08 | 19 | 0.1236 % | 3,250.6 |
| Perpetual-Discount | 4.92 % | 4.96 % | 87,128 | 15.43 | 13 | 0.3529 % | 3,770.5 |
| FixedReset Disc | 4.59 % | 3.56 % | 177,230 | 17.90 | 56 | 0.3662 % | 2,554.1 |
| Insurance Straight | 4.95 % | 4.61 % | 80,137 | 15.32 | 22 | -0.0342 % | 3,633.0 |
| FloatingReset | 3.08 % | 2.61 % | 29,207 | 20.72 | 2 | 5.9864 % | 2,241.6 |
| FixedReset Prem | 5.12 % | 2.93 % | 227,502 | 0.91 | 20 | -0.0725 % | 2,711.4 |
| FixedReset Bank Non | 1.80 % | 1.69 % | 182,340 | 0.94 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.42 % | 3.37 % | 115,328 | 18.34 | 22 | -0.0715 % | 2,758.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 3.38 % |
| NA.PR.E | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 22.71 Evaluated at bid price : 23.01 Bid-YTW : 3.50 % |
| MFC.PR.J | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.64 Evaluated at bid price : 23.95 Bid-YTW : 3.44 % |
| TRP.PR.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.40 % |
| BAM.PF.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 4.29 % |
| MFC.PR.Q | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.10 Evaluated at bid price : 24.02 Bid-YTW : 3.33 % |
| TD.PF.J | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.21 Evaluated at bid price : 24.20 Bid-YTW : 3.40 % |
| BAM.PF.D | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 24.55 Evaluated at bid price : 24.79 Bid-YTW : 5.00 % |
| MFC.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.63 Evaluated at bid price : 24.80 Bid-YTW : 3.41 % |
| BAM.PF.B | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 4.27 % |
| EIT.PR.A | SplitShare | 1.57 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.87 % |
| BAM.PR.T | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.11 % |
| NA.PR.G | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.13 Evaluated at bid price : 24.25 Bid-YTW : 3.52 % |
| BAM.PF.A | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 21.63 Evaluated at bid price : 22.05 Bid-YTW : 4.13 % |
| BAM.PF.G | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 4.21 % |
| CU.PR.F | Perpetual-Discount | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 23.83 Evaluated at bid price : 24.30 Bid-YTW : 4.62 % |
| BAM.PF.F | FixedReset Disc | 3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.26 % |
| TRP.PR.F | FloatingReset | 13.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-18 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MIC.PR.A | Perpetual-Premium | 649,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 5.19 % |
| NA.PR.A | FixedReset Prem | 276,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 2.67 % |
| IFC.PR.E | Insurance Straight | 148,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.55 Bid-YTW : 5.05 % |
| BNS.PR.E | FixedReset Prem | 103,876 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.90 % |
| BMO.PR.B | FixedReset Prem | 102,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 2.31 % |
| TD.PF.H | FixedReset Prem | 94,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 2.66 % |
| There were 33 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: 22.26 – 24.30 Spot Rate : 2.0400 Average : 1.4424 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 23.01 – 23.66 Spot Rate : 0.6500 Average : 0.3835 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.15 – 18.88 Spot Rate : 0.7300 Average : 0.5401 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.33 – 17.85 Spot Rate : 0.5200 Average : 0.3542 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 25.10 – 25.48 Spot Rate : 0.3800 Average : 0.2450 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 25.85 – 27.24 Spot Rate : 1.3900 Average : 1.2616 YTW SCENARIO |