| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 6.5421 % | 2,222.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 6.5421 % | 4,077.9 |
| Floater | 3.89 % | 3.88 % | 52,216 | 17.60 | 3 | 6.5421 % | 2,350.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0803 % | 3,668.5 |
| SplitShare | 4.78 % | 4.13 % | 33,251 | 3.66 | 9 | -0.0803 % | 4,381.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0803 % | 3,418.2 |
| Perpetual-Premium | 5.34 % | 4.57 % | 73,142 | 0.15 | 21 | -0.2450 % | 3,227.4 |
| Perpetual-Discount | 4.96 % | 5.01 % | 82,896 | 15.44 | 13 | -0.3738 % | 3,722.6 |
| FixedReset Disc | 4.45 % | 3.79 % | 182,173 | 17.46 | 52 | -0.2605 % | 2,604.3 |
| Insurance Straight | 5.02 % | 4.65 % | 80,551 | 4.58 | 22 | 0.0037 % | 3,621.7 |
| FloatingReset | 3.06 % | 3.38 % | 36,674 | 18.83 | 2 | 0.5521 % | 2,347.2 |
| FixedReset Prem | 5.08 % | 3.76 % | 240,392 | 1.18 | 26 | 0.6122 % | 2,715.1 |
| FixedReset Bank Non | 1.81 % | 2.08 % | 230,661 | 0.90 | 1 | 0.0000 % | 2,888.5 |
| FixedReset Ins Non | 4.45 % | 3.67 % | 136,561 | 17.71 | 22 | 0.0453 % | 2,764.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.C | FixedReset Disc | -5.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 3.75 % |
| TRP.PR.D | FixedReset Disc | -4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 4.54 % |
| CM.PR.Q | FixedReset Disc | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.31 Evaluated at bid price : 23.00 Bid-YTW : 3.79 % |
| MFC.PR.Q | FixedReset Ins Non | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.53 Evaluated at bid price : 23.00 Bid-YTW : 3.80 % |
| RY.PR.P | Perpetual-Premium | -2.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.75 % |
| BMO.PR.Y | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.31 Evaluated at bid price : 23.00 Bid-YTW : 3.69 % |
| CIU.PR.A | Perpetual-Discount | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.96 Evaluated at bid price : 23.23 Bid-YTW : 4.97 % |
| RY.PR.J | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.60 Evaluated at bid price : 23.50 Bid-YTW : 3.66 % |
| RY.PR.N | Perpetual-Premium | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 24.71 Evaluated at bid price : 25.22 Bid-YTW : 4.87 % |
| PWF.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 3.86 % |
| CU.PR.F | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.89 Evaluated at bid price : 23.31 Bid-YTW : 4.83 % |
| RY.PR.O | Perpetual-Premium | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 24.78 Evaluated at bid price : 25.27 Bid-YTW : 4.86 % |
| BIP.PR.B | FixedReset Prem | -1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.69 % |
| BIP.PR.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 23.30 Evaluated at bid price : 24.35 Bid-YTW : 5.08 % |
| CM.PR.S | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 23.00 Evaluated at bid price : 23.35 Bid-YTW : 3.65 % |
| BAM.PR.X | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.31 % |
| NA.PR.W | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 21.97 Evaluated at bid price : 22.40 Bid-YTW : 3.58 % |
| BAM.PR.T | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.50 % |
| SLF.PR.G | FixedReset Ins Non | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 3.64 % |
| CU.PR.H | Perpetual-Premium | 2.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.65 Bid-YTW : 4.57 % |
| BAM.PF.J | FixedReset Prem | 17.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 23.61 Evaluated at bid price : 24.95 Bid-YTW : 4.76 % |
| BAM.PR.B | Floater | 21.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 3.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 279,038 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.09 % |
| TRP.PR.J | FixedReset Prem | 136,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.26 % |
| MFC.PR.I | FixedReset Ins Non | 101,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 23.89 Evaluated at bid price : 24.26 Bid-YTW : 3.82 % |
| BNS.PR.E | FixedReset Prem | 94,512 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 2.03 % |
| BAM.PF.I | FixedReset Prem | 87,753 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 23.92 Evaluated at bid price : 25.05 Bid-YTW : 4.80 % |
| CM.PR.Q | FixedReset Disc | 73,215 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-05 Maturity Price : 22.31 Evaluated at bid price : 23.00 Bid-YTW : 3.79 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.C | FixedReset Disc | Quote: 21.60 – 22.84 Spot Rate : 1.2400 Average : 0.6856 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.49 – 19.70 Spot Rate : 1.2100 Average : 0.7859 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.50 – 24.30 Spot Rate : 0.8000 Average : 0.4727 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 23.00 – 23.90 Spot Rate : 0.9000 Average : 0.6065 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 23.00 – 23.75 Spot Rate : 0.7500 Average : 0.4697 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.00 – 23.75 Spot Rate : 0.7500 Average : 0.4928 YTW SCENARIO |