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| 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 | -0.2671 % | 2,258.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2671 % | 4,144.5 |
| Floater | 3.83 % | 3.88 % | 53,631 | 17.60 | 3 | -0.2671 % | 2,388.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,678.8 |
| SplitShare | 4.77 % | 4.00 % | 34,081 | 3.65 | 9 | -0.0238 % | 4,393.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,427.8 |
| Perpetual-Premium | 5.33 % | -0.62 % | 74,209 | 0.10 | 21 | 0.0356 % | 3,230.3 |
| Perpetual-Discount | 4.97 % | 5.00 % | 82,760 | 15.45 | 13 | -0.0986 % | 3,719.6 |
| FixedReset Disc | 4.40 % | 3.82 % | 180,421 | 17.29 | 52 | 0.6144 % | 2,631.3 |
| Insurance Straight | 5.01 % | 4.59 % | 79,889 | 4.00 | 22 | 0.2268 % | 3,627.2 |
| FloatingReset | 3.02 % | 3.33 % | 39,088 | 18.94 | 2 | 1.0309 % | 2,368.2 |
| FixedReset Prem | 5.08 % | 3.63 % | 236,274 | 1.02 | 26 | 0.0800 % | 2,717.7 |
| FixedReset Bank Non | 1.81 % | 2.12 % | 225,756 | 0.89 | 1 | 0.0400 % | 2,889.7 |
| FixedReset Ins Non | 4.43 % | 3.77 % | 137,287 | 17.52 | 22 | 0.2612 % | 2,772.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.40 % |
| IAF.PR.I | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 23.40 Evaluated at bid price : 24.56 Bid-YTW : 3.77 % |
| BAM.PR.X | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 4.41 % |
| BAM.PR.R | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.62 % |
| BMO.PR.D | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 3.95 % |
| BAM.PR.Z | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 22.26 Evaluated at bid price : 22.59 Bid-YTW : 4.44 % |
| MFC.PR.Q | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 23.00 Evaluated at bid price : 23.30 Bid-YTW : 3.86 % |
| TD.PF.C | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 22.14 Evaluated at bid price : 22.66 Bid-YTW : 3.64 % |
| BAM.PR.T | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 4.57 % |
| IFC.PR.C | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 22.18 Evaluated at bid price : 22.88 Bid-YTW : 3.91 % |
| BAM.PF.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.53 % |
| TRP.PR.F | FloatingReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.33 % |
| TRP.PR.C | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 4.32 % |
| PWF.PR.P | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.91 % |
| BAM.PF.F | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 21.66 Evaluated at bid price : 21.93 Bid-YTW : 4.42 % |
| TRP.PR.G | FixedReset Disc | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 21.34 Evaluated at bid price : 21.34 Bid-YTW : 4.42 % |
| TRP.PR.D | FixedReset Disc | 4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 4.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 528,450 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 2.32 % |
| BNS.PR.H | FixedReset Prem | 317,080 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 2.42 % |
| BNS.PR.E | FixedReset Prem | 171,230 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.58 % |
| MFC.PR.I | FixedReset Ins Non | 136,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 23.93 Evaluated at bid price : 24.30 Bid-YTW : 3.92 % |
| IAF.PR.I | FixedReset Ins Non | 133,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 23.40 Evaluated at bid price : 24.56 Bid-YTW : 3.77 % |
| MFC.PR.H | FixedReset Ins Non | 129,595 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 24.35 Evaluated at bid price : 24.75 Bid-YTW : 4.09 % |
| CM.PR.R | FixedReset Disc | 129,263 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 23.81 Evaluated at bid price : 25.12 Bid-YTW : 4.25 % |
| TD.PF.A | FixedReset Disc | 118,877 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 22.17 Evaluated at bid price : 22.67 Bid-YTW : 3.58 % |
| SLF.PR.I | FixedReset Ins Non | 111,920 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-09 Maturity Price : 22.90 Evaluated at bid price : 23.52 Bid-YTW : 3.84 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.73 – 26.73 Spot Rate : 1.0000 Average : 0.5946 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 20.10 – 20.86 Spot Rate : 0.7600 Average : 0.4853 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.77 – 15.41 Spot Rate : 0.6400 Average : 0.3668 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.11 – 22.75 Spot Rate : 0.6400 Average : 0.4496 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.05 – 26.62 Spot Rate : 0.5700 Average : 0.4024 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.75 – 21.24 Spot Rate : 0.4900 Average : 0.3413 YTW SCENARIO |