| 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 | 0.6233 % | 2,278.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6233 % | 4,181.5 |
| Floater | 3.79 % | 3.82 % | 57,221 | 17.71 | 3 | 0.6233 % | 2,409.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1540 % | 3,668.2 |
| SplitShare | 4.78 % | 4.01 % | 36,810 | 3.64 | 9 | -0.1540 % | 4,380.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1540 % | 3,417.9 |
| Perpetual-Premium | 5.32 % | -0.44 % | 75,802 | 0.10 | 21 | 0.2771 % | 3,241.6 |
| Perpetual-Discount | 4.95 % | 5.00 % | 80,724 | 15.45 | 13 | 0.2703 % | 3,732.5 |
| FixedReset Disc | 4.39 % | 3.82 % | 188,014 | 17.34 | 52 | 0.5291 % | 2,636.8 |
| Insurance Straight | 5.01 % | 4.62 % | 81,256 | 15.47 | 22 | 0.1900 % | 3,631.1 |
| FloatingReset | 2.98 % | 3.30 % | 39,779 | 19.02 | 2 | 0.6752 % | 2,402.0 |
| FixedReset Prem | 5.07 % | 3.80 % | 237,567 | 1.01 | 26 | 0.0332 % | 2,720.4 |
| FixedReset Bank Non | 1.81 % | 2.08 % | 220,610 | 0.45 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.41 % | 3.77 % | 147,034 | 17.60 | 22 | 0.3524 % | 2,785.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.B | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.57 % |
| SLF.PR.G | FixedReset Ins Non | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.76 % |
| PVS.PR.H | SplitShare | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.56 % |
| BMO.PR.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 23.16 Evaluated at bid price : 24.30 Bid-YTW : 3.82 % |
| SLF.PR.I | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 23.18 Evaluated at bid price : 23.80 Bid-YTW : 3.80 % |
| IAF.PR.B | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 4.62 % |
| BAM.PF.E | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 4.56 % |
| BAM.PF.A | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.54 Evaluated at bid price : 23.07 Bid-YTW : 4.37 % |
| BAM.PR.X | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 4.38 % |
| BAM.PR.R | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 4.59 % |
| NA.PR.W | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.35 Evaluated at bid price : 23.00 Bid-YTW : 3.56 % |
| CU.PR.G | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 23.00 Evaluated at bid price : 23.45 Bid-YTW : 4.80 % |
| PWF.PR.T | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 21.51 Evaluated at bid price : 21.88 Bid-YTW : 3.93 % |
| IAF.PR.G | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 23.94 Evaluated at bid price : 24.35 Bid-YTW : 3.85 % |
| BAM.PR.Z | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.34 Evaluated at bid price : 22.67 Bid-YTW : 4.42 % |
| BMO.PR.W | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.05 Evaluated at bid price : 22.50 Bid-YTW : 3.62 % |
| BAM.PR.T | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.53 % |
| BMO.PR.Y | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.60 Evaluated at bid price : 23.54 Bid-YTW : 3.67 % |
| PWF.PR.P | FixedReset Disc | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.89 % |
| TRP.PR.G | FixedReset Disc | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.44 % |
| IFC.PR.C | FixedReset Ins Non | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 22.25 Evaluated at bid price : 23.00 Bid-YTW : 3.89 % |
| TRP.PR.C | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 13.77 Evaluated at bid price : 13.77 Bid-YTW : 4.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 277,815 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 2.34 % |
| BMO.PR.C | FixedReset Prem | 265,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 23.86 Evaluated at bid price : 25.06 Bid-YTW : 4.21 % |
| EML.PR.A | FixedReset Ins Non | 243,990 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 2.52 % |
| TD.PF.G | FixedReset Prem | 164,371 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.49 % |
| RY.PR.Q | FixedReset Prem | 103,109 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.67 % |
| SLF.PR.A | Insurance Straight | 102,319 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 4.78 % |
| GWO.PR.N | FixedReset Ins Non | 102,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-11 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 3.50 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 18.00 – 20.50 Spot Rate : 2.5000 Average : 1.7121 YTW SCENARIO |
| BAM.PF.I | FixedReset Prem | Quote: 25.35 – 26.35 Spot Rate : 1.0000 Average : 0.5763 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.73 – 26.73 Spot Rate : 1.0000 Average : 0.6932 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.60 – 21.34 Spot Rate : 0.7400 Average : 0.4697 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.70 – 24.24 Spot Rate : 0.5400 Average : 0.3730 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 23.00 – 23.49 Spot Rate : 0.4900 Average : 0.3265 YTW SCENARIO |