| 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 | -0.4073 % | 2,328.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4073 % | 4,273.3 |
| Floater | 3.76 % | 3.76 % | 59,108 | 17.96 | 3 | -0.4073 % | 2,462.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2228 % | 3,691.4 |
| SplitShare | 4.75 % | 4.00 % | 38,658 | 3.63 | 9 | 0.2228 % | 4,408.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2228 % | 3,439.5 |
| Perpetual-Premium | 5.31 % | -0.58 % | 75,247 | 0.09 | 21 | 0.0672 % | 3,247.1 |
| Perpetual-Discount | 4.97 % | 4.99 % | 78,903 | 15.47 | 13 | -0.1653 % | 3,730.9 |
| FixedReset Disc | 4.39 % | 3.93 % | 190,418 | 17.12 | 52 | -0.1029 % | 2,647.1 |
| Insurance Straight | 5.01 % | 4.66 % | 85,927 | 15.47 | 22 | 0.0493 % | 3,633.0 |
| FloatingReset | 2.97 % | 3.29 % | 44,971 | 19.02 | 2 | -0.5988 % | 2,406.8 |
| FixedReset Prem | 5.07 % | 3.57 % | 224,999 | 1.01 | 26 | 0.1206 % | 2,725.8 |
| FixedReset Bank Non | 1.81 % | 2.22 % | 211,668 | 0.87 | 1 | -0.0800 % | 2,889.7 |
| FixedReset Ins Non | 4.41 % | 3.86 % | 146,000 | 17.40 | 22 | -0.3758 % | 2,792.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -15.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.77 % |
| BAM.PR.R | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.76 % |
| MFC.PR.L | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 3.86 % |
| TRP.PR.F | FloatingReset | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 3.29 % |
| IFC.PR.A | FixedReset Ins Non | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 3.87 % |
| BIP.PR.E | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 23.42 Evaluated at bid price : 24.61 Bid-YTW : 5.03 % |
| IFC.PR.C | FixedReset Ins Non | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 22.20 Evaluated at bid price : 22.90 Bid-YTW : 3.97 % |
| BIP.PR.A | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 21.69 Evaluated at bid price : 22.03 Bid-YTW : 5.03 % |
| CIU.PR.A | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 23.34 Evaluated at bid price : 23.63 Bid-YTW : 4.89 % |
| TD.PF.E | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 22.54 Evaluated at bid price : 23.44 Bid-YTW : 3.97 % |
| SLF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.90 % |
| GWO.PR.Q | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 24.49 Evaluated at bid price : 24.80 Bid-YTW : 5.19 % |
| BAM.PR.B | Floater | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 3.76 % |
| BAM.PF.C | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 23.80 Evaluated at bid price : 24.05 Bid-YTW : 5.04 % |
| MFC.PR.F | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 3.60 % |
| IFC.PR.I | Perpetual-Premium | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 4.64 % |
| RS.PR.A | SplitShare | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.65 Bid-YTW : 4.02 % |
| TRP.PR.C | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 4.38 % |
| TRP.PR.B | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 12.56 Evaluated at bid price : 12.56 Bid-YTW : 4.32 % |
| RY.PR.M | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 22.56 Evaluated at bid price : 23.50 Bid-YTW : 3.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Insurance Straight | 274,188 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 24.56 Evaluated at bid price : 24.81 Bid-YTW : 4.79 % |
| TD.PF.G | FixedReset Prem | 202,852 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 1.33 % |
| TD.PF.H | FixedReset Prem | 202,750 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.27 % |
| TRP.PR.J | FixedReset Prem | 76,390 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 2.01 % |
| NA.PR.A | FixedReset Prem | 71,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 1.98 % |
| PWF.PR.P | FixedReset Disc | 68,398 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-16 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.77 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 11.44 – 15.88 Spot Rate : 4.4400 Average : 2.9553 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 13.00 – 15.75 Spot Rate : 2.7500 Average : 1.5251 YTW SCENARIO |
| CM.PR.R | FixedReset Disc | Quote: 25.15 – 26.00 Spot Rate : 0.8500 Average : 0.5065 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 23.44 – 24.29 Spot Rate : 0.8500 Average : 0.5461 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 13.90 – 15.00 Spot Rate : 1.1000 Average : 0.8031 YTW SCENARIO |
| RY.PR.O | Perpetual-Premium | Quote: 25.38 – 25.99 Spot Rate : 0.6100 Average : 0.4051 YTW SCENARIO |