| 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 | -0.4187 % | 2,428.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4187 % | 4,455.4 |
| Floater | 3.43 % | 3.51 % | 61,835 | 18.51 | 4 | -0.4187 % | 2,567.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1500 % | 3,698.6 |
| SplitShare | 4.77 % | 3.89 % | 34,457 | 3.55 | 8 | 0.1500 % | 4,416.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1500 % | 3,446.3 |
| Perpetual-Premium | 5.29 % | -5.24 % | 69,951 | 0.09 | 23 | -0.0153 % | 3,261.0 |
| Perpetual-Discount | 4.89 % | 4.93 % | 82,061 | 15.52 | 11 | 0.0450 % | 3,769.2 |
| FixedReset Disc | 4.37 % | 3.78 % | 180,584 | 17.59 | 48 | -0.3074 % | 2,649.1 |
| Insurance Straight | 4.98 % | 4.64 % | 101,717 | 3.76 | 22 | -0.0797 % | 3,656.9 |
| FloatingReset | 2.85 % | 3.19 % | 74,889 | 19.28 | 2 | -0.4873 % | 2,467.2 |
| FixedReset Prem | 5.00 % | 3.69 % | 228,183 | 1.08 | 30 | 0.0536 % | 2,729.3 |
| FixedReset Bank Non | 1.81 % | 2.37 % | 170,293 | 0.79 | 1 | -0.1598 % | 2,890.8 |
| FixedReset Ins Non | 4.37 % | 3.79 % | 150,282 | 17.49 | 22 | -0.0667 % | 2,816.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -5.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 4.29 % |
| PWF.PR.T | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 21.25 Evaluated at bid price : 21.53 Bid-YTW : 4.01 % |
| MFC.PR.F | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 3.52 % |
| TRP.PR.C | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.24 % |
| BAM.PR.K | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 3.63 % |
| PWF.PR.P | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 4.10 % |
| TRP.PR.G | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.60 % |
| CIU.PR.A | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 24.04 Evaluated at bid price : 24.29 Bid-YTW : 4.78 % |
| BAM.PR.X | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 4.53 % |
| MFC.PR.K | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 21.98 Evaluated at bid price : 22.23 Bid-YTW : 3.76 % |
| TD.PF.B | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 22.10 Evaluated at bid price : 22.52 Bid-YTW : 3.65 % |
| TD.PF.M | FixedReset Prem | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.54 % |
| SLF.PR.H | FixedReset Ins Non | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 3.72 % |
| GWO.PR.N | FixedReset Ins Non | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 15.47 Evaluated at bid price : 15.47 Bid-YTW : 3.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset Prem | 164,451 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 0.99 % |
| MFC.PR.R | FixedReset Ins Non | 101,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.04 % |
| MFC.PR.Q | FixedReset Ins Non | 80,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 23.04 Evaluated at bid price : 23.85 Bid-YTW : 3.79 % |
| BAM.PR.C | Floater | 67,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.59 % |
| EML.PR.A | FixedReset Ins Non | 66,108 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-15 Maturity Price : 23.91 Evaluated at bid price : 24.98 Bid-YTW : 5.94 % |
| CU.PR.I | FixedReset Prem | 58,101 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 3.69 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.B | FixedReset Disc | Quote: 12.45 – 13.39 Spot Rate : 0.9400 Average : 0.6184 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 21.53 – 22.30 Spot Rate : 0.7700 Average : 0.4595 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.50 – 23.45 Spot Rate : 0.9500 Average : 0.7002 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.29 – 24.95 Spot Rate : 0.6600 Average : 0.4263 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.96 – 17.50 Spot Rate : 0.5400 Average : 0.3447 YTW SCENARIO |
| BNS.PR.H | FixedReset Prem | Quote: 25.60 – 26.00 Spot Rate : 0.4000 Average : 0.2340 YTW SCENARIO |