| 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 | 0.1599 % | 2,435.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1599 % | 4,468.7 |
| Floater | 3.42 % | 3.54 % | 59,642 | 18.44 | 4 | 0.1599 % | 2,575.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4108 % | 3,683.8 |
| SplitShare | 4.79 % | 4.13 % | 35,415 | 4.05 | 8 | -0.4108 % | 4,399.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4108 % | 3,432.4 |
| Perpetual-Premium | 5.29 % | -4.48 % | 70,419 | 0.09 | 23 | 0.1965 % | 3,257.7 |
| Perpetual-Discount | 4.90 % | 4.95 % | 81,419 | 15.54 | 11 | 0.0038 % | 3,764.4 |
| FixedReset Disc | 4.38 % | 3.76 % | 181,181 | 17.56 | 48 | -0.0738 % | 2,644.4 |
| Insurance Straight | 4.98 % | 4.64 % | 108,587 | 3.75 | 22 | 0.1125 % | 3,656.0 |
| FloatingReset | 2.86 % | 3.24 % | 80,245 | 19.13 | 2 | -1.0323 % | 2,471.3 |
| FixedReset Prem | 5.00 % | 3.76 % | 236,847 | 1.07 | 30 | 0.1834 % | 2,728.8 |
| FixedReset Bank Non | 1.81 % | 2.40 % | 177,447 | 0.77 | 1 | 0.1202 % | 2,890.8 |
| FixedReset Ins Non | 4.31 % | 3.82 % | 153,146 | 17.51 | 21 | -0.1296 % | 2,810.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -4.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 21.89 Evaluated at bid price : 22.30 Bid-YTW : 4.95 % |
| EIT.PR.A | SplitShare | -1.96 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.25 % |
| PWF.PR.P | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 4.04 % |
| MFC.PR.K | FixedReset Ins Non | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 21.92 Evaluated at bid price : 22.16 Bid-YTW : 3.77 % |
| TRP.PR.F | FloatingReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 15.58 Evaluated at bid price : 15.58 Bid-YTW : 3.24 % |
| MFC.PR.M | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 22.17 Evaluated at bid price : 22.67 Bid-YTW : 3.75 % |
| RY.PR.H | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 22.25 Evaluated at bid price : 22.75 Bid-YTW : 3.62 % |
| SLF.PR.C | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 4.63 % |
| POW.PR.D | Perpetual-Premium | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-19 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : -4.48 % |
| PWF.PR.A | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.09 % |
| CU.PR.C | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 4.13 % |
| BMO.PR.Y | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 22.71 Evaluated at bid price : 23.75 Bid-YTW : 3.69 % |
| TD.PF.M | FixedReset Prem | 1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.58 % |
| MIC.PR.A | Perpetual-Premium | 2.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 5.13 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 201,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 4.13 % |
| BNS.PR.H | FixedReset Prem | 154,350 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.09 % |
| MFC.PR.R | FixedReset Ins Non | 108,212 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 3.61 % |
| PWF.PR.P | FixedReset Disc | 101,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 4.04 % |
| NA.PR.C | FixedReset Prem | 75,542 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.47 % |
| BAM.PF.A | FixedReset Disc | 71,085 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-19 Maturity Price : 22.45 Evaluated at bid price : 22.90 Bid-YTW : 4.39 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 22.30 – 23.85 Spot Rate : 1.5500 Average : 1.0772 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.50 – 26.25 Spot Rate : 0.7500 Average : 0.4992 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 23.23 – 24.00 Spot Rate : 0.7700 Average : 0.5376 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.02 – 27.02 Spot Rate : 1.0000 Average : 0.7705 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 23.20 – 23.94 Spot Rate : 0.7400 Average : 0.5287 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 15.58 – 16.00 Spot Rate : 0.4200 Average : 0.2911 YTW SCENARIO |