| 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 | 0.1302 % | 2,596.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1302 % | 4,764.2 |
| Floater | 3.34 % | 3.38 % | 72,170 | 18.75 | 3 | 0.1302 % | 2,745.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2887 % | 3,671.6 |
| SplitShare | 4.61 % | 3.86 % | 26,714 | 3.28 | 7 | -0.2887 % | 4,384.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2887 % | 3,421.1 |
| Perpetual-Premium | 5.14 % | -18.86 % | 55,079 | 0.09 | 25 | 0.0139 % | 3,315.1 |
| Perpetual-Discount | 4.67 % | 3.54 % | 79,117 | 0.76 | 8 | -0.1438 % | 3,992.8 |
| FixedReset Disc | 3.98 % | 3.43 % | 111,183 | 18.28 | 40 | 0.9908 % | 2,823.0 |
| Insurance Straight | 4.87 % | -1.70 % | 70,869 | 0.09 | 22 | -0.0390 % | 3,741.3 |
| FloatingReset | 2.91 % | 3.23 % | 32,739 | 19.11 | 2 | -0.4702 % | 2,557.5 |
| FixedReset Prem | 4.78 % | 2.86 % | 141,500 | 2.20 | 31 | 0.1776 % | 2,762.9 |
| FixedReset Bank Non | 1.81 % | 1.97 % | 105,841 | 0.44 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.03 % | 3.29 % | 105,868 | 18.30 | 20 | 0.8378 % | 2,957.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIK.PR.A | FixedReset Prem | -2.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.59 % |
| PVS.PR.I | SplitShare | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.19 % |
| IFC.PR.E | Insurance Straight | -1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.45 Bid-YTW : 3.84 % |
| RY.PR.P | Perpetual-Premium | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-22 Maturity Price : 26.00 Evaluated at bid price : 26.47 Bid-YTW : -16.24 % |
| SLF.PR.G | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 16.57 Evaluated at bid price : 16.57 Bid-YTW : 3.30 % |
| TRP.PR.D | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.05 % |
| GWO.PR.N | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 3.19 % |
| NA.PR.S | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 23.25 Evaluated at bid price : 24.54 Bid-YTW : 3.31 % |
| BMO.PR.T | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.87 Evaluated at bid price : 23.78 Bid-YTW : 3.25 % |
| BAM.PR.T | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 3.96 % |
| TRP.PR.C | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 3.91 % |
| BAM.PF.G | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.46 Evaluated at bid price : 23.18 Bid-YTW : 3.86 % |
| TRP.PR.G | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.63 Evaluated at bid price : 23.57 Bid-YTW : 3.86 % |
| IFC.PR.A | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 3.17 % |
| SLF.PR.H | FixedReset Ins Non | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.46 Evaluated at bid price : 23.35 Bid-YTW : 3.17 % |
| BAM.PR.R | FixedReset Disc | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 4.00 % |
| BAM.PF.F | FixedReset Disc | 3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 23.00 Evaluated at bid price : 24.08 Bid-YTW : 3.86 % |
| MFC.PR.F | FixedReset Ins Non | 8.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 3.19 % |
| PWF.PR.P | FixedReset Disc | 11.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 3.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Prem | 216,734 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 1.45 % |
| MFC.PR.R | FixedReset Ins Non | 141,939 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 1.26 % |
| BIP.PR.D | FixedReset Prem | 73,080 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 3.99 % |
| MFC.PR.L | FixedReset Ins Non | 64,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.74 Evaluated at bid price : 23.48 Bid-YTW : 3.23 % |
| MFC.PR.N | FixedReset Ins Non | 57,224 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-23 Maturity Price : 22.67 Evaluated at bid price : 23.53 Bid-YTW : 3.35 % |
| BAM.PF.D | Perpetual-Discount | 53,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.29 % |
| There were 30 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: 12.80 – 13.80 Spot Rate : 1.0000 Average : 0.6609 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 25.15 – 26.00 Spot Rate : 0.8500 Average : 0.5166 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.40 – 17.45 Spot Rate : 1.0500 Average : 0.7545 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 26.00 – 26.73 Spot Rate : 0.7300 Average : 0.4441 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 23.18 – 23.95 Spot Rate : 0.7700 Average : 0.5855 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.65 – 26.15 Spot Rate : 0.5000 Average : 0.3431 YTW SCENARIO |