| 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 | 3.00 % | 3.44 % | 55,314 | 20.15 | 1 | 0.0000 % | 2,913.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8978 % | 5,186.6 |
| Floater | 3.07 % | 3.09 % | 89,920 | 19.43 | 3 | -1.8978 % | 2,989.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1870 % | 3,673.3 |
| SplitShare | 4.67 % | 4.12 % | 57,195 | 3.83 | 5 | 0.1870 % | 4,386.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1870 % | 3,422.7 |
| Perpetual-Premium | 5.13 % | -7.25 % | 45,570 | 0.08 | 28 | -0.1719 % | 3,260.1 |
| Perpetual-Discount | 4.72 % | 4.88 % | 66,565 | 15.63 | 6 | 0.0340 % | 3,839.9 |
| FixedReset Disc | 3.85 % | 3.88 % | 125,678 | 17.00 | 37 | -0.4746 % | 2,869.7 |
| Insurance Straight | 5.06 % | 4.54 % | 92,230 | 13.88 | 20 | -2.3491 % | 3,591.0 |
| FloatingReset | 2.48 % | 2.77 % | 31,283 | 20.34 | 2 | -1.1296 % | 2,841.6 |
| FixedReset Prem | 4.69 % | 3.79 % | 121,625 | 2.49 | 33 | -0.4565 % | 2,721.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4746 % | 2,933.4 |
| FixedReset Ins Non | 4.08 % | 3.82 % | 98,555 | 17.11 | 19 | -0.8575 % | 2,954.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -14.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 5.94 % |
| MFC.PR.C | Insurance Straight | -12.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 5.26 % |
| MFC.PR.B | Insurance Straight | -12.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.35 % |
| BIP.PR.F | FixedReset Prem | -7.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 23.31 Evaluated at bid price : 23.63 Bid-YTW : 5.38 % |
| BAM.PF.G | FixedReset Disc | -6.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.42 Evaluated at bid price : 21.76 Bid-YTW : 4.72 % |
| BAM.PR.B | Floater | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.12 % |
| IFC.PR.A | FixedReset Ins Non | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 3.90 % |
| SLF.PR.J | FloatingReset | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 2.15 % |
| BAM.PF.A | FixedReset Prem | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 23.39 Evaluated at bid price : 24.40 Bid-YTW : 4.52 % |
| SLF.PR.G | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.81 % |
| TRP.PR.B | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 13.73 Evaluated at bid price : 13.73 Bid-YTW : 4.59 % |
| TRP.PR.E | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 4.52 % |
| RY.PR.Z | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 23.11 Evaluated at bid price : 24.10 Bid-YTW : 3.73 % |
| BAM.PR.C | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 13.99 Evaluated at bid price : 13.99 Bid-YTW : 3.09 % |
| TD.PF.D | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.88 % |
| BAM.PF.H | FixedReset Prem | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.83 Bid-YTW : 3.31 % |
| TRP.PR.G | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 22.34 Evaluated at bid price : 23.00 Bid-YTW : 4.50 % |
| FTS.PR.H | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.04 % |
| PWF.PR.S | Perpetual-Premium | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 24.35 Evaluated at bid price : 24.60 Bid-YTW : 4.92 % |
| BAM.PR.K | Floater | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 14.03 Evaluated at bid price : 14.03 Bid-YTW : 3.08 % |
| TD.PF.E | FixedReset Prem | -1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 3.83 % |
| CM.PR.T | FixedReset Prem | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.26 % |
| BAM.PR.T | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 56,460 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 1.99 % |
| MFC.PR.H | FixedReset Ins Non | 44,069 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 3.17 % |
| BMO.PR.B | FixedReset Prem | 40,919 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 2.27 % |
| IFC.PR.E | Insurance Straight | 34,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 5.94 % |
| BNS.PR.H | FixedReset Prem | 32,933 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 1.84 % |
| RY.PR.Z | FixedReset Disc | 25,487 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-30 Maturity Price : 23.11 Evaluated at bid price : 24.10 Bid-YTW : 3.73 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.B | Insurance Straight | Quote: 21.75 – 25.15 Spot Rate : 3.4000 Average : 1.8232 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 21.46 – 24.54 Spot Rate : 3.0800 Average : 1.6599 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.25 – 26.20 Spot Rate : 3.9500 Average : 2.7273 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 23.63 – 25.50 Spot Rate : 1.8700 Average : 1.0576 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 21.76 – 23.60 Spot Rate : 1.8400 Average : 1.1293 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.73 – 15.00 Spot Rate : 1.2700 Average : 0.7983 YTW SCENARIO |