| 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 | 3.14 % | 3.68 % | 39,542 | 19.84 | 1 | -0.9132 % | 2,782.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0293 % | 5,169.2 |
| Floater | 3.08 % | 3.07 % | 68,962 | 19.55 | 3 | 2.0293 % | 2,979.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2936 % | 3,666.6 |
| SplitShare | 4.68 % | 4.34 % | 43,393 | 3.77 | 6 | 0.2936 % | 4,378.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2936 % | 3,416.4 |
| Perpetual-Premium | 5.18 % | -6.02 % | 43,978 | 0.09 | 23 | -0.0918 % | 3,246.5 |
| Perpetual-Discount | 4.78 % | 4.84 % | 57,215 | 15.79 | 11 | 0.1446 % | 3,847.7 |
| FixedReset Disc | 4.11 % | 3.93 % | 114,770 | 17.23 | 42 | 1.3030 % | 2,738.0 |
| Insurance Straight | 4.97 % | 4.52 % | 88,539 | 15.70 | 19 | 0.1136 % | 3,649.9 |
| FloatingReset | 2.65 % | 3.02 % | 30,313 | 19.69 | 2 | -1.0720 % | 2,621.7 |
| FixedReset Prem | 4.74 % | 3.49 % | 118,735 | 2.27 | 28 | 0.3139 % | 2,712.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3030 % | 2,798.8 |
| FixedReset Ins Non | 4.14 % | 3.76 % | 85,744 | 17.67 | 18 | 0.5280 % | 2,919.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -4.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.45 Evaluated at bid price : 23.00 Bid-YTW : 3.75 % |
| CM.PR.O | FixedReset Disc | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.61 Evaluated at bid price : 23.21 Bid-YTW : 3.80 % |
| SLF.PR.J | FloatingReset | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 2.27 % |
| PWF.PR.P | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 3.94 % |
| IFC.PR.I | Perpetual-Premium | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.91 Bid-YTW : 4.81 % |
| TD.PF.J | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 23.73 Evaluated at bid price : 24.86 Bid-YTW : 3.92 % |
| BAM.PF.C | Perpetual-Premium | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 24.29 Evaluated at bid price : 24.56 Bid-YTW : 4.94 % |
| PWF.PF.A | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 24.69 Evaluated at bid price : 25.10 Bid-YTW : 4.53 % |
| BAM.PR.C | Floater | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 13.93 Evaluated at bid price : 13.93 Bid-YTW : 3.07 % |
| CM.PR.T | FixedReset Prem | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.27 Bid-YTW : 3.31 % |
| CM.PR.Y | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.07 % |
| TRP.PR.E | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.42 % |
| BMO.PR.T | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.93 Evaluated at bid price : 23.80 Bid-YTW : 3.57 % |
| BAM.PF.H | FixedReset Prem | 1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.38 % |
| CU.PR.C | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 21.62 Evaluated at bid price : 22.00 Bid-YTW : 4.06 % |
| PWF.PR.T | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 23.28 Evaluated at bid price : 23.60 Bid-YTW : 3.85 % |
| BAM.PR.X | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.35 % |
| FTS.PR.H | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.84 % |
| PVS.PR.J | SplitShare | 1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.12 % |
| TRP.PR.B | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 4.39 % |
| GWO.PR.N | FixedReset Ins Non | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 3.61 % |
| MFC.PR.N | FixedReset Ins Non | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.55 Evaluated at bid price : 23.23 Bid-YTW : 3.73 % |
| MFC.PR.L | FixedReset Ins Non | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.41 Evaluated at bid price : 22.85 Bid-YTW : 3.69 % |
| BAM.PF.G | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.45 % |
| RY.PR.J | FixedReset Disc | 3.48 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 3.71 % |
| BAM.PR.R | FixedReset Disc | 4.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 4.46 % |
| BNS.PR.I | FixedReset Prem | 5.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 23.63 Evaluated at bid price : 25.21 Bid-YTW : 3.63 % |
| BAM.PR.K | Floater | 5.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 3.07 % |
| BAM.PF.A | FixedReset Disc | 14.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 23.02 Evaluated at bid price : 23.40 Bid-YTW : 4.44 % |
| BAM.PF.E | FixedReset Disc | 14.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 4.51 % |
| TRP.PR.D | FixedReset Disc | 14.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 62,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 3.71 % |
| BAM.PR.B | Floater | 30,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.09 % |
| TD.PF.K | FixedReset Prem | 27,038 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 23.67 Evaluated at bid price : 25.14 Bid-YTW : 3.77 % |
| CM.PR.P | FixedReset Disc | 23,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 22.89 Evaluated at bid price : 23.86 Bid-YTW : 3.63 % |
| PWF.PF.A | Perpetual-Discount | 13,207 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-21 Maturity Price : 24.69 Evaluated at bid price : 25.10 Bid-YTW : 4.53 % |
| BNS.PR.H | FixedReset Prem | 13,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 1.29 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.17 – 23.45 Spot Rate : 11.2800 Average : 10.0328 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 22.93 – 24.35 Spot Rate : 1.4200 Average : 0.8761 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 18.50 Spot Rate : 2.2000 Average : 1.8003 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 23.21 – 24.21 Spot Rate : 1.0000 Average : 0.6562 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.00 – 24.00 Spot Rate : 1.0000 Average : 0.6709 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.37 – 15.50 Spot Rate : 1.1300 Average : 0.9009 YTW SCENARIO |