| 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 % | 3.46 % | 40,825 | 20.11 | 1 | 0.7411 % | 2,904.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1158 % | 5,355.0 |
| Floater | 2.98 % | 2.99 % | 52,478 | 19.77 | 3 | 0.1158 % | 3,086.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6092 % | 3,662.9 |
| SplitShare | 4.69 % | 4.33 % | 30,976 | 3.59 | 6 | 0.6092 % | 4,374.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6092 % | 3,413.0 |
| Perpetual-Premium | 5.15 % | -14.56 % | 47,960 | 0.09 | 24 | 0.2976 % | 3,257.8 |
| Perpetual-Discount | 4.73 % | 4.80 % | 45,233 | 15.80 | 7 | -0.0117 % | 3,848.1 |
| FixedReset Disc | 3.93 % | 3.90 % | 117,297 | 16.75 | 46 | 1.2254 % | 2,888.8 |
| Insurance Straight | 4.87 % | 0.97 % | 82,411 | 0.46 | 17 | 0.4811 % | 3,675.6 |
| FloatingReset | 2.66 % | 3.03 % | 34,259 | 19.67 | 2 | 0.0568 % | 2,857.8 |
| FixedReset Prem | 4.72 % | 2.86 % | 105,494 | 1.72 | 25 | -0.2281 % | 2,733.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2254 % | 2,952.9 |
| FixedReset Ins Non | 4.08 % | 3.86 % | 67,211 | 17.00 | 17 | -0.2803 % | 2,981.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 3.86 % |
| BAM.PF.F | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 22.71 Evaluated at bid price : 23.40 Bid-YTW : 4.61 % |
| MFC.PR.M | FixedReset Ins Non | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 22.73 Evaluated at bid price : 23.50 Bid-YTW : 4.10 % |
| CM.PR.Y | FixedReset Prem | -1.84 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 3.09 % |
| TD.PF.D | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 3.90 % |
| NA.PR.G | FixedReset Prem | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 23.70 Evaluated at bid price : 25.21 Bid-YTW : 4.21 % |
| MFC.PR.Q | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 23.82 Evaluated at bid price : 25.17 Bid-YTW : 4.03 % |
| TRP.PR.D | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.64 % |
| TD.PF.L | FixedReset Prem | -1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.31 Bid-YTW : 2.72 % |
| POW.PR.G | Perpetual-Premium | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-10 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : -23.48 % |
| SLF.PR.D | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 24.32 Evaluated at bid price : 24.63 Bid-YTW : 4.53 % |
| FTS.PR.H | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.06 % |
| SLF.PR.C | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 24.27 Evaluated at bid price : 24.57 Bid-YTW : 4.54 % |
| GWO.PR.H | Insurance Straight | 1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-10 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -3.07 % |
| FTS.PR.G | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 22.43 Evaluated at bid price : 22.80 Bid-YTW : 4.09 % |
| RS.PR.A | SplitShare | 2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.62 Bid-YTW : 3.58 % |
| IFC.PR.A | FixedReset Ins Non | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 3.82 % |
| BAM.PR.X | FixedReset Disc | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 4.39 % |
| BAM.PF.B | FixedReset Disc | 3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 22.98 Evaluated at bid price : 23.75 Bid-YTW : 4.38 % |
| TRP.PR.G | FixedReset Disc | 93.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 22.93 Evaluated at bid price : 24.15 Bid-YTW : 4.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.D | FixedReset Prem | 101,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 3.01 % |
| BMO.PR.C | FixedReset Prem | 97,180 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 2.45 % |
| BAM.PF.A | FixedReset Disc | 74,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 23.75 Evaluated at bid price : 25.25 Bid-YTW : 4.37 % |
| MFC.PR.R | FixedReset Ins Non | 55,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.14 % |
| BMO.PR.B | FixedReset Prem | 53,740 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.79 % |
| BAM.PR.Z | FixedReset Disc | 40,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-11 Maturity Price : 23.97 Evaluated at bid price : 25.08 Bid-YTW : 4.44 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.30 – 19.36 Spot Rate : 1.0600 Average : 0.6709 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 15.30 – 16.97 Spot Rate : 1.6700 Average : 1.4087 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.40 – 24.44 Spot Rate : 1.0400 Average : 0.7823 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.40 – 25.20 Spot Rate : 0.8000 Average : 0.5894 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.50 – 24.19 Spot Rate : 0.6900 Average : 0.4933 YTW SCENARIO |
| TD.PF.L | FixedReset Prem | Quote: 26.31 – 26.82 Spot Rate : 0.5100 Average : 0.3262 YTW SCENARIO |