| 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 | 3.03 % | 3.50 % | 41,585 | 20.06 | 1 | -1.0284 % | 2,879.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6115 % | 5,637.5 |
| Floater | 2.83 % | 2.85 % | 61,742 | 20.09 | 3 | -0.6115 % | 3,248.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0653 % | 3,659.7 |
| SplitShare | 4.63 % | 4.43 % | 31,698 | 3.63 | 6 | -0.0653 % | 4,370.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0653 % | 3,410.0 |
| Perpetual-Premium | 5.23 % | -5.07 % | 55,336 | 0.09 | 22 | -0.5965 % | 3,219.0 |
| Perpetual-Discount | 4.83 % | 4.87 % | 59,867 | 15.71 | 11 | -0.8912 % | 3,815.6 |
| FixedReset Disc | 3.95 % | 4.43 % | 118,188 | 16.44 | 44 | -0.7933 % | 2,839.9 |
| Insurance Straight | 5.04 % | 4.69 % | 84,494 | 13.67 | 18 | -2.4895 % | 3,558.2 |
| FloatingReset | 2.70 % | 3.07 % | 52,681 | 19.52 | 2 | 0.3018 % | 2,967.4 |
| FixedReset Prem | 4.78 % | 3.78 % | 106,227 | 1.78 | 26 | -0.4186 % | 2,702.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7933 % | 2,902.9 |
| FixedReset Ins Non | 4.11 % | 4.30 % | 73,446 | 16.36 | 17 | -0.4705 % | 2,954.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Insurance Straight | -21.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.12 % |
| SLF.PR.D | Insurance Straight | -9.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.04 Evaluated at bid price : 22.27 Bid-YTW : 5.05 % |
| BAM.PF.A | FixedReset Prem | -4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.62 Evaluated at bid price : 24.00 Bid-YTW : 4.99 % |
| MFC.PR.C | Insurance Straight | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.31 Evaluated at bid price : 23.59 Bid-YTW : 4.82 % |
| BAM.PR.N | Perpetual-Discount | -4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.15 Evaluated at bid price : 23.41 Bid-YTW : 5.13 % |
| BAM.PR.R | FixedReset Disc | -3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.93 % |
| FTS.PR.J | Perpetual-Premium | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 4.99 % |
| TRP.PR.A | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.96 % |
| SLF.PR.C | Insurance Straight | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.54 Evaluated at bid price : 23.81 Bid-YTW : 4.72 % |
| CU.PR.I | FixedReset Prem | -2.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.83 % |
| CU.PR.E | Perpetual-Premium | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.23 Evaluated at bid price : 24.52 Bid-YTW : 4.99 % |
| SLF.PR.E | Insurance Straight | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.84 Evaluated at bid price : 24.09 Bid-YTW : 4.72 % |
| BMO.PR.Y | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.79 Evaluated at bid price : 23.75 Bid-YTW : 4.43 % |
| BNS.PR.I | FixedReset Prem | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.60 Evaluated at bid price : 25.00 Bid-YTW : 4.25 % |
| BAM.PF.B | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.79 Evaluated at bid price : 23.10 Bid-YTW : 4.86 % |
| GWO.PR.H | Insurance Straight | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.30 Evaluated at bid price : 24.61 Bid-YTW : 4.98 % |
| TRP.PR.G | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.68 Evaluated at bid price : 23.60 Bid-YTW : 4.69 % |
| RY.PR.H | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.68 Evaluated at bid price : 23.30 Bid-YTW : 4.29 % |
| FTS.PR.F | Perpetual-Premium | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 5.00 % |
| BAM.PF.F | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.84 Evaluated at bid price : 23.61 Bid-YTW : 4.87 % |
| NA.PR.W | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.79 Evaluated at bid price : 23.62 Bid-YTW : 4.23 % |
| TRP.PR.E | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 4.90 % |
| TRP.PR.D | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.95 % |
| PWF.PR.F | Perpetual-Premium | -1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-13 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -5.07 % |
| BAM.PR.T | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 21.45 Evaluated at bid price : 21.75 Bid-YTW : 4.79 % |
| MFC.PR.M | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.66 Evaluated at bid price : 23.35 Bid-YTW : 4.43 % |
| PWF.PR.T | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.62 Evaluated at bid price : 23.95 Bid-YTW : 4.39 % |
| TD.PF.A | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.71 Evaluated at bid price : 23.40 Bid-YTW : 4.26 % |
| TD.PF.C | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.72 Evaluated at bid price : 23.48 Bid-YTW : 4.28 % |
| MFC.PR.K | FixedReset Ins Non | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.46 Evaluated at bid price : 23.86 Bid-YTW : 4.30 % |
| RY.PR.J | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.95 Evaluated at bid price : 24.03 Bid-YTW : 4.44 % |
| CU.PR.J | Perpetual-Premium | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.29 Evaluated at bid price : 24.67 Bid-YTW : 4.80 % |
| MFC.PR.N | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.52 Evaluated at bid price : 23.15 Bid-YTW : 4.39 % |
| NA.PR.S | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.13 Evaluated at bid price : 24.05 Bid-YTW : 4.32 % |
| BMO.PR.T | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.74 Evaluated at bid price : 23.40 Bid-YTW : 4.24 % |
| BAM.PF.D | Perpetual-Premium | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.31 Evaluated at bid price : 24.62 Bid-YTW : 5.03 % |
| TD.PF.D | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 4.38 % |
| PWF.PF.A | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.88 Evaluated at bid price : 24.25 Bid-YTW : 4.65 % |
| IFC.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.81 Evaluated at bid price : 25.11 Bid-YTW : 4.36 % |
| IAF.PR.B | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 24.19 Evaluated at bid price : 24.45 Bid-YTW : 4.75 % |
| EMA.PR.L | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.78 Evaluated at bid price : 24.13 Bid-YTW : 4.77 % |
| CU.PR.C | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.18 Evaluated at bid price : 22.85 Bid-YTW : 4.58 % |
| CM.PR.P | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.78 Evaluated at bid price : 23.60 Bid-YTW : 4.25 % |
| BAM.PR.C | Floater | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 15.19 Evaluated at bid price : 15.19 Bid-YTW : 2.84 % |
| CU.PR.F | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 23.64 Evaluated at bid price : 23.90 Bid-YTW : 4.70 % |
| BAM.PR.E | Ratchet | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 3.50 % |
| RY.PR.Z | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.71 Evaluated at bid price : 23.28 Bid-YTW : 4.26 % |
| TD.PF.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 4.05 % |
| BAM.PR.X | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 4.86 % |
| BAM.PF.E | FixedReset Disc | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 21.75 Evaluated at bid price : 22.01 Bid-YTW : 4.85 % |
| TRP.PR.C | FixedReset Disc | 5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 16.11 Evaluated at bid price : 16.11 Bid-YTW : 4.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Prem | 90,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.51 % |
| RY.PR.J | FixedReset Disc | 46,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.95 Evaluated at bid price : 24.03 Bid-YTW : 4.44 % |
| NA.PR.W | FixedReset Disc | 45,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-11 Maturity Price : 22.79 Evaluated at bid price : 23.62 Bid-YTW : 4.23 % |
| TD.PF.M | FixedReset Prem | 42,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.26 Bid-YTW : 3.05 % |
| TD.PF.I | FixedReset Prem | 32,547 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.87 % |
| TD.PF.E | FixedReset Disc | 30,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 4.05 % |
| There were 24 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: 19.35 – 24.03 Spot Rate : 4.6800 Average : 2.5332 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 22.27 – 24.03 Spot Rate : 1.7600 Average : 1.0231 YTW SCENARIO |
| BAM.PF.A | FixedReset Prem | Quote: 24.00 – 25.14 Spot Rate : 1.1400 Average : 0.6339 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 23.41 – 24.41 Spot Rate : 1.0000 Average : 0.5769 YTW SCENARIO |
| PWF.PR.F | Perpetual-Premium | Quote: 25.25 – 25.96 Spot Rate : 0.7100 Average : 0.4156 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 24.09 – 25.00 Spot Rate : 0.9100 Average : 0.6551 YTW SCENARIO |