| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 % | 3.51 % | 41,805 | 20.05 | 1 | -0.0495 % | 2,877.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5713 % | 5,605.3 |
| Floater | 2.84 % | 2.87 % | 62,315 | 20.02 | 3 | -0.5713 % | 3,230.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0327 % | 3,658.5 |
| SplitShare | 4.63 % | 4.43 % | 32,933 | 3.62 | 6 | -0.0327 % | 4,369.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0327 % | 3,408.9 |
| Perpetual-Premium | 5.24 % | -11.15 % | 56,764 | 0.09 | 22 | -0.2372 % | 3,211.4 |
| Perpetual-Discount | 4.99 % | 4.92 % | 59,338 | 15.63 | 11 | -3.2334 % | 3,692.3 |
| FixedReset Disc | 3.98 % | 4.39 % | 117,764 | 16.36 | 44 | -0.6373 % | 2,821.8 |
| Insurance Straight | 4.99 % | 4.76 % | 88,115 | 15.49 | 18 | 0.9716 % | 3,592.8 |
| FloatingReset | 2.72 % | 3.09 % | 51,945 | 19.45 | 2 | -0.7659 % | 2,944.7 |
| FixedReset Prem | 4.79 % | 3.82 % | 107,929 | 2.08 | 26 | -0.1452 % | 2,698.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6373 % | 2,884.4 |
| FixedReset Ins Non | 4.12 % | 4.40 % | 72,308 | 16.31 | 17 | -0.1508 % | 2,949.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.M | Perpetual-Discount | -23.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 6.51 % |
| BAM.PF.B | FixedReset Disc | -4.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 5.10 % |
| PWF.PR.K | Perpetual-Discount | -4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 5.22 % |
| BAM.PF.G | FixedReset Disc | -3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 5.04 % |
| BAM.PF.C | Perpetual-Discount | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.62 Evaluated at bid price : 23.90 Bid-YTW : 5.13 % |
| CU.PR.G | Perpetual-Discount | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.34 Evaluated at bid price : 23.60 Bid-YTW : 4.77 % |
| GWO.PR.Y | Insurance Straight | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.66 Evaluated at bid price : 24.00 Bid-YTW : 4.73 % |
| TD.PF.C | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 22.45 Evaluated at bid price : 23.01 Bid-YTW : 4.38 % |
| TD.PF.J | FixedReset Prem | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 24.46 Evaluated at bid price : 24.80 Bid-YTW : 4.58 % |
| BAM.PR.X | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 4.95 % |
| TRP.PR.E | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 4.97 % |
| BMO.PR.S | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 22.82 Evaluated at bid price : 23.47 Bid-YTW : 4.35 % |
| CM.PR.T | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 4.10 % |
| BAM.PR.N | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 5.20 % |
| TRP.PR.D | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.02 % |
| BAM.PF.E | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 4.91 % |
| PWF.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.50 % |
| SLF.PR.C | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.22 Evaluated at bid price : 23.52 Bid-YTW : 4.78 % |
| PWF.PR.L | Perpetual-Premium | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 5.17 % |
| GWO.PR.I | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 4.74 % |
| BAM.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.87 % |
| MFC.PR.L | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 22.13 Evaluated at bid price : 22.43 Bid-YTW : 4.45 % |
| FTS.PR.H | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.42 % |
| BMO.PR.W | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 22.64 Evaluated at bid price : 23.30 Bid-YTW : 4.28 % |
| PWF.PR.T | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.36 Evaluated at bid price : 23.70 Bid-YTW : 4.43 % |
| BMO.PR.Y | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 4.27 % |
| RY.PR.M | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 3.97 % |
| CU.PR.E | Perpetual-Premium | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 4.92 % |
| RY.PR.J | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.41 Bid-YTW : 3.96 % |
| BAM.PF.A | FixedReset Prem | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.53 Evaluated at bid price : 24.60 Bid-YTW : 4.83 % |
| SLF.PR.D | Insurance Straight | 5.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 4.78 % |
| MFC.PR.B | Insurance Straight | 22.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 23.49 Evaluated at bid price : 23.76 Bid-YTW : 4.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 174,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 1.70 % |
| CM.PR.R | FixedReset Prem | 156,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 3.32 % |
| TRP.PR.K | FixedReset Prem | 95,195 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 3.54 % |
| TD.PF.M | FixedReset Prem | 41,564 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.16 % |
| TD.PF.I | FixedReset Prem | 33,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 3.57 % |
| SLF.PR.J | FloatingReset | 32,477 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-14 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 2.39 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.M | Perpetual-Discount | Quote: 18.57 – 24.40 Spot Rate : 5.8300 Average : 3.1218 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.01 – 23.64 Spot Rate : 1.6300 Average : 1.0473 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 23.85 – 24.85 Spot Rate : 1.0000 Average : 0.5880 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 23.90 – 24.85 Spot Rate : 0.9500 Average : 0.6083 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.00 – 23.00 Spot Rate : 1.0000 Average : 0.6781 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 23.10 – 24.32 Spot Rate : 1.2200 Average : 0.9132 YTW SCENARIO |