| 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 % | 3.51 % | 39,512 | 20.04 | 1 | -0.4926 % | 2,877.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0222 % | 5,570.6 |
| Floater | 2.86 % | 2.88 % | 66,548 | 19.98 | 3 | -0.0222 % | 3,210.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0327 % | 3,662.3 |
| SplitShare | 4.63 % | 4.35 % | 31,354 | 3.61 | 6 | 0.0327 % | 4,373.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0327 % | 3,412.4 |
| Perpetual-Premium | 5.25 % | 2.95 % | 57,211 | 0.09 | 22 | -0.0649 % | 3,207.0 |
| Perpetual-Discount | 4.90 % | 4.95 % | 59,302 | 15.54 | 11 | -0.0570 % | 3,762.6 |
| FixedReset Disc | 4.08 % | 4.48 % | 116,126 | 16.37 | 44 | -0.6967 % | 2,751.4 |
| Insurance Straight | 5.02 % | 4.80 % | 84,411 | 15.44 | 18 | 0.0476 % | 3,575.0 |
| FloatingReset | 2.72 % | 3.09 % | 48,740 | 19.46 | 2 | -0.0275 % | 2,948.7 |
| FixedReset Prem | 4.79 % | 3.83 % | 109,661 | 2.07 | 26 | -0.0712 % | 2,695.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6967 % | 2,812.5 |
| FixedReset Ins Non | 4.15 % | 4.39 % | 77,523 | 16.30 | 17 | -0.1158 % | 2,930.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -47.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 12.29 Evaluated at bid price : 12.29 Bid-YTW : 8.92 % |
| BAM.PF.F | FixedReset Disc | -7.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 5.38 % |
| NA.PR.W | FixedReset Disc | -4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 21.97 Evaluated at bid price : 22.30 Bid-YTW : 4.53 % |
| EMA.PR.L | Perpetual-Discount | -4.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.74 Evaluated at bid price : 23.11 Bid-YTW : 4.99 % |
| SLF.PR.E | Insurance Straight | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 4.93 % |
| PWF.PR.L | Perpetual-Premium | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.22 % |
| PWF.PF.A | Perpetual-Discount | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.28 Evaluated at bid price : 23.60 Bid-YTW : 4.79 % |
| RY.PR.J | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.95 Evaluated at bid price : 24.03 Bid-YTW : 4.45 % |
| BIP.PR.A | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.72 Evaluated at bid price : 23.57 Bid-YTW : 5.44 % |
| BAM.PR.M | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.49 Evaluated at bid price : 23.76 Bid-YTW : 5.06 % |
| IFC.PR.C | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.83 Evaluated at bid price : 24.05 Bid-YTW : 4.37 % |
| SLF.PR.G | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 4.24 % |
| TRP.PR.C | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 15.74 Evaluated at bid price : 15.74 Bid-YTW : 4.89 % |
| POW.PR.D | Perpetual-Premium | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 5.09 % |
| TRP.PR.B | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.30 % |
| GWO.PR.Y | Insurance Straight | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.48 Evaluated at bid price : 23.80 Bid-YTW : 4.77 % |
| BAM.PR.Z | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.71 Evaluated at bid price : 24.27 Bid-YTW : 4.96 % |
| CIU.PR.A | Perpetual-Discount | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 4.77 % |
| TD.PF.A | FixedReset Disc | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.47 Evaluated at bid price : 23.00 Bid-YTW : 4.35 % |
| BAM.PF.B | FixedReset Disc | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.57 Evaluated at bid price : 22.88 Bid-YTW : 4.91 % |
| BAM.PR.T | FixedReset Disc | 4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 4.95 % |
| BMO.PR.S | FixedReset Disc | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.80 Evaluated at bid price : 23.10 Bid-YTW : 4.45 % |
| CM.PR.Q | FixedReset Disc | 21.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.89 Evaluated at bid price : 23.95 Bid-YTW : 4.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 146,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 24.08 Evaluated at bid price : 24.55 Bid-YTW : 4.37 % |
| RY.PR.S | FixedReset Prem | 52,013 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.49 Evaluated at bid price : 24.75 Bid-YTW : 4.24 % |
| MFC.PR.L | FixedReset Ins Non | 51,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.11 Evaluated at bid price : 22.40 Bid-YTW : 4.46 % |
| CM.PR.R | FixedReset Prem | 48,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.47 % |
| BAM.PF.A | FixedReset Prem | 48,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 23.55 Evaluated at bid price : 24.65 Bid-YTW : 4.82 % |
| SLF.PR.E | Insurance Straight | 46,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-17 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 4.93 % |
| There were 10 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: 12.29 – 23.80 Spot Rate : 11.5100 Average : 6.1288 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 21.55 – 23.75 Spot Rate : 2.2000 Average : 1.2528 YTW SCENARIO |
| EMA.PR.L | Perpetual-Discount | Quote: 23.11 – 24.50 Spot Rate : 1.3900 Average : 0.8765 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 22.30 – 23.30 Spot Rate : 1.0000 Average : 0.6391 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 23.00 – 23.68 Spot Rate : 0.6800 Average : 0.4124 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 23.57 – 24.30 Spot Rate : 0.7300 Average : 0.5187 YTW SCENARIO |