| 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 | 3.02 % | 3.49 % | 37,488 | 20.05 | 1 | 0.0000 % | 2,887.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9793 % | 5,511.1 |
| Floater | 2.89 % | 2.91 % | 65,764 | 19.91 | 3 | -0.9793 % | 3,176.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2033 % | 3,638.2 |
| SplitShare | 4.66 % | 4.24 % | 33,650 | 3.64 | 6 | -0.2033 % | 4,344.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2033 % | 3,389.9 |
| Perpetual-Premium | 5.24 % | -5.27 % | 54,130 | 0.09 | 22 | -0.0576 % | 3,212.3 |
| Perpetual-Discount | 4.90 % | 4.96 % | 60,224 | 15.51 | 11 | 0.0799 % | 3,762.0 |
| FixedReset Disc | 4.03 % | 4.42 % | 114,902 | 16.37 | 44 | 1.1457 % | 2,786.2 |
| Insurance Straight | 5.00 % | 4.76 % | 84,548 | 15.42 | 18 | -0.1083 % | 3,585.4 |
| FloatingReset | 2.76 % | 2.42 % | 61,432 | 21.22 | 2 | -0.0275 % | 2,949.6 |
| FixedReset Prem | 4.81 % | 3.75 % | 109,257 | 2.05 | 26 | -0.5284 % | 2,684.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1457 % | 2,848.1 |
| FixedReset Ins Non | 4.17 % | 4.45 % | 76,391 | 16.36 | 17 | -0.3588 % | 2,914.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.K | FixedReset Prem | -14.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.28 % |
| BAM.PR.K | Floater | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 14.59 Evaluated at bid price : 14.59 Bid-YTW : 2.96 % |
| MFC.PR.L | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 4.48 % |
| MFC.PR.B | Insurance Straight | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 23.34 Evaluated at bid price : 23.63 Bid-YTW : 4.99 % |
| FTS.PR.J | Perpetual-Premium | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 23.15 Evaluated at bid price : 23.41 Bid-YTW : 5.08 % |
| MFC.PR.F | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 4.27 % |
| MFC.PR.C | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 23.21 Evaluated at bid price : 23.51 Bid-YTW : 4.85 % |
| MFC.PR.Q | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.31 Evaluated at bid price : 24.66 Bid-YTW : 4.45 % |
| MFC.PR.R | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.10 Evaluated at bid price : 24.98 Bid-YTW : 5.66 % |
| MFC.PR.H | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.08 Evaluated at bid price : 24.97 Bid-YTW : 4.93 % |
| PWF.PF.A | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 23.60 Evaluated at bid price : 23.95 Bid-YTW : 4.72 % |
| BAM.PF.F | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 22.65 Evaluated at bid price : 23.27 Bid-YTW : 4.90 % |
| SLF.PR.H | FixedReset Ins Non | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 21.69 Evaluated at bid price : 22.05 Bid-YTW : 4.22 % |
| BAM.PF.B | FixedReset Disc | 4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 22.71 Evaluated at bid price : 23.03 Bid-YTW : 4.82 % |
| RY.PR.M | FixedReset Disc | 73.78 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.12 Bid-YTW : 4.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 123,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.10 Evaluated at bid price : 24.98 Bid-YTW : 5.66 % |
| MFC.PR.Q | FixedReset Ins Non | 29,645 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.31 Evaluated at bid price : 24.66 Bid-YTW : 4.45 % |
| PWF.PR.L | Perpetual-Premium | 28,518 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 24.83 Evaluated at bid price : 25.05 Bid-YTW : 5.13 % |
| NA.PR.W | FixedReset Disc | 25,865 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 22.53 Evaluated at bid price : 23.15 Bid-YTW : 4.29 % |
| POW.PR.G | Perpetual-Premium | 24,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-24 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : -17.78 % |
| CM.PR.P | FixedReset Disc | 16,545 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-22 Maturity Price : 22.38 Evaluated at bid price : 22.90 Bid-YTW : 4.36 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.K | FixedReset Prem | Quote: 21.01 – 24.63 Spot Rate : 3.6200 Average : 1.9583 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.70 Spot Rate : 2.3500 Average : 1.7591 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 23.30 – 24.13 Spot Rate : 0.8300 Average : 0.4780 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 23.52 – 24.40 Spot Rate : 0.8800 Average : 0.6528 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 17.00 – 17.88 Spot Rate : 0.8800 Average : 0.6760 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 22.70 – 23.30 Spot Rate : 0.6000 Average : 0.4012 YTW SCENARIO |