| 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 | 3.22 % | 3.81 % | 40,569 | 19.73 | 1 | -1.0417 % | 2,706.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1353 % | 5,517.3 |
| Floater | 2.89 % | 2.92 % | 61,912 | 19.87 | 3 | 1.1353 % | 3,179.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1378 % | 3,638.2 |
| SplitShare | 4.66 % | 4.27 % | 30,821 | 3.63 | 6 | -0.1378 % | 4,344.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1378 % | 3,389.9 |
| Perpetual-Premium | 5.28 % | 3.10 % | 60,782 | 0.51 | 21 | 0.1675 % | 3,193.4 |
| Perpetual-Discount | 4.94 % | 5.01 % | 63,208 | 15.47 | 11 | 0.2381 % | 3,731.3 |
| FixedReset Disc | 4.13 % | 4.45 % | 115,722 | 16.30 | 44 | 0.8241 % | 2,736.4 |
| Insurance Straight | 5.04 % | 4.92 % | 90,529 | 15.38 | 18 | 0.1527 % | 3,558.1 |
| FloatingReset | 2.80 % | 2.44 % | 66,394 | 21.17 | 2 | -0.4451 % | 2,904.9 |
| FixedReset Prem | 4.79 % | 3.96 % | 121,323 | 2.12 | 26 | 0.2186 % | 2,698.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8241 % | 2,797.2 |
| FixedReset Ins Non | 4.19 % | 4.36 % | 80,008 | 16.57 | 17 | 0.6236 % | 2,899.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -4.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.25 % |
| GWO.PR.I | Insurance Straight | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 4.90 % |
| TD.PF.E | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.87 Evaluated at bid price : 23.95 Bid-YTW : 4.52 % |
| MFC.PR.N | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.26 Evaluated at bid price : 22.73 Bid-YTW : 4.37 % |
| PWF.PR.T | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.11 Evaluated at bid price : 23.46 Bid-YTW : 4.43 % |
| GWO.PR.Y | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.90 Evaluated at bid price : 24.25 Bid-YTW : 4.69 % |
| CM.PR.S | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 24.02 Evaluated at bid price : 24.51 Bid-YTW : 4.32 % |
| IAF.PR.G | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 24.16 Evaluated at bid price : 24.85 Bid-YTW : 4.65 % |
| FTS.PR.F | Perpetual-Premium | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 24.16 Evaluated at bid price : 24.42 Bid-YTW : 5.03 % |
| TRP.PR.D | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.04 % |
| NA.PR.S | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.20 Evaluated at bid price : 23.51 Bid-YTW : 4.42 % |
| CU.PR.I | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.25 % |
| TRP.PR.B | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 5.21 % |
| TRP.PR.A | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.99 % |
| IFC.PR.A | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.26 % |
| BAM.PF.C | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.74 Evaluated at bid price : 24.00 Bid-YTW : 5.12 % |
| CM.PR.Q | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 4.25 % |
| RY.PR.Z | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.80 Evaluated at bid price : 23.10 Bid-YTW : 4.27 % |
| BIP.PR.B | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.96 % |
| BMO.PR.D | FixedReset Prem | 1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 3.99 % |
| CU.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.03 Evaluated at bid price : 22.60 Bid-YTW : 4.58 % |
| TRP.PR.E | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 5.03 % |
| TD.PF.D | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.43 Bid-YTW : 4.01 % |
| CU.PR.E | Perpetual-Premium | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.01 % |
| MFC.PR.K | FixedReset Ins Non | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.46 Evaluated at bid price : 23.87 Bid-YTW : 4.18 % |
| BMO.PR.S | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.80 Evaluated at bid price : 23.10 Bid-YTW : 4.40 % |
| NA.PR.W | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.49 Evaluated at bid price : 23.08 Bid-YTW : 4.30 % |
| BIP.PR.A | FixedReset Disc | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.81 Evaluated at bid price : 23.75 Bid-YTW : 5.28 % |
| SLF.PR.H | FixedReset Ins Non | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.36 % |
| BAM.PR.B | Floater | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 2.88 % |
| BAM.PR.Z | FixedReset Disc | 4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 23.46 Evaluated at bid price : 24.05 Bid-YTW : 4.95 % |
| TD.PF.B | FixedReset Disc | 4.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.54 Evaluated at bid price : 23.05 Bid-YTW : 4.33 % |
| TD.PF.A | FixedReset Disc | 9.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.42 Evaluated at bid price : 22.91 Bid-YTW : 4.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 221,385 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.46 % |
| TD.PF.A | FixedReset Disc | 142,895 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 22.42 Evaluated at bid price : 22.91 Bid-YTW : 4.32 % |
| NA.PR.C | FixedReset Prem | 75,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 3.42 % |
| BMO.PR.D | FixedReset Prem | 34,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 3.99 % |
| BMO.PR.C | FixedReset Prem | 32,722 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.02 % |
| TD.PF.J | FixedReset Prem | 32,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-25 Maturity Price : 24.51 Evaluated at bid price : 24.85 Bid-YTW : 4.52 % |
| There were 34 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 – 23.70 Spot Rate : 11.4100 Average : 9.0099 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 23.60 – 25.40 Spot Rate : 1.8000 Average : 1.0974 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 21.00 – 22.80 Spot Rate : 1.8000 Average : 1.1160 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.73 – 24.40 Spot Rate : 1.6700 Average : 1.0320 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.20 – 23.50 Spot Rate : 1.3000 Average : 0.8178 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 22.73 – 23.95 Spot Rate : 1.2200 Average : 0.7390 YTW SCENARIO |