| 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 | 3.11 % | 3.63 % | 41,339 | 19.94 | 1 | 3.6842 % | 2,806.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3696 % | 5,441.7 |
| Floater | 2.93 % | 2.96 % | 59,494 | 19.76 | 3 | -1.3696 % | 3,136.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1314 % | 3,642.9 |
| SplitShare | 4.65 % | 4.21 % | 30,717 | 3.62 | 6 | 0.1314 % | 4,350.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1314 % | 3,394.4 |
| Perpetual-Premium | 5.26 % | 3.08 % | 62,383 | 0.50 | 21 | 0.2679 % | 3,202.0 |
| Perpetual-Discount | 4.93 % | 5.00 % | 60,864 | 15.48 | 11 | 0.2184 % | 3,739.4 |
| FixedReset Disc | 4.11 % | 4.36 % | 114,192 | 16.34 | 43 | -0.6562 % | 2,718.5 |
| Insurance Straight | 5.01 % | 4.85 % | 90,848 | 15.42 | 18 | 0.5302 % | 3,577.0 |
| FloatingReset | 2.88 % | 2.51 % | 64,030 | 20.97 | 2 | 0.0838 % | 2,907.4 |
| FixedReset Prem | 4.78 % | 3.82 % | 122,985 | 2.12 | 26 | 0.1651 % | 2,702.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6562 % | 2,778.8 |
| FixedReset Ins Non | 4.18 % | 4.26 % | 80,855 | 16.79 | 17 | 0.1953 % | 2,904.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -36.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 6.67 % |
| BIP.PR.B | FixedReset Prem | -3.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.93 % |
| BAM.PR.B | Floater | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 14.54 Evaluated at bid price : 14.54 Bid-YTW : 2.97 % |
| BAM.PR.R | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.94 % |
| SLF.PR.H | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 4.37 % |
| FTS.PR.H | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 4.50 % |
| TRP.PR.A | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 4.96 % |
| GWO.PR.Y | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.66 Evaluated at bid price : 24.00 Bid-YTW : 4.74 % |
| TRP.PR.D | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.00 % |
| BAM.PR.K | Floater | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.96 % |
| BIP.PR.A | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 22.69 Evaluated at bid price : 23.51 Bid-YTW : 5.27 % |
| TD.PF.J | FixedReset Prem | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.89 Evaluated at bid price : 25.10 Bid-YTW : 4.34 % |
| TRP.PR.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 13.54 Evaluated at bid price : 13.54 Bid-YTW : 5.03 % |
| GWO.PR.I | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 4.85 % |
| BAM.PF.D | Perpetual-Premium | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.92 Evaluated at bid price : 24.18 Bid-YTW : 5.14 % |
| CM.PR.Y | FixedReset Prem | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.39 Bid-YTW : 2.97 % |
| MFC.PR.M | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 22.46 Evaluated at bid price : 22.99 Bid-YTW : 4.32 % |
| FTS.PR.J | Perpetual-Premium | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.51 Evaluated at bid price : 23.78 Bid-YTW : 5.01 % |
| IAF.PR.B | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.85 % |
| BMO.PR.F | FixedReset Prem | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 2.82 % |
| BMO.PR.E | FixedReset Prem | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.67 Evaluated at bid price : 25.03 Bid-YTW : 4.32 % |
| IFC.PR.C | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 22.83 Evaluated at bid price : 24.05 Bid-YTW : 4.26 % |
| SLF.PR.E | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 4.76 % |
| SLF.PR.C | Insurance Straight | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.72 % |
| CU.PR.J | Perpetual-Premium | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 24.60 Evaluated at bid price : 25.00 Bid-YTW : 4.75 % |
| BMO.PR.Y | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 22.86 Evaluated at bid price : 23.90 Bid-YTW : 4.29 % |
| BAM.PF.G | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 21.24 Evaluated at bid price : 21.52 Bid-YTW : 5.02 % |
| TD.PF.E | FixedReset Disc | 3.55 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 3.56 % |
| BAM.PR.E | Ratchet | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 3.63 % |
| BAM.PR.T | FixedReset Disc | 6.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 4.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 63,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.48 Bid-YTW : 3.95 % |
| RY.PR.S | FixedReset Prem | 35,671 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-28 Maturity Price : 23.66 Evaluated at bid price : 25.20 Bid-YTW : 4.01 % |
| BIP.PR.D | FixedReset Prem | 28,478 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.26 % |
| NA.PR.C | FixedReset Prem | 22,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 3.81 % |
| TRP.PR.K | FixedReset Prem | 19,870 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 4.08 % |
| CM.PR.R | FixedReset Prem | 19,495 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 3.62 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 15.06 – 24.38 Spot Rate : 9.3200 Average : 5.7158 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 12.29 – 23.80 Spot Rate : 11.5100 Average : 10.3174 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 23.55 – 24.88 Spot Rate : 1.3300 Average : 0.7793 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 24.35 – 25.50 Spot Rate : 1.1500 Average : 0.7386 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 25.40 – 26.40 Spot Rate : 1.0000 Average : 0.6668 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.50 – 20.40 Spot Rate : 0.9000 Average : 0.6338 YTW SCENARIO |