| 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 | 3.17 % | 3.73 % | 39,701 | 19.82 | 1 | 0.0518 % | 2,750.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2846 % | 5,238.6 |
| Floater | 3.04 % | 3.07 % | 58,059 | 19.49 | 3 | 0.2846 % | 3,019.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0919 % | 3,639.1 |
| SplitShare | 4.66 % | 4.26 % | 32,537 | 3.62 | 6 | -0.0919 % | 4,345.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0919 % | 3,390.8 |
| Perpetual-Premium | 5.25 % | 3.19 % | 62,618 | 0.49 | 21 | 0.2555 % | 3,214.0 |
| Perpetual-Discount | 4.91 % | 5.00 % | 62,754 | 15.45 | 11 | 0.7719 % | 3,751.3 |
| FixedReset Disc | 4.19 % | 4.43 % | 119,669 | 16.59 | 43 | -2.0349 % | 2,669.3 |
| Insurance Straight | 5.04 % | 4.74 % | 90,071 | 15.61 | 18 | -0.0250 % | 3,560.0 |
| FloatingReset | 2.92 % | 2.52 % | 66,556 | 21.03 | 2 | 9.4427 % | 2,869.2 |
| FixedReset Prem | 4.79 % | 4.09 % | 137,127 | 2.26 | 26 | -0.1255 % | 2,698.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0349 % | 2,728.5 |
| FixedReset Ins Non | 4.26 % | 4.31 % | 83,703 | 16.60 | 17 | -0.1136 % | 2,854.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -36.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 6.68 % |
| CM.PR.Q | FixedReset Disc | -17.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.37 % |
| BAM.PR.T | FixedReset Disc | -14.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.63 % |
| BAM.PF.H | FixedReset Prem | -3.88 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.12 % |
| PWF.PR.P | FixedReset Disc | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 4.78 % |
| BAM.PF.E | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.09 % |
| BAM.PF.B | FixedReset Disc | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 4.96 % |
| BMO.PR.T | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.40 % |
| IFC.PR.G | FixedReset Ins Non | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.55 Evaluated at bid price : 24.00 Bid-YTW : 4.49 % |
| TD.PF.D | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.80 Evaluated at bid price : 23.75 Bid-YTW : 4.43 % |
| BAM.PR.X | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.99 % |
| IFC.PR.A | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.26 % |
| BAM.PF.F | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.16 Evaluated at bid price : 22.50 Bid-YTW : 5.01 % |
| MFC.PR.J | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.84 Evaluated at bid price : 24.33 Bid-YTW : 4.40 % |
| RY.PR.J | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.94 Evaluated at bid price : 24.00 Bid-YTW : 4.34 % |
| PWF.PR.K | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.04 % |
| GWO.PR.G | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : -4.80 % |
| CU.PR.E | Perpetual-Premium | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 24.56 Evaluated at bid price : 24.81 Bid-YTW : 4.95 % |
| GWO.PR.M | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-01 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -22.71 % |
| NA.PR.W | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.29 Evaluated at bid price : 22.75 Bid-YTW : 4.29 % |
| MFC.PR.B | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.87 % |
| BAM.PR.R | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.88 % |
| GWO.PR.S | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.63 % |
| GWO.PR.T | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.84 % |
| BAM.PR.M | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.26 Evaluated at bid price : 23.56 Bid-YTW : 5.11 % |
| IAF.PR.B | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 4.84 % |
| BAM.PR.B | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 3.07 % |
| CM.PR.O | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.48 Evaluated at bid price : 22.95 Bid-YTW : 4.32 % |
| PWF.PF.A | Perpetual-Discount | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.41 Evaluated at bid price : 23.75 Bid-YTW : 4.77 % |
| CIU.PR.A | Perpetual-Discount | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 4.93 % |
| MFC.PR.M | FixedReset Ins Non | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 22.10 Evaluated at bid price : 22.45 Bid-YTW : 4.44 % |
| SLF.PR.J | FloatingReset | 20.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 2.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset Prem | 373,350 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.69 % |
| BAM.PF.A | FixedReset Prem | 91,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 24.19 Evaluated at bid price : 24.52 Bid-YTW : 4.76 % |
| BMO.PR.C | FixedReset Prem | 42,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.91 % |
| RY.PR.S | FixedReset Prem | 33,120 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-02 Maturity Price : 23.61 Evaluated at bid price : 25.05 Bid-YTW : 4.04 % |
| BAM.PF.I | FixedReset Prem | 31,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 3.73 % |
| BMO.PR.D | FixedReset Prem | 31,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 4.27 % |
| There were 17 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 – 23.95 Spot Rate : 8.8900 Average : 5.9999 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 19.70 – 24.46 Spot Rate : 4.7600 Average : 2.6496 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 18.00 – 21.50 Spot Rate : 3.5000 Average : 2.0553 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 23.40 – 24.99 Spot Rate : 1.5900 Average : 0.9775 YTW SCENARIO |
| BAM.PF.H | FixedReset Prem | Quote: 26.00 – 27.05 Spot Rate : 1.0500 Average : 0.6188 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 12.29 – 23.80 Spot Rate : 11.5100 Average : 11.1264 YTW SCENARIO |