| 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 | 3.19 % | 3.76 % | 37,993 | 19.77 | 1 | 0.6283 % | 2,738.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0863 % | 5,057.7 |
| Floater | 3.47 % | 3.46 % | 56,352 | 18.54 | 3 | -2.0863 % | 2,914.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1909 % | 3,640.3 |
| SplitShare | 4.66 % | 4.16 % | 30,932 | 3.35 | 6 | 0.1909 % | 4,347.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1909 % | 3,391.9 |
| Perpetual-Premium | 5.24 % | 1.72 % | 61,885 | 0.09 | 21 | -0.0998 % | 3,218.6 |
| Perpetual-Discount | 4.93 % | 5.01 % | 61,980 | 15.47 | 11 | -0.0689 % | 3,733.4 |
| FixedReset Disc | 4.17 % | 4.46 % | 115,859 | 16.45 | 43 | -0.8479 % | 2,682.9 |
| Insurance Straight | 5.00 % | 4.67 % | 91,457 | 15.66 | 18 | 0.3605 % | 3,583.5 |
| FloatingReset | 2.95 % | 2.57 % | 64,215 | 20.89 | 2 | -0.1427 % | 2,840.8 |
| FixedReset Prem | 4.78 % | 3.93 % | 135,053 | 2.26 | 26 | -0.1163 % | 2,703.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8479 % | 2,742.4 |
| FixedReset Ins Non | 4.36 % | 4.42 % | 84,993 | 16.37 | 17 | -1.9788 % | 2,785.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -19.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 5.53 % |
| FTS.PR.K | FixedReset Disc | -6.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 4.93 % |
| BAM.PR.K | Floater | -5.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.66 % |
| MFC.PR.L | FixedReset Ins Non | -4.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 4.67 % |
| BAM.PR.X | FixedReset Disc | -4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 5.24 % |
| MFC.PR.K | FixedReset Ins Non | -4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.63 Evaluated at bid price : 22.05 Bid-YTW : 4.44 % |
| BAM.PR.T | FixedReset Disc | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.10 % |
| CM.PR.P | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.80 Evaluated at bid price : 22.06 Bid-YTW : 4.46 % |
| FTS.PR.M | FixedReset Disc | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 4.84 % |
| RY.PR.M | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.36 Evaluated at bid price : 23.00 Bid-YTW : 4.38 % |
| BIP.PR.A | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.03 Evaluated at bid price : 22.42 Bid-YTW : 5.55 % |
| BAM.PR.M | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.26 Evaluated at bid price : 23.56 Bid-YTW : 5.11 % |
| CM.PR.O | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.09 Evaluated at bid price : 22.38 Bid-YTW : 4.44 % |
| FTS.PR.G | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 4.60 % |
| CU.PR.I | FixedReset Prem | -1.59 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 3.37 % |
| NA.PR.W | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.05 Evaluated at bid price : 22.40 Bid-YTW : 4.37 % |
| CU.PR.F | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.97 Evaluated at bid price : 23.25 Bid-YTW : 4.85 % |
| BMO.PR.Y | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.64 Evaluated at bid price : 23.45 Bid-YTW : 4.39 % |
| MFC.PR.M | FixedReset Ins Non | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 4.53 % |
| IAF.PR.I | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.88 Evaluated at bid price : 24.35 Bid-YTW : 4.53 % |
| MFC.PR.Q | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.54 Evaluated at bid price : 24.00 Bid-YTW : 4.41 % |
| FTS.PR.H | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 4.56 % |
| GWO.PR.N | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 4.27 % |
| BAM.PF.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 5.09 % |
| BAM.PF.D | Perpetual-Premium | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.98 Evaluated at bid price : 24.25 Bid-YTW : 5.13 % |
| BAM.PR.R | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.94 % |
| SLF.PR.C | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.62 % |
| CIU.PR.A | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.01 % |
| IAF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.47 Evaluated at bid price : 24.35 Bid-YTW : 4.59 % |
| SLF.PR.E | Insurance Straight | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.67 % |
| SLF.PR.D | Insurance Straight | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 4.56 % |
| TRP.PR.E | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Y | FixedReset Prem | 154,668 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 2.91 % |
| BMO.PR.F | FixedReset Prem | 77,566 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 2.92 % |
| NA.PR.C | FixedReset Prem | 52,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.93 % |
| MFC.PR.R | FixedReset Ins Non | 29,267 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-18 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.91 % |
| BMO.PR.C | FixedReset Prem | 21,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 2.92 % |
| TD.PF.K | FixedReset Prem | 15,548 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-04 Maturity Price : 23.66 Evaluated at bid price : 24.95 Bid-YTW : 4.27 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.77 – 21.96 Spot Rate : 4.1900 Average : 2.2799 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 19.09 – 20.09 Spot Rate : 1.0000 Average : 0.5838 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 20.55 – 21.55 Spot Rate : 1.0000 Average : 0.6242 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 22.05 – 24.05 Spot Rate : 2.0000 Average : 1.6416 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.42 – 23.60 Spot Rate : 1.1800 Average : 0.8400 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.05 – 23.05 Spot Rate : 1.0000 Average : 0.7654 YTW SCENARIO |