| 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 | 3.29 % | 3.90 % | 35,833 | 19.56 | 1 | 0.2132 % | 2,678.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0611 % | 5,003.2 |
| Floater | 3.51 % | 3.53 % | 59,279 | 18.38 | 3 | -2.0611 % | 2,883.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2019 % | 3,645.9 |
| SplitShare | 4.70 % | 4.24 % | 29,600 | 3.43 | 7 | 0.2019 % | 4,354.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2019 % | 3,397.2 |
| Perpetual-Premium | 5.32 % | -5.59 % | 48,813 | 0.08 | 16 | 0.0123 % | 3,205.9 |
| Perpetual-Discount | 4.99 % | 5.00 % | 64,596 | 15.37 | 16 | -0.7310 % | 3,700.6 |
| FixedReset Disc | 4.26 % | 4.63 % | 119,811 | 16.25 | 46 | -0.6119 % | 2,664.6 |
| Insurance Straight | 5.03 % | 4.67 % | 90,280 | 15.52 | 18 | 0.2139 % | 3,565.6 |
| FloatingReset | 3.22 % | 2.79 % | 60,086 | 20.28 | 2 | -1.3043 % | 2,763.7 |
| FixedReset Prem | 4.79 % | 4.16 % | 144,790 | 3.43 | 23 | -0.1644 % | 2,682.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6119 % | 2,723.8 |
| FixedReset Ins Non | 4.39 % | 4.63 % | 78,453 | 16.13 | 17 | -0.5179 % | 2,769.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -6.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.74 % |
| BAM.PR.K | Floater | -5.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.66 % |
| BAM.PF.E | FixedReset Disc | -4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.46 % |
| RY.PR.J | FixedReset Disc | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.42 Evaluated at bid price : 23.00 Bid-YTW : 4.63 % |
| MFC.PR.F | FixedReset Ins Non | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.58 % |
| PWF.PF.A | Perpetual-Discount | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.71 Evaluated at bid price : 23.11 Bid-YTW : 4.90 % |
| FTS.PR.K | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.07 % |
| CU.PR.G | Perpetual-Discount | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.58 Evaluated at bid price : 22.85 Bid-YTW : 4.94 % |
| RY.PR.Z | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.13 Evaluated at bid price : 22.40 Bid-YTW : 4.39 % |
| CU.PR.C | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.92 % |
| CU.PR.F | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.27 Evaluated at bid price : 22.54 Bid-YTW : 5.01 % |
| MFC.PR.J | FixedReset Ins Non | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.54 Evaluated at bid price : 23.05 Bid-YTW : 4.72 % |
| IFC.PR.A | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.64 % |
| BAM.PR.M | Perpetual-Discount | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.86 Evaluated at bid price : 23.13 Bid-YTW : 5.22 % |
| IFC.PR.C | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.93 Evaluated at bid price : 22.40 Bid-YTW : 4.69 % |
| FTS.PR.M | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.05 % |
| SLF.PR.J | FloatingReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 2.79 % |
| MFC.PR.N | FixedReset Ins Non | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.71 % |
| BAM.PF.C | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 23.45 Evaluated at bid price : 23.74 Bid-YTW : 5.19 % |
| FTS.PR.H | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 4.83 % |
| POW.PR.D | Perpetual-Discount | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 24.45 Evaluated at bid price : 24.69 Bid-YTW : 5.13 % |
| TRP.PR.F | FloatingReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 3.65 % |
| CM.PR.O | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 4.58 % |
| RY.PR.H | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.24 Evaluated at bid price : 22.60 Bid-YTW : 4.38 % |
| SLF.PR.H | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 4.41 % |
| BMO.PR.T | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.48 % |
| BNS.PR.I | FixedReset Prem | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 23.52 Evaluated at bid price : 24.75 Bid-YTW : 4.25 % |
| SLF.PR.C | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.62 % |
| CM.PR.Q | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 22.60 Evaluated at bid price : 23.35 Bid-YTW : 4.56 % |
| GWO.PR.T | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.63 % |
| PWF.PR.P | FixedReset Disc | 6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 78,416 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.23 % |
| GWO.PR.N | FixedReset Ins Non | 47,024 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 15.71 Evaluated at bid price : 15.71 Bid-YTW : 4.44 % |
| TRP.PR.D | FixedReset Disc | 43,118 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.29 % |
| MFC.PR.R | FixedReset Ins Non | 41,568 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-18 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.14 % |
| SLF.PR.H | FixedReset Ins Non | 28,588 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 4.41 % |
| FTS.PR.M | FixedReset Disc | 27,354 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-10 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.05 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.A | FixedReset Disc | Quote: 21.00 – 22.53 Spot Rate : 1.5300 Average : 0.8732 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.05 – 14.09 Spot Rate : 1.0400 Average : 0.6963 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 20.84 – 21.70 Spot Rate : 0.8600 Average : 0.5584 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.00 – 23.83 Spot Rate : 0.8300 Average : 0.5587 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 19.40 – 21.00 Spot Rate : 1.6000 Average : 1.3291 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 22.85 – 23.85 Spot Rate : 1.0000 Average : 0.7373 YTW SCENARIO |