| 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 | 3.30 % | 3.91 % | 34,371 | 19.55 | 1 | 0.0000 % | 2,678.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.5900 % | 5,182.8 |
| Floater | 3.39 % | 3.41 % | 58,667 | 18.64 | 3 | 3.5900 % | 2,986.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0980 % | 3,649.5 |
| SplitShare | 4.70 % | 4.24 % | 28,657 | 3.42 | 7 | 0.0980 % | 4,358.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0980 % | 3,400.5 |
| Perpetual-Premium | 5.32 % | -5.41 % | 48,586 | 0.08 | 16 | -0.0541 % | 3,204.1 |
| Perpetual-Discount | 4.98 % | 4.99 % | 62,156 | 15.31 | 16 | 0.3186 % | 3,712.4 |
| FixedReset Disc | 4.23 % | 4.54 % | 117,744 | 16.26 | 46 | 0.6973 % | 2,683.2 |
| Insurance Straight | 5.03 % | 4.70 % | 88,893 | 15.51 | 18 | 0.0386 % | 3,567.0 |
| FloatingReset | 3.21 % | 2.78 % | 59,601 | 20.32 | 2 | 0.4405 % | 2,775.9 |
| FixedReset Prem | 4.78 % | 4.14 % | 142,878 | 2.24 | 23 | 0.1698 % | 2,687.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6973 % | 2,742.8 |
| FixedReset Ins Non | 4.38 % | 4.64 % | 75,342 | 16.13 | 17 | 0.0681 % | 2,771.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 4.43 % |
| CU.PR.G | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.02 % |
| BAM.PR.X | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 5.27 % |
| TRP.PR.G | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 21.70 Evaluated at bid price : 22.00 Bid-YTW : 5.03 % |
| MFC.PR.J | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.76 Evaluated at bid price : 23.30 Bid-YTW : 4.67 % |
| FTS.PR.M | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 4.99 % |
| CM.PR.O | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.02 Evaluated at bid price : 22.28 Bid-YTW : 4.54 % |
| POW.PR.D | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.06 % |
| FTS.PR.H | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 4.77 % |
| NA.PR.W | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.15 Evaluated at bid price : 22.55 Bid-YTW : 4.41 % |
| CU.PR.F | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.59 Evaluated at bid price : 22.84 Bid-YTW : 4.95 % |
| CU.PR.C | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 21.41 Evaluated at bid price : 21.70 Bid-YTW : 4.79 % |
| FTS.PR.K | FixedReset Disc | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.95 % |
| RY.PR.J | FixedReset Disc | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.83 Evaluated at bid price : 23.76 Bid-YTW : 4.46 % |
| PWF.PF.A | Perpetual-Discount | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 23.55 Evaluated at bid price : 23.90 Bid-YTW : 4.74 % |
| BAM.PR.B | Floater | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 3.40 % |
| BAM.PF.E | FixedReset Disc | 5.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 5.19 % |
| TD.PF.A | FixedReset Disc | 6.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 22.11 Evaluated at bid price : 22.44 Bid-YTW : 4.41 % |
| BAM.PR.K | Floater | 7.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 84,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-18 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.64 % |
| CU.PR.H | Perpetual-Premium | 28,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-01 Maturity Price : 25.50 Evaluated at bid price : 25.68 Bid-YTW : 3.94 % |
| TRP.PR.A | FixedReset Disc | 22,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-11 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 5.21 % |
| CM.PR.R | FixedReset Prem | 21,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 4.33 % |
| TD.PF.L | FixedReset Prem | 18,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 3.65 % |
| NA.PR.C | FixedReset Prem | 18,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.74 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset Disc | Quote: 19.10 – 20.30 Spot Rate : 1.2000 Average : 0.8134 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.03 – 18.50 Spot Rate : 1.4700 Average : 1.0873 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 21.40 – 22.20 Spot Rate : 0.8000 Average : 0.5140 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.35 – 21.50 Spot Rate : 1.1500 Average : 0.8913 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 17.48 – 18.50 Spot Rate : 1.0200 Average : 0.7656 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 23.45 – 23.97 Spot Rate : 0.5200 Average : 0.3368 YTW SCENARIO |