| 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 % | 3.90 % | 31,779 | 19.53 | 1 | 0.1061 % | 2,688.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4589 % | 5,151.9 |
| Floater | 3.41 % | 3.39 % | 59,960 | 18.79 | 3 | 0.4589 % | 2,969.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0140 % | 3,646.0 |
| SplitShare | 4.70 % | 4.23 % | 27,543 | 3.41 | 7 | 0.0140 % | 4,354.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0140 % | 3,397.3 |
| Perpetual-Premium | 5.34 % | 0.05 % | 56,215 | 0.09 | 17 | -0.0173 % | 3,190.6 |
| Perpetual-Discount | 5.05 % | 5.13 % | 62,687 | 15.27 | 16 | -0.7007 % | 3,656.1 |
| FixedReset Disc | 4.24 % | 4.80 % | 118,552 | 15.87 | 46 | -0.3306 % | 2,673.3 |
| Insurance Straight | 5.09 % | 4.79 % | 90,260 | 15.24 | 18 | -0.3550 % | 3,522.7 |
| FloatingReset | 3.25 % | 2.85 % | 57,977 | 20.11 | 2 | -0.0583 % | 2,782.4 |
| FixedReset Prem | 4.78 % | 4.07 % | 143,071 | 2.07 | 23 | -0.0069 % | 2,685.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3306 % | 2,732.7 |
| FixedReset Ins Non | 4.37 % | 4.81 % | 72,861 | 15.83 | 17 | 0.4091 % | 2,779.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -9.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.21 % |
| GWO.PR.Y | Insurance Straight | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.15 Evaluated at bid price : 22.50 Bid-YTW : 4.99 % |
| RY.PR.J | FixedReset Disc | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.42 Evaluated at bid price : 23.00 Bid-YTW : 4.80 % |
| BAM.PR.R | FixedReset Disc | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.37 % |
| CM.PR.Q | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.60 Evaluated at bid price : 23.35 Bid-YTW : 4.73 % |
| SLF.PR.E | Insurance Straight | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 4.79 % |
| BAM.PR.T | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.36 % |
| CU.PR.I | FixedReset Prem | -1.65 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 3.89 % |
| BAM.PF.E | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.67 % |
| PWF.PR.S | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.13 % |
| PWF.PR.F | Perpetual-Premium | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 5.38 % |
| GWO.PR.R | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.96 Evaluated at bid price : 23.23 Bid-YTW : 5.17 % |
| CU.PR.F | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.25 Evaluated at bid price : 22.52 Bid-YTW : 5.02 % |
| IFC.PR.A | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 4.81 % |
| MFC.PR.K | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 21.68 Evaluated at bid price : 22.12 Bid-YTW : 4.71 % |
| BAM.PF.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 21.62 Evaluated at bid price : 22.04 Bid-YTW : 5.15 % |
| BAM.PR.B | Floater | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 3.39 % |
| MFC.PR.N | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 4.88 % |
| MFC.PR.J | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 23.05 Evaluated at bid price : 23.60 Bid-YTW : 4.81 % |
| PWF.PR.P | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.97 % |
| BAM.PF.F | FixedReset Disc | 3.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.05 Evaluated at bid price : 22.35 Bid-YTW : 5.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.K | Perpetual-Premium | 818,601 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 5.24 % |
| MFC.PR.I | FixedReset Ins Non | 241,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 23.91 Evaluated at bid price : 24.57 Bid-YTW : 4.85 % |
| CM.PR.R | FixedReset Prem | 216,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 4.24 % |
| TRP.PR.K | FixedReset Prem | 59,327 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 2.96 % |
| BMO.PR.D | FixedReset Prem | 54,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.07 % |
| TD.PF.C | FixedReset Disc | 40,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-15 Maturity Price : 22.06 Evaluated at bid price : 22.40 Bid-YTW : 4.65 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.12 – 24.99 Spot Rate : 2.8700 Average : 1.7081 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 21.50 – 24.00 Spot Rate : 2.5000 Average : 1.4521 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 22.50 – 23.95 Spot Rate : 1.4500 Average : 0.9499 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 19.85 – 21.50 Spot Rate : 1.6500 Average : 1.3227 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.00 – 23.92 Spot Rate : 0.9200 Average : 0.6080 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 17.20 – 17.85 Spot Rate : 0.6500 Average : 0.4201 YTW SCENARIO |