| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 3.22 % | 3.78 % | 30,748 | 19.65 | 1 | 1.0422 % | 2,762.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6416 % | 5,246.0 |
| Floater | 3.35 % | 3.33 % | 59,263 | 18.92 | 3 | 0.6416 % | 3,023.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0842 % | 3,639.9 |
| SplitShare | 4.71 % | 4.26 % | 28,396 | 3.40 | 7 | 0.0842 % | 4,346.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0842 % | 3,391.6 |
| Perpetual-Premium | 5.33 % | -4.64 % | 61,371 | 0.09 | 17 | 0.0372 % | 3,197.2 |
| Perpetual-Discount | 5.09 % | 5.17 % | 65,376 | 15.14 | 16 | 1.1736 % | 3,632.2 |
| FixedReset Disc | 4.17 % | 4.72 % | 119,615 | 16.05 | 46 | 0.5629 % | 2,721.5 |
| Insurance Straight | 5.08 % | 4.82 % | 92,939 | 15.26 | 18 | 0.2553 % | 3,529.0 |
| FloatingReset | 3.17 % | 3.51 % | 42,731 | 18.51 | 2 | 1.5020 % | 2,852.2 |
| FixedReset Prem | 4.75 % | 3.64 % | 150,629 | 2.00 | 23 | 0.3263 % | 2,702.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5629 % | 2,781.9 |
| FixedReset Ins Non | 4.29 % | 4.71 % | 74,099 | 16.03 | 17 | 0.8444 % | 2,830.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 5.47 % |
| BAM.PR.X | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.45 % |
| BAM.PR.M | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 5.25 % |
| ELF.PR.G | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.59 Evaluated at bid price : 22.84 Bid-YTW : 5.28 % |
| NA.PR.W | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 21.90 Evaluated at bid price : 22.19 Bid-YTW : 4.68 % |
| RY.PR.Z | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.46 Evaluated at bid price : 22.75 Bid-YTW : 4.52 % |
| BAM.PF.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.22 Evaluated at bid price : 22.51 Bid-YTW : 5.05 % |
| BAM.PR.E | Ratchet | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 25.00 Evaluated at bid price : 19.39 Bid-YTW : 3.78 % |
| IFC.PR.G | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 23.59 Evaluated at bid price : 24.05 Bid-YTW : 4.67 % |
| BAM.PR.K | Floater | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 3.33 % |
| CU.PR.F | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.01 % |
| MFC.PR.J | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 23.85 Evaluated at bid price : 24.35 Bid-YTW : 4.66 % |
| TD.PF.D | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.93 Evaluated at bid price : 24.01 Bid-YTW : 4.61 % |
| FTS.PR.M | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 21.63 Evaluated at bid price : 22.06 Bid-YTW : 4.93 % |
| MFC.PR.N | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 4.71 % |
| TRP.PR.D | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.40 % |
| IFC.PR.A | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 4.71 % |
| TRP.PR.F | FloatingReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 3.51 % |
| GWO.PR.I | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 4.95 % |
| BMO.PR.F | FixedReset Prem | 1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 2.52 % |
| BAM.PF.I | FixedReset Prem | 1.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : -37.43 % |
| SLF.PR.J | FloatingReset | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 2.81 % |
| EMA.PR.L | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 23.29 Evaluated at bid price : 23.60 Bid-YTW : 4.91 % |
| PWF.PR.P | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 4.90 % |
| MFC.PR.Q | FixedReset Ins Non | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 24.10 Evaluated at bid price : 24.50 Bid-YTW : 4.58 % |
| FTS.PR.K | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.87 % |
| SLF.PR.G | FixedReset Ins Non | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.57 % |
| FTS.PR.H | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 4.79 % |
| MFC.PR.K | FixedReset Ins Non | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.66 Evaluated at bid price : 23.07 Bid-YTW : 4.51 % |
| BAM.PR.Z | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 23.46 Evaluated at bid price : 24.07 Bid-YTW : 5.05 % |
| BAM.PR.R | FixedReset Disc | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 5.19 % |
| MFC.PR.F | FixedReset Ins Non | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.58 % |
| BAM.PR.N | Perpetual-Discount | 22.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.I | FixedReset Ins Non | 52,342 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 24.21 Evaluated at bid price : 24.80 Bid-YTW : 4.81 % |
| GWO.PR.T | Insurance Straight | 51,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 24.43 Evaluated at bid price : 24.72 Bid-YTW : 5.21 % |
| TD.PF.M | FixedReset Prem | 44,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 3.25 % |
| BAM.PR.N | Perpetual-Discount | 40,602 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.22 % |
| FTS.PR.M | FixedReset Disc | 38,325 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-18 Maturity Price : 21.63 Evaluated at bid price : 22.06 Bid-YTW : 4.93 % |
| POW.PR.G | Perpetual-Premium | 38,129 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : -9.46 % |
| There were 54 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 20.00 – 21.70 Spot Rate : 1.7000 Average : 0.9979 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.00 – 23.41 Spot Rate : 1.4100 Average : 0.8178 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 19.72 – 21.20 Spot Rate : 1.4800 Average : 0.8931 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 22.30 – 23.50 Spot Rate : 1.2000 Average : 0.6914 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.26 – 22.72 Spot Rate : 1.4600 Average : 0.9651 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 23.56 – 24.80 Spot Rate : 1.2400 Average : 0.7781 YTW SCENARIO |