| 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 % | 3.71 % | 27,022 | 19.67 | 1 | 0.0000 % | 2,814.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4756 % | 5,233.6 |
| Floater | 3.36 % | 3.35 % | 63,209 | 18.88 | 3 | 0.4756 % | 3,016.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0592 % | 3,626.3 |
| SplitShare | 4.69 % | 4.46 % | 29,953 | 3.37 | 8 | -0.0592 % | 4,330.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0592 % | 3,378.9 |
| Perpetual-Premium | 5.37 % | -3.81 % | 59,489 | 0.09 | 17 | -0.5401 % | 3,173.3 |
| Perpetual-Discount | 5.15 % | 5.22 % | 68,693 | 15.11 | 16 | -0.8538 % | 3,590.7 |
| FixedReset Disc | 4.19 % | 5.22 % | 116,934 | 15.19 | 46 | 0.3482 % | 2,704.6 |
| Insurance Straight | 5.17 % | 5.05 % | 90,139 | 15.19 | 18 | -0.5734 % | 3,467.8 |
| FloatingReset | 3.11 % | 3.45 % | 42,961 | 18.63 | 2 | -0.3670 % | 2,864.3 |
| FixedReset Prem | 4.79 % | 4.23 % | 145,445 | 2.04 | 23 | -0.2671 % | 2,680.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3482 % | 2,764.7 |
| FixedReset Ins Non | 4.22 % | 5.18 % | 77,555 | 15.28 | 15 | -0.6377 % | 2,844.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Premium | -4.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.15 Evaluated at bid price : 22.50 Bid-YTW : 5.32 % |
| CU.PR.E | Perpetual-Discount | -3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 5.25 % |
| MFC.PR.C | Insurance Straight | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 4.96 % |
| TD.PF.E | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.46 Evaluated at bid price : 23.15 Bid-YTW : 5.31 % |
| BAM.PF.F | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.98 Evaluated at bid price : 22.25 Bid-YTW : 5.76 % |
| TD.PF.D | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.49 Evaluated at bid price : 23.16 Bid-YTW : 5.26 % |
| SLF.PR.C | Insurance Straight | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.56 Evaluated at bid price : 22.82 Bid-YTW : 4.88 % |
| FTS.PR.M | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.50 % |
| BMO.PR.Y | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.54 Evaluated at bid price : 23.26 Bid-YTW : 5.11 % |
| MFC.PR.N | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 5.22 % |
| SLF.PR.G | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.17 % |
| EMA.PR.L | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.73 Evaluated at bid price : 23.10 Bid-YTW : 5.02 % |
| MFC.PR.K | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.31 Evaluated at bid price : 22.70 Bid-YTW : 5.13 % |
| MFC.PR.B | Insurance Straight | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.84 Evaluated at bid price : 23.12 Bid-YTW : 5.05 % |
| MFC.PR.M | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.03 Evaluated at bid price : 22.35 Bid-YTW : 5.22 % |
| FTS.PR.K | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.54 % |
| MFC.PR.L | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 5.20 % |
| TRP.PR.A | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.05 % |
| BAM.PF.C | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.31 % |
| FTS.PR.H | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.47 % |
| IFC.PR.G | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 23.53 Evaluated at bid price : 24.00 Bid-YTW : 5.19 % |
| MFC.PR.Q | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 24.21 Evaluated at bid price : 24.60 Bid-YTW : 5.07 % |
| IFC.PR.C | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.02 Evaluated at bid price : 22.53 Bid-YTW : 5.20 % |
| SLF.PR.E | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 4.90 % |
| BAM.PR.R | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.78 % |
| CU.PR.F | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.02 Evaluated at bid price : 22.25 Bid-YTW : 5.10 % |
| MFC.PR.J | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 24.02 Evaluated at bid price : 24.50 Bid-YTW : 5.15 % |
| POW.PR.C | Perpetual-Premium | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-27 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : -26.94 % |
| IFC.PR.A | FixedReset Ins Non | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.19 % |
| TRP.PR.G | FixedReset Disc | 74.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.K | SplitShare | 104,680 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 4.53 % |
| TRP.PR.K | FixedReset Prem | 60,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.34 % |
| FTS.PR.M | FixedReset Disc | 54,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.50 % |
| IFC.PR.E | Insurance Straight | 38,504 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 24.61 Evaluated at bid price : 24.90 Bid-YTW : 5.23 % |
| BAM.PR.X | FixedReset Disc | 37,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 5.76 % |
| GWO.PR.Y | Insurance Straight | 20,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-28 Maturity Price : 22.04 Evaluated at bid price : 22.35 Bid-YTW : 5.04 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.J | Perpetual-Premium | Quote: 22.50 – 24.00 Spot Rate : 1.5000 Average : 0.9152 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 20.00 – 21.50 Spot Rate : 1.5000 Average : 1.1126 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.30 – 21.35 Spot Rate : 1.0500 Average : 0.6918 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.16 – 24.24 Spot Rate : 1.0800 Average : 0.7403 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.70 – 23.70 Spot Rate : 1.0000 Average : 0.6629 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 23.92 – 24.60 Spot Rate : 0.6800 Average : 0.4461 YTW SCENARIO |