| 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 | 3.28 % | 3.83 % | 25,710 | 19.53 | 1 | -1.9747 % | 2,757.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5018 % | 5,229.9 |
| Floater | 3.29 % | 3.34 % | 41,496 | 18.92 | 4 | -0.5018 % | 3,014.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,623.4 |
| SplitShare | 4.63 % | 4.49 % | 53,859 | 3.52 | 6 | 0.0000 % | 4,327.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,376.2 |
| Perpetual-Premium | 5.39 % | -4.16 % | 53,950 | 0.09 | 16 | -0.1806 % | 3,169.8 |
| Perpetual-Discount | 5.22 % | 5.26 % | 70,487 | 15.00 | 18 | -0.4579 % | 3,554.9 |
| FixedReset Disc | 4.22 % | 5.21 % | 126,562 | 15.29 | 49 | -0.7420 % | 2,721.2 |
| Insurance Straight | 5.28 % | 5.21 % | 82,752 | 15.10 | 20 | -1.0343 % | 3,394.6 |
| FloatingReset | 3.28 % | 3.63 % | 45,998 | 18.26 | 2 | -0.3137 % | 2,836.7 |
| FixedReset Prem | 4.81 % | 4.10 % | 140,098 | 1.94 | 19 | -0.2332 % | 2,679.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7420 % | 2,781.6 |
| FixedReset Ins Non | 4.27 % | 5.25 % | 81,010 | 15.10 | 15 | -1.3715 % | 2,813.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Insurance Straight | -14.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.07 % |
| TD.PF.D | FixedReset Disc | -9.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.27 Evaluated at bid price : 21.56 Bid-YTW : 5.67 % |
| PWF.PR.S | Perpetual-Discount | -6.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.55 % |
| MFC.PR.M | FixedReset Ins Non | -4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 5.55 % |
| MFC.PR.L | FixedReset Ins Non | -4.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.43 % |
| CU.PR.G | Perpetual-Discount | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.30 % |
| BAM.PF.F | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.20 Evaluated at bid price : 22.54 Bid-YTW : 5.73 % |
| CU.PR.I | FixedReset Prem | -2.42 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.65 % |
| MFC.PR.K | FixedReset Ins Non | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.90 Evaluated at bid price : 22.45 Bid-YTW : 5.21 % |
| MFC.PR.N | FixedReset Ins Non | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.39 % |
| EMA.PR.L | Perpetual-Discount | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.56 Evaluated at bid price : 21.87 Bid-YTW : 5.32 % |
| NA.PR.W | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.88 Evaluated at bid price : 22.15 Bid-YTW : 5.15 % |
| TRP.PR.A | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 6.09 % |
| SLF.PR.C | Insurance Straight | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 5.17 % |
| BAM.PR.E | Ratchet | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 25.00 Evaluated at bid price : 19.36 Bid-YTW : 3.83 % |
| BAM.PF.E | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.85 % |
| ELF.PR.F | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.84 Evaluated at bid price : 24.09 Bid-YTW : 5.51 % |
| GWO.PR.G | Insurance Straight | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 5.36 % |
| SLF.PR.E | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.57 Evaluated at bid price : 21.83 Bid-YTW : 5.17 % |
| IFC.PR.A | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.30 % |
| TRP.PR.C | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.02 % |
| PVS.PR.F | SplitShare | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 4.26 % |
| RY.PR.S | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.37 Evaluated at bid price : 24.40 Bid-YTW : 4.97 % |
| BAM.PF.G | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.79 Evaluated at bid price : 22.08 Bid-YTW : 5.60 % |
| BAM.PF.B | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.11 Evaluated at bid price : 22.40 Bid-YTW : 5.63 % |
| BAM.PR.R | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 5.86 % |
| MFC.PR.C | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.13 % |
| IFC.PR.G | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.17 Evaluated at bid price : 23.66 Bid-YTW : 5.31 % |
| IFC.PR.E | Insurance Straight | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 24.26 Evaluated at bid price : 24.55 Bid-YTW : 5.32 % |
| RY.PR.J | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.58 Evaluated at bid price : 23.26 Bid-YTW : 5.24 % |
| MFC.PR.Q | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.68 Evaluated at bid price : 24.15 Bid-YTW : 5.20 % |
| MFC.PR.J | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.64 Evaluated at bid price : 24.18 Bid-YTW : 5.25 % |
| CM.PR.Q | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.60 Evaluated at bid price : 23.35 Bid-YTW : 5.15 % |
| BMO.PR.W | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.07 Evaluated at bid price : 22.38 Bid-YTW : 5.14 % |
| CU.PR.H | Perpetual-Premium | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.30 % |
| TD.PF.C | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.00 Evaluated at bid price : 22.31 Bid-YTW : 5.19 % |
| FTS.PR.M | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.97 Evaluated at bid price : 22.25 Bid-YTW : 5.43 % |
| TD.PF.E | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.68 Evaluated at bid price : 23.55 Bid-YTW : 5.21 % |
| SLF.PR.D | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.51 Evaluated at bid price : 21.77 Bid-YTW : 5.13 % |
| RY.PR.Z | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 22.26 Evaluated at bid price : 22.57 Bid-YTW : 5.10 % |
| BMO.PR.E | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.55 Evaluated at bid price : 24.65 Bid-YTW : 5.20 % |
| BIP.PR.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 5.03 % |
| PWF.PR.T | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.18 Evaluated at bid price : 23.55 Bid-YTW : 5.12 % |
| PWF.PR.P | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 5.63 % |
| TRP.PR.E | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.73 % |
| GWO.PR.Y | Insurance Straight | 4.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 21.75 Evaluated at bid price : 22.05 Bid-YTW : 5.12 % |
| CU.PR.D | Perpetual-Discount | 9.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Prem | 264,379 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 3.92 % |
| MFC.PR.J | FixedReset Ins Non | 112,205 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 23.64 Evaluated at bid price : 24.18 Bid-YTW : 5.25 % |
| MFC.PR.B | Insurance Straight | 56,241 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.07 % |
| IAF.PR.G | FixedReset Ins Non | 46,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-05 Maturity Price : 24.04 Evaluated at bid price : 24.85 Bid-YTW : 5.35 % |
| TRP.PR.K | FixedReset Prem | 32,192 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 2.24 % |
| CU.PR.I | FixedReset Prem | 30,260 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.00 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.B | Insurance Straight | Quote: 19.35 – 22.45 Spot Rate : 3.1000 Average : 1.7023 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 21.56 – 24.00 Spot Rate : 2.4400 Average : 1.3668 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 22.00 – 23.89 Spot Rate : 1.8900 Average : 1.1454 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.25 – 25.80 Spot Rate : 1.5500 Average : 1.0214 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.03 – 22.20 Spot Rate : 1.1700 Average : 0.7233 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.50 – 22.50 Spot Rate : 1.0000 Average : 0.6112 YTW SCENARIO |