| 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 | 3.50 % | 4.13 % | 25,320 | 19.08 | 1 | -1.3333 % | 2,635.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0534 % | 5,116.2 |
| Floater | 3.98 % | 4.09 % | 36,607 | 17.25 | 4 | 0.0534 % | 2,948.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1326 % | 3,623.9 |
| SplitShare | 4.63 % | 4.52 % | 43,103 | 3.49 | 6 | 0.1326 % | 4,327.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1326 % | 3,376.7 |
| Perpetual-Premium | 5.55 % | 5.54 % | 70,992 | 14.39 | 16 | -0.4497 % | 3,077.2 |
| Perpetual-Discount | 5.55 % | 5.65 % | 64,659 | 14.44 | 17 | -0.1836 % | 3,341.2 |
| FixedReset Disc | 4.41 % | 5.68 % | 120,658 | 14.66 | 49 | 1.2152 % | 2,606.0 |
| Insurance Straight | 5.47 % | 5.38 % | 85,459 | 14.59 | 20 | -0.5102 % | 3,282.4 |
| FloatingReset | 3.98 % | 4.29 % | 56,814 | 16.84 | 2 | 0.0000 % | 2,749.9 |
| FixedReset Prem | 4.87 % | 4.25 % | 150,525 | 2.15 | 19 | 0.1362 % | 2,648.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2152 % | 2,663.9 |
| FixedReset Ins Non | 4.45 % | 5.71 % | 82,103 | 14.46 | 15 | 0.0355 % | 2,698.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.Q | FixedReset Ins Non | -5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.77 Evaluated at bid price : 22.24 Bid-YTW : 5.86 % |
| PWF.PR.S | Perpetual-Discount | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.74 % |
| MFC.PR.N | FixedReset Ins Non | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 5.94 % |
| PWF.PR.L | Perpetual-Discount | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.81 % |
| TRP.PR.C | FixedReset Disc | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 6.56 % |
| CM.PR.Q | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.80 % |
| BAM.PR.X | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 6.30 % |
| PWF.PR.Z | Perpetual-Premium | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.34 Evaluated at bid price : 22.67 Bid-YTW : 5.69 % |
| TRP.PR.D | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.41 % |
| GWO.PR.S | Insurance Straight | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.70 Evaluated at bid price : 23.02 Bid-YTW : 5.74 % |
| GWO.PR.H | Insurance Straight | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.70 % |
| PWF.PR.R | Perpetual-Premium | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.70 % |
| BAM.PR.K | Floater | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 13.78 Evaluated at bid price : 13.78 Bid-YTW : 4.09 % |
| IAF.PR.B | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.20 % |
| IFC.PR.G | FixedReset Ins Non | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.35 Evaluated at bid price : 22.80 Bid-YTW : 5.71 % |
| PWF.PF.A | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.57 % |
| GWO.PR.Q | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.69 Evaluated at bid price : 22.98 Bid-YTW : 5.64 % |
| BAM.PR.E | Ratchet | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 25.00 Evaluated at bid price : 18.50 Bid-YTW : 4.13 % |
| SLF.PR.D | Insurance Straight | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 5.37 % |
| TRP.PR.E | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.34 % |
| PWF.PR.K | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.69 Evaluated at bid price : 21.94 Bid-YTW : 5.65 % |
| POW.PR.D | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.65 % |
| BAM.PR.Z | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.93 Evaluated at bid price : 23.59 Bid-YTW : 5.94 % |
| BAM.PR.B | Floater | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 13.78 Evaluated at bid price : 13.78 Bid-YTW : 4.09 % |
| POW.PR.A | Perpetual-Premium | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.69 % |
| PVS.PR.J | SplitShare | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.72 % |
| CCS.PR.C | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.29 % |
| CM.PR.S | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.75 Evaluated at bid price : 23.36 Bid-YTW : 5.42 % |
| TD.PF.M | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.13 % |
| TD.PF.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.57 % |
| CM.PR.P | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.55 % |
| BAM.PF.A | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 23.10 Evaluated at bid price : 23.54 Bid-YTW : 5.89 % |
| MFC.PR.K | FixedReset Ins Non | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.69 % |
| TRP.PR.A | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 6.36 % |
| PWF.PR.A | Floater | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 3.80 % |
| MFC.PR.F | FixedReset Ins Non | 3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 5.77 % |
| NA.PR.W | FixedReset Disc | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.69 % |
| CM.PR.O | FixedReset Disc | 4.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.62 % |
| CU.PR.D | Perpetual-Discount | 5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.98 Evaluated at bid price : 22.22 Bid-YTW : 5.59 % |
| BAM.PR.T | FixedReset Disc | 5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.96 % |
| CU.PR.E | Perpetual-Discount | 6.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.57 % |
| GWO.PR.N | FixedReset Ins Non | 12.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 5.83 % |
| TRP.PR.G | FixedReset Disc | 76.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 5.92 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.I | FixedReset Prem | 128,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 5.03 % |
| MFC.PR.I | FixedReset Ins Non | 44,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 23.77 Evaluated at bid price : 24.52 Bid-YTW : 5.63 % |
| PWF.PR.R | Perpetual-Premium | 24,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.70 % |
| GWO.PR.Y | Insurance Straight | 22,704 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.54 % |
| GWO.PR.I | Insurance Straight | 20,210 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.56 % |
| CU.PR.J | Perpetual-Discount | 18,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-19 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.57 % |
| There were 14 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: 19.18 – 22.00 Spot Rate : 2.8200 Average : 2.2890 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.50 – 23.59 Spot Rate : 2.0900 Average : 1.6137 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 19.70 – 21.40 Spot Rate : 1.7000 Average : 1.2632 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.24 – 23.24 Spot Rate : 1.0000 Average : 0.6055 YTW SCENARIO |
| PWF.PR.F | Perpetual-Premium | Quote: 23.52 – 24.40 Spot Rate : 0.8800 Average : 0.5986 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 22.00 – 22.70 Spot Rate : 0.7000 Average : 0.4455 YTW SCENARIO |