| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.7778 % | 2,331.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.7778 % | 4,472.4 |
| Floater | 10.32 % | 10.39 % | 41,676 | 9.29 | 1 | 2.7778 % | 2,577.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1567 % | 3,411.6 |
| SplitShare | 4.93 % | 7.11 % | 40,593 | 1.84 | 7 | 0.1567 % | 4,074.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1567 % | 3,178.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7961 % | 2,653.6 |
| Perpetual-Discount | 6.48 % | 6.70 % | 47,778 | 12.89 | 31 | 0.7961 % | 2,893.6 |
| FixedReset Disc | 5.41 % | 7.28 % | 101,496 | 12.12 | 59 | 0.4878 % | 2,441.9 |
| Insurance Straight | 6.33 % | 6.49 % | 51,969 | 13.27 | 22 | 0.3198 % | 2,842.2 |
| FloatingReset | 9.94 % | 10.07 % | 30,740 | 9.54 | 3 | 0.2080 % | 2,596.0 |
| FixedReset Prem | 6.93 % | 6.83 % | 163,321 | 3.20 | 1 | 0.1976 % | 2,519.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4878 % | 2,496.1 |
| FixedReset Ins Non | 5.46 % | 7.19 % | 71,121 | 12.47 | 14 | 0.3913 % | 2,600.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.G | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 23.12 Evaluated at bid price : 24.80 Bid-YTW : 6.70 % |
| BN.PR.T | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 14.96 Evaluated at bid price : 14.96 Bid-YTW : 9.19 % |
| BIP.PR.F | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 7.98 % |
| POW.PR.C | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 6.58 % |
| BN.PF.E | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 9.25 % |
| FFH.PR.K | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 8.30 % |
| BN.PF.D | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.82 % |
| GWO.PR.H | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.50 % |
| RY.PR.M | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 6.97 % |
| TD.PF.E | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 21.67 Evaluated at bid price : 22.10 Bid-YTW : 7.06 % |
| RY.PR.J | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 21.68 Evaluated at bid price : 22.11 Bid-YTW : 7.02 % |
| BN.PF.C | Perpetual-Discount | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 6.78 % |
| RY.PR.O | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 22.20 Evaluated at bid price : 22.50 Bid-YTW : 5.48 % |
| SLF.PR.G | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 8.08 % |
| SLF.PR.H | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.14 % |
| BIP.PR.A | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 9.37 % |
| BN.PR.B | Floater | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 12.21 Evaluated at bid price : 12.21 Bid-YTW : 10.39 % |
| BN.PR.Z | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 8.24 % |
| BN.PF.J | FixedReset Disc | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 7.95 % |
| TD.PF.A | FixedReset Disc | 11.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 22.13 Evaluated at bid price : 22.80 Bid-YTW : 6.44 % |
| RY.PR.N | Perpetual-Discount | 20.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 22.31 Evaluated at bid price : 22.60 Bid-YTW : 5.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 581,291 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 4.99 % |
| CM.PR.O | FixedReset Disc | 90,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 22.11 Evaluated at bid price : 22.75 Bid-YTW : 6.55 % |
| IFC.PR.A | FixedReset Ins Non | 66,481 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.06 % |
| RY.PR.J | FixedReset Disc | 49,497 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 21.68 Evaluated at bid price : 22.11 Bid-YTW : 7.02 % |
| SLF.PR.G | FixedReset Ins Non | 15,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 8.08 % |
| MFC.PR.N | FixedReset Ins Non | 12,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-03-15 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.58 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.E | FixedReset Disc | Quote: 22.50 – 23.75 Spot Rate : 1.2500 Average : 0.7896 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 17.72 – 19.10 Spot Rate : 1.3800 Average : 1.0917 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 24.80 – 25.36 Spot Rate : 0.5600 Average : 0.3438 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 19.50 – 20.59 Spot Rate : 1.0900 Average : 0.8753 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 21.70 – 22.40 Spot Rate : 0.7000 Average : 0.5254 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 20.57 – 21.35 Spot Rate : 0.7800 Average : 0.6063 YTW SCENARIO |