| 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 | 0.3200 % | 1,918.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3200 % | 3,519.7 |
| Floater | 6.30 % | 6.49 % | 45,695 | 13.17 | 4 | 0.3200 % | 2,028.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1070 % | 3,381.4 |
| SplitShare | 4.66 % | 4.72 % | 50,082 | 3.90 | 7 | -0.1070 % | 4,038.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1070 % | 3,150.7 |
| Perpetual-Premium | 5.50 % | -20.78 % | 55,761 | 0.09 | 8 | 0.0343 % | 3,029.9 |
| Perpetual-Discount | 5.36 % | 5.40 % | 63,098 | 14.72 | 25 | -0.0120 % | 3,236.1 |
| FixedReset Disc | 5.68 % | 5.70 % | 177,819 | 14.32 | 66 | 0.2053 % | 2,070.4 |
| Deemed-Retractible | 5.19 % | 5.73 % | 64,474 | 7.81 | 27 | 0.1303 % | 3,181.5 |
| FloatingReset | 6.23 % | 6.76 % | 90,827 | 12.81 | 2 | 0.7505 % | 2,454.4 |
| FixedReset Prem | 5.13 % | 3.96 % | 125,211 | 1.65 | 20 | 0.1255 % | 2,609.3 |
| FixedReset Bank Non | 1.96 % | 4.08 % | 91,914 | 2.18 | 3 | -0.0138 % | 2,693.8 |
| FixedReset Ins Non | 5.48 % | 8.28 % | 114,313 | 7.83 | 21 | -0.0966 % | 2,109.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.I | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.58 % |
| IAF.PR.G | FixedReset Ins Non | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.58 Bid-YTW : 7.90 % |
| CU.PR.C | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 5.77 % |
| IFC.PR.A | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.22 Bid-YTW : 10.22 % |
| TD.PF.E | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 5.70 % |
| PWF.PR.T | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 5.82 % |
| BIP.PR.E | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 22.11 Evaluated at bid price : 22.55 Bid-YTW : 5.59 % |
| TD.PF.I | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 5.36 % |
| BIP.PR.A | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.42 % |
| TRP.PR.A | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 6.24 % |
| PWF.PR.P | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 5.89 % |
| MFC.PR.J | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.45 Bid-YTW : 8.28 % |
| BAM.PR.C | Floater | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 10.77 Evaluated at bid price : 10.77 Bid-YTW : 6.51 % |
| TD.PF.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 5.48 % |
| BAM.PR.T | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 15.03 Evaluated at bid price : 15.03 Bid-YTW : 6.22 % |
| TRP.PR.C | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 11.66 Evaluated at bid price : 11.66 Bid-YTW : 6.29 % |
| HSE.PR.A | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 10.93 Evaluated at bid price : 10.93 Bid-YTW : 7.12 % |
| BAM.PR.R | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 6.18 % |
| EMA.PR.E | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.35 % |
| HSE.PR.E | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 7.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.I | FixedReset Prem | 100,633 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 4.36 % |
| TRP.PR.K | FixedReset Prem | 77,428 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.53 % |
| TD.PF.M | FixedReset Disc | 49,675 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 22.99 Evaluated at bid price : 24.47 Bid-YTW : 5.06 % |
| TRP.PR.J | FixedReset Prem | 42,756 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.07 % |
| BAM.PF.C | Perpetual-Discount | 30,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 21.80 Evaluated at bid price : 21.80 Bid-YTW : 5.63 % |
| HSE.PR.A | FixedReset Disc | 30,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-01 Maturity Price : 10.93 Evaluated at bid price : 10.93 Bid-YTW : 7.12 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.I | FixedReset Disc | Quote: 18.50 – 18.93 Spot Rate : 0.4300 Average : 0.2785 YTW SCENARIO |
| MFC.PR.R | FixedReset Ins Non | Quote: 24.30 – 24.70 Spot Rate : 0.4000 Average : 0.2568 YTW SCENARIO |
| BNS.PR.Y | FixedReset Bank Non | Quote: 24.63 – 24.99 Spot Rate : 0.3600 Average : 0.2347 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 18.15 – 18.48 Spot Rate : 0.3300 Average : 0.2135 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 18.50 – 18.98 Spot Rate : 0.4800 Average : 0.3729 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.95 – 15.34 Spot Rate : 0.3900 Average : 0.2939 YTW SCENARIO |