| 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 | -1.6098 % | 2,042.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6098 % | 3,748.7 |
| Floater | 5.75 % | 6.10 % | 53,780 | 13.66 | 3 | -1.6098 % | 2,160.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0741 % | 3,306.8 |
| SplitShare | 4.70 % | 4.71 % | 78,060 | 4.27 | 7 | 0.0741 % | 3,949.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0741 % | 3,081.2 |
| Perpetual-Premium | 5.54 % | 4.93 % | 83,517 | 1.81 | 12 | -0.1352 % | 2,946.4 |
| Perpetual-Discount | 5.44 % | 5.48 % | 72,316 | 14.65 | 20 | -0.1367 % | 3,100.0 |
| FixedReset Disc | 5.39 % | 5.43 % | 151,171 | 14.81 | 63 | -0.4282 % | 2,131.7 |
| Deemed-Retractible | 5.23 % | 5.89 % | 96,312 | 8.00 | 27 | 0.0544 % | 3,081.4 |
| FloatingReset | 3.99 % | 4.43 % | 48,400 | 2.56 | 4 | -0.3167 % | 2,401.6 |
| FixedReset Prem | 5.12 % | 3.85 % | 229,531 | 2.08 | 21 | -0.0390 % | 2,581.8 |
| FixedReset Bank Non | 1.98 % | 4.01 % | 140,313 | 2.58 | 3 | 0.0695 % | 2,648.3 |
| FixedReset Ins Non | 5.14 % | 6.91 % | 104,608 | 8.20 | 22 | -0.5643 % | 2,211.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -3.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.17 Bid-YTW : 10.07 % |
| PWF.PR.A | Floater | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 13.04 Evaluated at bid price : 13.04 Bid-YTW : 5.35 % |
| SLF.PR.G | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.35 Bid-YTW : 9.17 % |
| SLF.PR.J | FloatingReset | -2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 9.38 % |
| IAF.PR.G | FixedReset Ins Non | -2.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.07 Bid-YTW : 6.31 % |
| SLF.PR.H | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.55 Bid-YTW : 8.27 % |
| BAM.PR.X | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 6.01 % |
| BAM.PF.G | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 6.15 % |
| BMO.PR.Y | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 5.32 % |
| NA.PR.E | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.40 % |
| EMA.PR.H | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 22.51 Evaluated at bid price : 23.34 Bid-YTW : 5.24 % |
| NA.PR.G | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.25 % |
| CM.PR.O | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 5.52 % |
| TD.PF.B | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.30 % |
| EMA.PR.F | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 5.75 % |
| BIK.PR.A | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 5.59 % |
| BAM.PR.B | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 6.11 % |
| BAM.PR.Z | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.97 % |
| TD.PF.J | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 5.12 % |
| PWF.PR.T | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 5.49 % |
| TRP.PR.B | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 11.86 Evaluated at bid price : 11.86 Bid-YTW : 5.87 % |
| TRP.PR.A | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 5.95 % |
| BAM.PR.K | Floater | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 11.52 Evaluated at bid price : 11.52 Bid-YTW : 6.10 % |
| IFC.PR.G | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.62 Bid-YTW : 6.92 % |
| MFC.PR.G | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.97 Bid-YTW : 6.96 % |
| MFC.PR.J | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.40 Bid-YTW : 6.83 % |
| BAM.PF.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 16.53 Evaluated at bid price : 16.53 Bid-YTW : 6.27 % |
| HSE.PR.A | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 12.18 Evaluated at bid price : 12.18 Bid-YTW : 6.52 % |
| CCS.PR.C | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.46 Bid-YTW : 5.92 % |
| HSE.PR.G | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.G | FixedReset Disc | 121,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 5.88 % |
| TD.PF.L | FixedReset Prem | 112,106 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 23.16 Evaluated at bid price : 24.99 Bid-YTW : 4.83 % |
| TD.PF.J | FixedReset Disc | 73,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 5.12 % |
| GWO.PR.I | Deemed-Retractible | 59,275 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.11 Bid-YTW : 6.69 % |
| PWF.PR.A | Floater | 54,922 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-28 Maturity Price : 13.04 Evaluated at bid price : 13.04 Bid-YTW : 5.35 % |
| SLF.PR.C | Deemed-Retractible | 54,643 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 6.63 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 13.17 – 13.64 Spot Rate : 0.4700 Average : 0.3303 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 18.00 – 18.44 Spot Rate : 0.4400 Average : 0.3082 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 20.00 – 20.48 Spot Rate : 0.4800 Average : 0.3485 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.28 – 18.70 Spot Rate : 0.4200 Average : 0.2931 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 19.80 – 20.34 Spot Rate : 0.5400 Average : 0.4160 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.00 – 25.35 Spot Rate : 0.3500 Average : 0.2514 YTW SCENARIO |