| 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 | 3.07 % | 3.56 % | 36,353 | 20.01 | 1 | -0.9926 % | 2,842.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2838 % | 5,253.5 |
| Floater | 3.03 % | 3.02 % | 59,734 | 19.66 | 3 | 0.2838 % | 3,027.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1107 % | 3,665.3 |
| SplitShare | 4.69 % | 4.18 % | 36,883 | 3.61 | 6 | 0.1107 % | 4,377.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1107 % | 3,415.2 |
| Perpetual-Premium | 5.15 % | -11.37 % | 41,871 | 0.09 | 23 | 0.1968 % | 3,261.7 |
| Perpetual-Discount | 4.71 % | 4.74 % | 52,483 | 15.87 | 11 | 0.9252 % | 3,900.1 |
| FixedReset Disc | 3.97 % | 3.99 % | 104,403 | 17.05 | 42 | 1.3152 % | 2,838.4 |
| Insurance Straight | 4.93 % | 0.94 % | 79,262 | 0.09 | 19 | 0.3411 % | 3,678.3 |
| FloatingReset | 2.70 % | 3.06 % | 29,564 | 19.57 | 2 | 3.1804 % | 2,738.5 |
| FixedReset Prem | 4.69 % | 2.90 % | 119,316 | 2.18 | 28 | 0.3860 % | 2,741.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3152 % | 2,901.4 |
| FixedReset Ins Non | 4.11 % | 3.75 % | 82,325 | 17.38 | 18 | 0.4507 % | 2,942.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 4.00 % |
| MFC.PR.F | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 3.85 % |
| MFC.PR.Q | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.88 Evaluated at bid price : 25.37 Bid-YTW : 3.78 % |
| FTS.PR.M | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.36 Evaluated at bid price : 22.86 Bid-YTW : 4.17 % |
| ELF.PR.H | Perpetual-Premium | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-29 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : -19.46 % |
| TD.PF.J | FixedReset Prem | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 2.98 % |
| RY.PR.S | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.68 Evaluated at bid price : 25.40 Bid-YTW : 3.66 % |
| BAM.PF.F | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.45 Evaluated at bid price : 22.97 Bid-YTW : 4.50 % |
| TRP.PR.C | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 15.59 Evaluated at bid price : 15.59 Bid-YTW : 4.27 % |
| TRP.PR.G | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.77 Evaluated at bid price : 23.80 Bid-YTW : 4.25 % |
| RY.PR.H | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.21 Evaluated at bid price : 24.40 Bid-YTW : 3.61 % |
| BMO.PR.W | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.11 Evaluated at bid price : 24.26 Bid-YTW : 3.63 % |
| BIP.PR.A | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.99 Evaluated at bid price : 24.19 Bid-YTW : 4.81 % |
| BAM.PR.N | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 24.57 Evaluated at bid price : 24.83 Bid-YTW : 4.80 % |
| BMO.PR.S | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.25 Evaluated at bid price : 24.38 Bid-YTW : 3.71 % |
| PWF.PR.T | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.20 Evaluated at bid price : 24.14 Bid-YTW : 3.86 % |
| TD.PF.D | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.67 % |
| BAM.PR.M | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 24.68 Evaluated at bid price : 24.96 Bid-YTW : 4.77 % |
| FTS.PR.G | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 21.54 Evaluated at bid price : 21.92 Bid-YTW : 4.02 % |
| BAM.PF.E | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 4.53 % |
| NA.PR.S | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.38 Evaluated at bid price : 24.69 Bid-YTW : 3.74 % |
| SLF.PR.E | Insurance Straight | 1.66 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-29 Maturity Price : 25.00 Evaluated at bid price : 25.07 Bid-YTW : 0.94 % |
| BAM.PR.R | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 4.41 % |
| RS.PR.A | SplitShare | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.46 Bid-YTW : 4.02 % |
| MFC.PR.N | FixedReset Ins Non | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.78 Evaluated at bid price : 23.67 Bid-YTW : 3.78 % |
| CU.PR.G | Perpetual-Discount | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 24.54 Evaluated at bid price : 24.79 Bid-YTW : 4.57 % |
| TRP.PR.E | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 4.39 % |
| SLF.PR.J | FloatingReset | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 2.34 % |
| TRP.PR.D | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 4.38 % |
| SLF.PR.H | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.06 Evaluated at bid price : 22.61 Bid-YTW : 3.69 % |
| BMO.PR.T | FixedReset Disc | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.10 Evaluated at bid price : 24.16 Bid-YTW : 3.64 % |
| BAM.PF.B | FixedReset Disc | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.38 Evaluated at bid price : 22.76 Bid-YTW : 4.39 % |
| PWF.PR.P | FixedReset Disc | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 3.99 % |
| SLF.PR.G | FixedReset Ins Non | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 3.68 % |
| TRP.PR.A | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 4.44 % |
| CU.PR.F | Perpetual-Discount | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 24.50 Evaluated at bid price : 24.77 Bid-YTW : 4.57 % |
| TRP.PR.F | FloatingReset | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 3.06 % |
| CU.PR.C | FixedReset Disc | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.30 Evaluated at bid price : 23.07 Bid-YTW : 4.00 % |
| BAM.PF.G | FixedReset Disc | 6.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 22.07 Evaluated at bid price : 22.50 Bid-YTW : 4.42 % |
| BAM.PR.T | FixedReset Disc | 7.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 4.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset Prem | 21,175 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 0.88 % |
| FTS.PR.H | FixedReset Disc | 18,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 4.05 % |
| BMO.PR.S | FixedReset Disc | 12,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 23.25 Evaluated at bid price : 24.38 Bid-YTW : 3.71 % |
| BAM.PR.B | Floater | 12,818 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 14.24 Evaluated at bid price : 14.24 Bid-YTW : 3.01 % |
| BMO.PR.B | FixedReset Prem | 12,730 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 1.92 % |
| TRP.PR.A | FixedReset Disc | 12,433 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-30 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 4.44 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.S | Insurance Straight | Quote: 25.65 – 28.00 Spot Rate : 2.3500 Average : 1.3069 YTW SCENARIO |
| CU.PR.D | Perpetual-Premium | Quote: 25.27 – 26.27 Spot Rate : 1.0000 Average : 0.6049 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.90 – 23.14 Spot Rate : 1.2400 Average : 0.8651 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 25.66 – 26.50 Spot Rate : 0.8400 Average : 0.4775 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.26 – 15.00 Spot Rate : 1.7400 Average : 1.4454 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 25.15 – 25.80 Spot Rate : 0.6500 Average : 0.4170 YTW SCENARIO |