| 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 | 3.05 % | 3.53 % | 35,854 | 20.05 | 1 | 0.6516 % | 2,860.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4855 % | 5,175.4 |
| Floater | 3.08 % | 3.00 % | 58,998 | 19.70 | 3 | -1.4855 % | 2,982.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1497 % | 3,659.8 |
| SplitShare | 4.69 % | 4.22 % | 35,413 | 3.60 | 6 | -0.1497 % | 4,370.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1497 % | 3,410.1 |
| Perpetual-Premium | 5.16 % | -11.27 % | 41,877 | 0.09 | 23 | -0.1287 % | 3,257.5 |
| Perpetual-Discount | 4.74 % | 4.80 % | 53,172 | 15.78 | 11 | -0.6209 % | 3,875.9 |
| FixedReset Disc | 3.97 % | 3.96 % | 104,297 | 17.08 | 42 | 0.0021 % | 2,838.4 |
| Insurance Straight | 4.95 % | 4.46 % | 81,308 | 13.82 | 19 | -0.3796 % | 3,664.3 |
| FloatingReset | 2.70 % | 3.01 % | 31,356 | 19.69 | 2 | 0.0593 % | 2,740.2 |
| FixedReset Prem | 4.70 % | 2.90 % | 119,387 | 1.80 | 28 | -0.2180 % | 2,735.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0021 % | 2,901.4 |
| FixedReset Ins Non | 4.13 % | 3.83 % | 82,783 | 17.40 | 18 | 0.0024 % | 2,942.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -6.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 13.26 Evaluated at bid price : 13.26 Bid-YTW : 3.23 % |
| BNS.PR.I | FixedReset Prem | -5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 3.99 % |
| CU.PR.G | Perpetual-Discount | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.73 Evaluated at bid price : 24.00 Bid-YTW : 4.72 % |
| BAM.PR.R | FixedReset Disc | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 4.54 % |
| GWO.PR.S | Insurance Straight | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 24.74 Evaluated at bid price : 25.00 Bid-YTW : 5.27 % |
| MFC.PR.N | FixedReset Ins Non | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.53 Evaluated at bid price : 23.20 Bid-YTW : 3.88 % |
| GWO.PR.F | Insurance Straight | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 6.05 % |
| SLF.PR.E | Insurance Straight | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 4.57 % |
| SLF.PR.G | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 3.73 % |
| SLF.PR.J | FloatingReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 2.37 % |
| IFC.PR.G | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.63 Evaluated at bid price : 24.75 Bid-YTW : 3.92 % |
| BAM.PF.E | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 4.59 % |
| BAM.PR.M | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.84 % |
| BMO.PR.Y | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.89 Evaluated at bid price : 24.00 Bid-YTW : 3.96 % |
| TD.PF.I | FixedReset Prem | -1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 3.62 % |
| BIP.PR.A | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.85 Evaluated at bid price : 23.88 Bid-YTW : 4.88 % |
| TRP.PR.G | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.62 Evaluated at bid price : 23.50 Bid-YTW : 4.31 % |
| BAM.PR.T | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 4.55 % |
| BAM.PR.N | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 24.23 Evaluated at bid price : 24.53 Bid-YTW : 4.85 % |
| FTS.PR.G | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 21.70 Evaluated at bid price : 22.15 Bid-YTW : 3.98 % |
| BAM.PR.Z | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.61 Evaluated at bid price : 24.14 Bid-YTW : 4.43 % |
| TRP.PR.A | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.39 % |
| CM.PR.Q | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 3.57 % |
| BAM.PR.X | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 4.40 % |
| BAM.PF.B | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.76 Evaluated at bid price : 23.06 Bid-YTW : 4.34 % |
| TRP.PR.F | FloatingReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 3.01 % |
| BAM.PR.C | Floater | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 14.27 Evaluated at bid price : 14.27 Bid-YTW : 3.00 % |
| MFC.PR.L | FixedReset Ins Non | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.18 Evaluated at bid price : 22.51 Bid-YTW : 3.90 % |
| PWF.PR.P | FixedReset Disc | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 3.87 % |
| MFC.PR.F | FixedReset Ins Non | 4.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 18.08 Evaluated at bid price : 18.08 Bid-YTW : 3.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 68,778 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 2.40 % |
| RY.PR.S | FixedReset Prem | 38,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.72 Evaluated at bid price : 25.50 Bid-YTW : 3.64 % |
| FTS.PR.M | FixedReset Disc | 36,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 22.35 Evaluated at bid price : 22.85 Bid-YTW : 4.17 % |
| BNS.PR.H | FixedReset Prem | 24,403 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 2.79 % |
| TD.PF.C | FixedReset Disc | 21,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 23.10 Evaluated at bid price : 24.30 Bid-YTW : 3.67 % |
| TRP.PR.C | FixedReset Disc | 19,537 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-31 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.30 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 17.25 – 19.00 Spot Rate : 1.7500 Average : 1.0594 YTW SCENARIO |
| BNS.PR.I | FixedReset Prem | Quote: 24.00 – 25.65 Spot Rate : 1.6500 Average : 1.0042 YTW SCENARIO |
| GWO.PR.F | Insurance Straight | Quote: 24.50 – 25.50 Spot Rate : 1.0000 Average : 0.5278 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 25.55 – 26.55 Spot Rate : 1.0000 Average : 0.5457 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.26 – 14.30 Spot Rate : 1.0400 Average : 0.6438 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.85 – 21.85 Spot Rate : 1.0000 Average : 0.6284 YTW SCENARIO |