| 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 | 3.03 % | 3.51 % | 42,416 | 20.06 | 1 | -0.4434 % | 2,879.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2540 % | 5,378.6 |
| Floater | 2.96 % | 2.98 % | 52,156 | 19.79 | 3 | 0.2540 % | 3,099.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8001 % | 3,652.0 |
| SplitShare | 4.70 % | 4.44 % | 31,481 | 3.58 | 6 | -0.8001 % | 4,361.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8001 % | 3,402.9 |
| Perpetual-Premium | 5.15 % | -15.28 % | 48,334 | 0.09 | 24 | -0.0293 % | 3,258.1 |
| Perpetual-Discount | 4.69 % | 4.81 % | 49,579 | 15.78 | 7 | 0.2441 % | 3,878.5 |
| FixedReset Disc | 3.92 % | 3.92 % | 117,213 | 16.60 | 46 | 0.4444 % | 2,901.5 |
| Insurance Straight | 4.87 % | 4.21 % | 82,189 | 0.45 | 17 | -0.1191 % | 3,672.4 |
| FloatingReset | 2.69 % | 3.02 % | 35,551 | 19.68 | 2 | 0.1400 % | 2,902.5 |
| FixedReset Prem | 4.72 % | 2.94 % | 108,427 | 1.72 | 25 | 0.0903 % | 2,733.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4444 % | 2,965.9 |
| FixedReset Ins Non | 4.06 % | 3.77 % | 73,496 | 16.94 | 17 | 0.7490 % | 2,995.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RS.PR.A | SplitShare | -3.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.61 Bid-YTW : 3.61 % |
| BAM.PF.G | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 22.39 Evaluated at bid price : 23.00 Bid-YTW : 4.55 % |
| PVS.PR.J | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.44 % |
| TD.PF.A | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 22.98 Evaluated at bid price : 23.95 Bid-YTW : 3.88 % |
| BAM.PR.Z | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.83 % |
| TRP.PR.A | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.49 % |
| IFC.PR.A | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 21.47 Evaluated at bid price : 21.80 Bid-YTW : 3.77 % |
| 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 : 3.48 % |
| TRP.PR.B | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 4.49 % |
| TRP.PR.C | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.32 % |
| BAM.PR.T | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 4.54 % |
| CU.PR.G | Perpetual-Discount | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 24.26 Evaluated at bid price : 24.55 Bid-YTW : 4.63 % |
| TRP.PR.D | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 4.52 % |
| FTS.PR.H | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.11 % |
| GWO.PR.N | FixedReset Ins Non | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 3.73 % |
| BAM.PF.B | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 23.06 Evaluated at bid price : 23.90 Bid-YTW : 4.39 % |
| SLF.PR.H | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 22.29 Evaluated at bid price : 23.00 Bid-YTW : 3.83 % |
| MFC.PR.F | FixedReset Ins Non | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 3.76 % |
| PWF.PR.P | FixedReset Disc | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset Disc | 139,170 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.72 % |
| BAM.PF.I | FixedReset Prem | 39,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 1.83 % |
| TD.PF.K | FixedReset Prem | 35,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.91 % |
| BAM.PR.T | FixedReset Disc | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 4.54 % |
| MFC.PR.M | FixedReset Ins Non | 23,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 22.84 Evaluated at bid price : 23.70 Bid-YTW : 4.09 % |
| TRP.PR.A | FixedReset Disc | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-14 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.49 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 23.00 – 23.95 Spot Rate : 0.9500 Average : 0.6639 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.70 – 24.50 Spot Rate : 0.8000 Average : 0.5919 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.61 – 11.15 Spot Rate : 0.5400 Average : 0.3779 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.40 – 24.60 Spot Rate : 1.2000 Average : 1.0463 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.95 – 24.38 Spot Rate : 0.4300 Average : 0.3154 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.00 – 26.40 Spot Rate : 0.4000 Average : 0.3075 YTW SCENARIO |