| 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 | 3.26 % | 3.87 % | 36,440 | 19.63 | 1 | -1.9251 % | 2,685.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.3512 % | 5,176.7 |
| Floater | 3.39 % | 3.41 % | 58,411 | 18.65 | 3 | 2.3512 % | 2,983.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1233 % | 3,635.8 |
| SplitShare | 4.72 % | 4.23 % | 29,709 | 3.43 | 7 | -0.1233 % | 4,342.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1233 % | 3,387.8 |
| Perpetual-Premium | 5.32 % | -8.37 % | 51,360 | 0.08 | 16 | -0.3577 % | 3,207.0 |
| Perpetual-Discount | 4.97 % | 5.00 % | 67,158 | 15.38 | 16 | -0.4944 % | 3,715.0 |
| FixedReset Disc | 4.25 % | 4.38 % | 114,880 | 16.65 | 46 | -0.6104 % | 2,666.5 |
| Insurance Straight | 5.15 % | 4.74 % | 93,906 | 15.33 | 18 | -2.8039 % | 3,483.0 |
| FloatingReset | 3.36 % | 3.53 % | 45,026 | 18.49 | 2 | -5.8571 % | 2,674.4 |
| FixedReset Prem | 4.77 % | 3.94 % | 139,512 | 3.45 | 23 | -0.2826 % | 2,695.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6104 % | 2,725.7 |
| FixedReset Ins Non | 4.36 % | 4.30 % | 81,879 | 16.68 | 17 | -0.0271 % | 2,785.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.B | FixedReset Disc | -33.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 6.26 % |
| GWO.PR.I | Insurance Straight | -19.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.02 % |
| GWO.PR.H | Insurance Straight | -17.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.02 % |
| SLF.PR.J | FloatingReset | -11.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.15 % |
| BAM.PF.E | FixedReset Disc | -7.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.29 % |
| MFC.PR.F | FixedReset Ins Non | -7.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.87 Evaluated at bid price : 15.87 Bid-YTW : 4.38 % |
| GWO.PR.N | FixedReset Ins Non | -6.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 4.30 % |
| PWF.PR.P | FixedReset Disc | -5.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 4.80 % |
| RY.PR.J | FixedReset Disc | -4.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.41 Evaluated at bid price : 23.00 Bid-YTW : 4.39 % |
| PWF.PF.A | Perpetual-Discount | -3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.71 Evaluated at bid price : 23.11 Bid-YTW : 4.90 % |
| TRP.PR.C | FixedReset Disc | -3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 4.94 % |
| IFC.PR.E | Insurance Straight | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 24.71 Evaluated at bid price : 25.00 Bid-YTW : 5.28 % |
| SLF.PR.G | FixedReset Ins Non | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 4.12 % |
| TRP.PR.B | FixedReset Disc | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 12.96 Evaluated at bid price : 12.96 Bid-YTW : 4.96 % |
| SLF.PR.D | Insurance Straight | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 4.69 % |
| BAM.PF.A | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.08 Evaluated at bid price : 23.50 Bid-YTW : 4.78 % |
| BAM.PF.C | Perpetual-Discount | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 5.19 % |
| GWO.PR.R | Insurance Straight | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.56 Evaluated at bid price : 23.83 Bid-YTW : 5.03 % |
| PWF.PR.S | Perpetual-Discount | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.88 Evaluated at bid price : 24.15 Bid-YTW : 5.02 % |
| PWF.PR.G | Perpetual-Premium | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.97 % |
| MFC.PR.Q | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.02 Evaluated at bid price : 23.50 Bid-YTW : 4.31 % |
| BAM.PR.E | Ratchet | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 25.00 Evaluated at bid price : 18.85 Bid-YTW : 3.87 % |
| CU.PR.C | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.45 Evaluated at bid price : 21.75 Bid-YTW : 4.47 % |
| BAM.PF.F | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.90 Evaluated at bid price : 22.15 Bid-YTW : 4.91 % |
| SLF.PR.C | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 4.70 % |
| TD.PF.D | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.83 Evaluated at bid price : 23.80 Bid-YTW : 4.26 % |
| MFC.PR.M | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.41 % |
| FTS.PR.H | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 4.39 % |
| MFC.PR.J | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.35 Evaluated at bid price : 23.89 Bid-YTW : 4.29 % |
| PWF.PR.T | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.38 Evaluated at bid price : 22.70 Bid-YTW : 4.30 % |
| NA.PR.E | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.51 Evaluated at bid price : 24.00 Bid-YTW : 4.27 % |
| BIP.PR.A | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.80 Evaluated at bid price : 22.10 Bid-YTW : 5.47 % |
| IFC.PR.C | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.19 Evaluated at bid price : 22.81 Bid-YTW : 4.38 % |
| CM.PR.S | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.65 Evaluated at bid price : 24.20 Bid-YTW : 4.10 % |
| TRP.PR.E | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.95 % |
| BAM.PR.B | Floater | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 3.46 % |
| IFC.PR.A | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 4.24 % |
| IFC.PR.G | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.66 Evaluated at bid price : 24.10 Bid-YTW : 4.29 % |
| BAM.PR.Z | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.08 Evaluated at bid price : 23.70 Bid-YTW : 4.74 % |
| SLF.PR.E | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 4.74 % |
| TRP.PR.D | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 4.95 % |
| BAM.PF.I | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : -9.64 % |
| BMO.PR.S | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.30 Evaluated at bid price : 22.64 Bid-YTW : 4.22 % |
| NA.PR.S | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.50 Evaluated at bid price : 22.79 Bid-YTW : 4.29 % |
| TRP.PR.A | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 4.83 % |
| BIP.PR.F | FixedReset Prem | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.58 Evaluated at bid price : 24.85 Bid-YTW : 5.07 % |
| CU.PR.F | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 4.91 % |
| POW.PR.D | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 5.09 % |
| GWO.PR.Q | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 24.54 Evaluated at bid price : 24.79 Bid-YTW : 5.19 % |
| BAM.PF.D | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.74 Evaluated at bid price : 24.00 Bid-YTW : 5.18 % |
| BAM.PR.R | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 4.80 % |
| TD.PF.K | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.56 Evaluated at bid price : 24.70 Bid-YTW : 4.15 % |
| FTS.PR.M | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.33 Evaluated at bid price : 21.64 Bid-YTW : 4.57 % |
| CU.PR.G | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 4.76 % |
| CM.PR.P | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.05 Evaluated at bid price : 22.39 Bid-YTW : 4.21 % |
| BAM.PR.C | Floater | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.41 % |
| MFC.PR.L | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 4.37 % |
| BAM.PR.X | FixedReset Disc | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 4.82 % |
| MFC.PR.K | FixedReset Ins Non | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.46 Evaluated at bid price : 22.85 Bid-YTW : 4.09 % |
| FTS.PR.K | FixedReset Disc | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.54 % |
| CM.PR.Q | FixedReset Disc | 3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 22.87 Evaluated at bid price : 23.90 Bid-YTW : 4.22 % |
| BAM.PR.N | Perpetual-Discount | 5.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.17 % |
| BAM.PR.K | Floater | 7.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 13.99 Evaluated at bid price : 13.99 Bid-YTW : 3.41 % |
| MFC.PR.N | FixedReset Ins Non | 20.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.39 % |
| TRP.PR.G | FixedReset Disc | 82.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 21.97 Evaluated at bid price : 22.38 Bid-YTW : 4.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 90,394 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.11 % |
| RY.PR.S | FixedReset Prem | 44,919 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-07 Maturity Price : 23.56 Evaluated at bid price : 24.90 Bid-YTW : 3.90 % |
| CM.PR.Y | FixedReset Prem | 35,074 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 2.97 % |
| TD.PF.M | FixedReset Prem | 32,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.33 % |
| TRP.PR.K | FixedReset Prem | 31,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 2.68 % |
| PWF.PR.L | Perpetual-Discount | 28,990 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-06 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 0.16 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset Disc | Quote: 15.15 – 22.94 Spot Rate : 7.7900 Average : 4.1743 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 18.75 – 23.79 Spot Rate : 5.0400 Average : 2.7623 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.20 – 24.35 Spot Rate : 4.1500 Average : 2.2771 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.50 – 17.89 Spot Rate : 2.3900 Average : 1.4763 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 19.00 – 20.80 Spot Rate : 1.8000 Average : 1.1410 YTW SCENARIO |
| BAM.PR.E | Ratchet | Quote: 18.85 – 20.40 Spot Rate : 1.5500 Average : 1.0048 YTW SCENARIO |