| 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 | 4.66 % | 5.65 % | 11,675 | 17.11 | 1 | 0.0000 % | 1,694.9 |
| FixedFloater | 6.71 % | 5.82 % | 20,026 | 16.72 | 1 | -1.7361 % | 3,010.2 |
| Floater | 4.54 % | 4.75 % | 45,452 | 15.93 | 4 | 0.0720 % | 1,711.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0336 % | 2,818.4 |
| SplitShare | 4.92 % | 5.40 % | 84,514 | 3.98 | 7 | 0.0336 % | 3,298.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0336 % | 2,573.3 |
| Perpetual-Premium | 5.76 % | -12.90 % | 75,082 | 0.09 | 6 | -0.0328 % | 2,600.1 |
| Perpetual-Discount | 5.50 % | 5.56 % | 99,922 | 14.56 | 33 | 0.1335 % | 2,663.7 |
| FixedReset | 5.13 % | 4.74 % | 162,733 | 7.42 | 88 | -0.0754 % | 1,990.8 |
| Deemed-Retractible | 5.17 % | 5.59 % | 128,201 | 4.93 | 33 | -0.0788 % | 2,659.1 |
| FloatingReset | 3.17 % | 4.98 % | 22,425 | 5.32 | 17 | 0.6291 % | 2,087.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CIU.PR.C | FixedReset | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 4.61 % |
| RY.PR.J | FixedReset | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.47 % |
| RY.PR.M | FixedReset | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.40 % |
| BAM.PR.G | FixedFloater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 25.00 Evaluated at bid price : 14.15 Bid-YTW : 5.82 % |
| TRP.PR.A | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 4.94 % |
| BAM.PR.T | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 15.28 Evaluated at bid price : 15.28 Bid-YTW : 5.27 % |
| BNS.PR.D | FloatingReset | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.51 Bid-YTW : 7.14 % |
| MFC.PR.N | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.43 Bid-YTW : 7.01 % |
| BIP.PR.A | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.83 % |
| BMO.PR.Z | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 23.56 Evaluated at bid price : 23.90 Bid-YTW : 5.23 % |
| CCS.PR.C | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 6.57 % |
| IAG.PR.G | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.75 Bid-YTW : 6.40 % |
| BAM.PF.G | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.73 % |
| TRP.PR.D | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.76 % |
| BNS.PR.A | FloatingReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 4.31 % |
| PVS.PR.E | SplitShare | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.73 Bid-YTW : 5.91 % |
| SLF.PR.G | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 9.49 % |
| BAM.PF.F | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.82 % |
| TRP.PR.I | FloatingReset | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 4.32 % |
| GWO.PR.O | FloatingReset | 3.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.80 Bid-YTW : 10.56 % |
| PWF.PR.Q | FloatingReset | 7.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 4.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSE.PR.A | FixedReset | 108,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 11.18 Evaluated at bid price : 11.18 Bid-YTW : 5.65 % |
| GWO.PR.P | Deemed-Retractible | 65,750 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.81 % |
| RY.PR.J | FixedReset | 65,230 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.47 % |
| SLF.PR.A | Deemed-Retractible | 62,736 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.36 % |
| GRP.PR.A | SplitShare | 49,135 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2023-05-25 Maturity Price : 25.00 Evaluated at bid price : 24.76 Bid-YTW : 6.42 % |
| TRP.PR.D | FixedReset | 34,007 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-06 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.76 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.E | Ratchet | Quote: 14.51 – 16.17 Spot Rate : 1.6600 Average : 1.0945 YTW SCENARIO |
| TD.PR.S | FixedReset | Quote: 22.41 – 23.40 Spot Rate : 0.9900 Average : 0.6364 YTW SCENARIO |
| TD.PF.F | Perpetual-Discount | Quote: 23.63 – 24.37 Spot Rate : 0.7400 Average : 0.4961 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 14.51 – 14.95 Spot Rate : 0.4400 Average : 0.3274 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 19.80 – 20.35 Spot Rate : 0.5500 Average : 0.4454 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 21.70 – 22.10 Spot Rate : 0.4000 Average : 0.2995 YTW SCENARIO |