| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5652 % | 1,622.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5652 % | 2,963.5 |
| Floater | 4.74 % | 4.73 % | 61,620 | 16.01 | 3 | -0.5652 % | 1,707.9 |
| OpRet | 4.87 % | 0.69 % | 39,353 | 0.08 | 1 | 0.0398 % | 2,830.1 |
| SplitShare | 4.89 % | 5.03 % | 86,782 | 4.66 | 7 | -0.0349 % | 3,331.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0349 % | 2,599.4 |
| Perpetual-Premium | 5.62 % | 0.85 % | 75,169 | 0.09 | 9 | -0.0479 % | 2,615.9 |
| Perpetual-Discount | 5.41 % | 5.48 % | 105,674 | 14.60 | 28 | -0.0647 % | 2,714.1 |
| FixedReset | 5.30 % | 4.74 % | 160,854 | 7.36 | 88 | -0.1981 % | 1,930.7 |
| Deemed-Retractible | 5.15 % | 5.41 % | 124,956 | 4.93 | 33 | -0.1127 % | 2,688.5 |
| FloatingReset | 3.20 % | 5.16 % | 27,140 | 5.20 | 17 | -0.2758 % | 2,073.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 4.69 % |
| TRP.PR.I | FloatingReset | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 4.61 % |
| TRP.PR.E | FixedReset | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 4.66 % |
| TRP.PR.G | FixedReset | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.01 % |
| IAG.PR.G | FixedReset | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.21 Bid-YTW : 7.98 % |
| MFC.PR.F | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.76 Bid-YTW : 10.97 % |
| FTS.PR.M | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 4.51 % |
| HSE.PR.G | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 5.52 % |
| BAM.PR.T | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 14.18 Evaluated at bid price : 14.18 Bid-YTW : 5.28 % |
| HSE.PR.C | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 5.63 % |
| BAM.PF.G | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.87 % |
| VNR.PR.A | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 5.00 % |
| MFC.PR.N | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.06 Bid-YTW : 7.86 % |
| FTS.PR.G | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.41 % |
| MFC.PR.M | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.10 Bid-YTW : 7.90 % |
| HSE.PR.A | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 5.20 % |
| TRP.PR.D | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 4.70 % |
| GWO.PR.N | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.55 Bid-YTW : 10.19 % |
| BAM.PR.B | Floater | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 9.99 Evaluated at bid price : 9.99 Bid-YTW : 4.73 % |
| NA.PR.S | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.56 % |
| FTS.PR.F | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 5.28 % |
| RY.PR.I | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 5.06 % |
| PWF.PR.P | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 12.38 Evaluated at bid price : 12.38 Bid-YTW : 4.55 % |
| TD.PF.B | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 4.27 % |
| BMO.PR.S | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 4.27 % |
| RY.PR.H | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.21 % |
| SLF.PR.G | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.00 Bid-YTW : 9.85 % |
| RY.PR.Z | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 4.16 % |
| CM.PR.P | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 4.28 % |
| BMO.PR.T | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 4.23 % |
| RY.PR.J | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.52 % |
| BMO.PR.W | FixedReset | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.21 % |
| TRP.PR.C | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 12.02 Evaluated at bid price : 12.02 Bid-YTW : 4.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.H | FixedReset | 159,094 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.48 % |
| RY.PR.Z | FixedReset | 97,596 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 4.16 % |
| TD.PF.G | FixedReset | 89,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 4.63 % |
| BMO.PR.T | FixedReset | 84,532 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 4.23 % |
| NA.PR.S | FixedReset | 68,891 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.56 % |
| CM.PR.P | FixedReset | 66,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-17 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 4.28 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset | Quote: 19.22 – 19.87 Spot Rate : 0.6500 Average : 0.4270 YTW SCENARIO |
| TRP.PR.I | FloatingReset | Quote: 11.35 – 12.00 Spot Rate : 0.6500 Average : 0.4378 YTW SCENARIO |
| ALB.PR.C | SplitShare | Quote: 26.07 – 26.99 Spot Rate : 0.9200 Average : 0.7279 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 17.32 – 17.79 Spot Rate : 0.4700 Average : 0.2842 YTW SCENARIO |
| TD.PF.G | FixedReset | Quote: 26.15 – 26.56 Spot Rate : 0.4100 Average : 0.2389 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 17.67 – 18.20 Spot Rate : 0.5300 Average : 0.3640 YTW SCENARIO |