| 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 | -0.3586 % | 1,683.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3586 % | 3,075.8 |
| Floater | 4.91 % | 4.64 % | 89,675 | 16.17 | 4 | -0.3586 % | 1,772.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0556 % | 2,883.3 |
| SplitShare | 5.05 % | 4.78 % | 72,373 | 2.19 | 5 | 0.0556 % | 3,443.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0556 % | 2,686.6 |
| Perpetual-Premium | 5.50 % | 4.60 % | 67,103 | 1.97 | 12 | 0.0423 % | 2,675.3 |
| Perpetual-Discount | 5.14 % | 5.17 % | 92,170 | 15.00 | 26 | 0.0159 % | 2,899.7 |
| FixedReset | 5.00 % | 4.46 % | 151,249 | 6.95 | 92 | 0.1109 % | 2,033.3 |
| Deemed-Retractible | 5.03 % | 4.49 % | 116,086 | 3.21 | 32 | -0.0967 % | 2,795.7 |
| FloatingReset | 2.83 % | 4.32 % | 31,424 | 5.01 | 12 | -0.3800 % | 2,196.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.A | FloatingReset | -2.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.04 Bid-YTW : 5.06 % |
| CU.PR.C | FixedReset | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 4.44 % |
| IAG.PR.A | Deemed-Retractible | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 5.86 % |
| BNS.PR.D | FloatingReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.35 Bid-YTW : 6.57 % |
| TRP.PR.B | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 4.28 % |
| TRP.PR.H | FloatingReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 10.41 Evaluated at bid price : 10.41 Bid-YTW : 4.32 % |
| NA.PR.W | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.40 % |
| CU.PR.H | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.10 % |
| TRP.PR.C | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 13.26 Evaluated at bid price : 13.26 Bid-YTW : 4.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 2,738,643 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 4.49 % |
| TD.PF.H | FixedReset | 401,773 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.53 % |
| CM.PR.O | FixedReset | 213,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.30 % |
| BMO.PR.T | FixedReset | 104,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 4.21 % |
| BMO.PR.S | FixedReset | 59,156 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-16 Maturity Price : 18.97 Evaluated at bid price : 18.97 Bid-YTW : 4.22 % |
| CCS.PR.C | Deemed-Retractible | 54,534 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.31 Bid-YTW : 5.42 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset | Quote: 19.53 – 20.22 Spot Rate : 0.6900 Average : 0.4239 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 13.08 – 13.60 Spot Rate : 0.5200 Average : 0.3425 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 15.16 – 15.60 Spot Rate : 0.4400 Average : 0.2884 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.95 – 23.29 Spot Rate : 0.3400 Average : 0.2368 YTW SCENARIO |
| BMO.PR.A | FloatingReset | Quote: 21.04 – 21.75 Spot Rate : 0.7100 Average : 0.6095 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.30 – 25.68 Spot Rate : 0.3800 Average : 0.2874 YTW SCENARIO |