| 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 | 4.12 % | 4.93 % | 25,079 | 17.95 | 1 | 1.8634 % | 1,887.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6758 % | 3,485.1 |
| Floater | 3.96 % | 4.09 % | 52,168 | 17.26 | 4 | 0.6758 % | 2,008.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0790 % | 2,947.0 |
| SplitShare | 4.81 % | 4.51 % | 77,800 | 4.22 | 6 | -0.0790 % | 3,519.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0790 % | 2,746.0 |
| Perpetual-Premium | 5.59 % | -3.20 % | 72,638 | 0.09 | 12 | -0.1147 % | 2,699.3 |
| Perpetual-Discount | 5.29 % | 5.37 % | 92,325 | 14.88 | 26 | -0.0688 % | 2,817.0 |
| FixedReset | 4.62 % | 4.37 % | 230,830 | 6.77 | 96 | 0.1355 % | 2,217.0 |
| Deemed-Retractible | 5.12 % | 3.44 % | 133,393 | 0.28 | 32 | -0.0389 % | 2,783.8 |
| FloatingReset | 2.46 % | 3.56 % | 41,122 | 4.75 | 11 | 0.4081 % | 2,402.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| VNR.PR.A | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 4.94 % |
| IAG.PR.A | Deemed-Retractible | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.11 Bid-YTW : 6.53 % |
| IFC.PR.C | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.91 Bid-YTW : 6.14 % |
| BMO.PR.T | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.28 % |
| SLF.PR.J | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.90 Bid-YTW : 9.03 % |
| TRP.PR.H | FloatingReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 3.36 % |
| TRP.PR.C | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 4.38 % |
| BAM.PR.E | Ratchet | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 25.00 Evaluated at bid price : 16.40 Bid-YTW : 4.93 % |
| TRP.PR.B | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 4.31 % |
| TRP.PR.F | FloatingReset | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 16.29 Evaluated at bid price : 16.29 Bid-YTW : 3.63 % |
| TRP.PR.A | FixedReset | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 4.58 % |
| PWF.PR.A | Floater | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 340,439 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 4.24 % |
| TD.PF.A | FixedReset | 128,697 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 4.26 % |
| TRP.PR.D | FixedReset | 121,583 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.63 % |
| MFC.PR.R | FixedReset | 117,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.63 % |
| NA.PR.A | FixedReset | 104,328 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.24 Bid-YTW : 4.12 % |
| TRP.PR.K | FixedReset | 99,747 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.49 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.R | FloatingReset | Quote: 23.51 – 23.83 Spot Rate : 0.3200 Average : 0.2094 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 15.26 – 15.56 Spot Rate : 0.3000 Average : 0.1983 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.11 – 22.58 Spot Rate : 0.4700 Average : 0.3986 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 22.64 – 22.86 Spot Rate : 0.2200 Average : 0.1519 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 23.08 – 23.36 Spot Rate : 0.2800 Average : 0.2126 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 21.01 – 21.24 Spot Rate : 0.2300 Average : 0.1728 YTW SCENARIO |