| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 1.5444 % | 2,137.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5444 % | 3,922.3 |
| Floater | 3.56 % | 3.69 % | 46,591 | 18.11 | 4 | 1.5444 % | 2,260.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1567 % | 3,008.2 |
| SplitShare | 4.98 % | 3.75 % | 63,114 | 0.73 | 5 | 0.1567 % | 3,592.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1567 % | 2,803.0 |
| Perpetual-Premium | 5.35 % | 4.59 % | 64,318 | 2.81 | 20 | 0.0098 % | 2,743.8 |
| Perpetual-Discount | 5.15 % | 5.20 % | 96,680 | 15.11 | 18 | 0.1814 % | 2,930.4 |
| FixedReset | 4.40 % | 4.15 % | 229,286 | 6.73 | 98 | 0.4524 % | 2,348.7 |
| Deemed-Retractible | 5.05 % | 0.39 % | 139,870 | 0.20 | 31 | 0.0530 % | 2,855.2 |
| FloatingReset | 2.48 % | 3.24 % | 46,184 | 4.60 | 9 | -0.0053 % | 2,495.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.92 Evaluated at bid price : 23.98 Bid-YTW : 4.29 % |
| SLF.PR.H | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 6.33 % |
| TD.PF.D | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.74 Evaluated at bid price : 23.63 Bid-YTW : 4.20 % |
| CM.PR.P | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 21.87 Evaluated at bid price : 22.15 Bid-YTW : 4.03 % |
| BAM.PF.B | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 4.51 % |
| RY.PR.J | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.70 Evaluated at bid price : 23.50 Bid-YTW : 4.17 % |
| MFC.PR.I | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.27 Bid-YTW : 5.24 % |
| MFC.PR.L | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.35 Bid-YTW : 5.94 % |
| BAM.PF.F | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.92 Evaluated at bid price : 23.74 Bid-YTW : 4.35 % |
| MFC.PR.N | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.11 Bid-YTW : 5.51 % |
| MFC.PR.M | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.06 Bid-YTW : 5.61 % |
| FTS.PR.G | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 4.15 % |
| BAM.PF.H | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 2.98 % |
| BAM.PF.A | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.78 Evaluated at bid price : 23.19 Bid-YTW : 4.51 % |
| BAM.PF.D | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 23.07 Evaluated at bid price : 23.45 Bid-YTW : 5.22 % |
| BMO.PR.S | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.35 Evaluated at bid price : 22.70 Bid-YTW : 4.02 % |
| CM.PR.O | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.29 Evaluated at bid price : 22.66 Bid-YTW : 4.03 % |
| FTS.PR.M | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.69 Evaluated at bid price : 23.36 Bid-YTW : 4.04 % |
| MFC.PR.K | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.48 Bid-YTW : 5.82 % |
| BMO.PR.W | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 21.93 Evaluated at bid price : 22.20 Bid-YTW : 3.99 % |
| BIP.PR.B | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 4.45 % |
| BAM.PR.K | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 3.73 % |
| PWF.PR.T | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.64 Evaluated at bid price : 22.99 Bid-YTW : 4.04 % |
| BMO.PR.T | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.12 Evaluated at bid price : 22.43 Bid-YTW : 3.97 % |
| FTS.PR.H | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.16 % |
| MFC.PR.F | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.75 Bid-YTW : 9.06 % |
| RY.PR.M | FixedReset | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.57 Evaluated at bid price : 23.36 Bid-YTW : 4.08 % |
| BAM.PR.X | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.73 % |
| FTS.PR.K | FixedReset | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.11 % |
| BAM.PR.C | Floater | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 12.69 Evaluated at bid price : 12.69 Bid-YTW : 3.72 % |
| BAM.PR.B | Floater | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 3.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 74,168 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.28 % |
| HSE.PR.G | FixedReset | 65,726 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 23.09 Evaluated at bid price : 24.35 Bid-YTW : 4.82 % |
| FTS.PR.G | FixedReset | 65,034 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 4.15 % |
| BAM.PF.D | Perpetual-Discount | 41,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 23.07 Evaluated at bid price : 23.45 Bid-YTW : 5.22 % |
| RY.PR.Z | FixedReset | 41,293 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.25 Evaluated at bid price : 22.56 Bid-YTW : 3.93 % |
| BAM.PF.G | FixedReset | 35,721 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-13 Maturity Price : 22.92 Evaluated at bid price : 23.98 Bid-YTW : 4.29 % |
| There were 44 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset | Quote: 15.80 – 16.15 Spot Rate : 0.3500 Average : 0.2183 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 23.60 – 23.87 Spot Rate : 0.2700 Average : 0.1851 YTW SCENARIO |
| BMO.PR.B | FixedReset | Quote: 26.06 – 26.24 Spot Rate : 0.1800 Average : 0.1023 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.10 – 23.32 Spot Rate : 0.2200 Average : 0.1424 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.70 – 23.00 Spot Rate : 0.3000 Average : 0.2256 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 12.77 – 13.00 Spot Rate : 0.2300 Average : 0.1677 YTW SCENARIO |