| 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 | 0.6539 % | 2,129.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6539 % | 3,906.7 |
| Floater | 3.68 % | 3.73 % | 79,378 | 17.92 | 3 | 0.6539 % | 2,251.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1260 % | 3,050.8 |
| SplitShare | 4.72 % | 4.39 % | 70,146 | 3.92 | 5 | 0.1260 % | 3,643.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1260 % | 2,842.6 |
| Perpetual-Premium | 5.27 % | 2.15 % | 68,101 | 0.09 | 25 | 0.1061 % | 2,798.2 |
| Perpetual-Discount | 5.07 % | 5.06 % | 98,993 | 15.30 | 12 | 0.1696 % | 3,009.0 |
| FixedReset | 4.51 % | 4.11 % | 198,869 | 6.53 | 95 | 0.7440 % | 2,299.8 |
| Deemed-Retractible | 4.98 % | 4.99 % | 119,130 | 6.26 | 30 | 0.0150 % | 2,903.0 |
| FloatingReset | 2.50 % | 3.09 % | 47,989 | 4.39 | 10 | 0.4688 % | 2,532.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.I | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.88 Bid-YTW : 3.46 % |
| HSE.PR.E | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 22.90 Evaluated at bid price : 23.79 Bid-YTW : 4.71 % |
| TD.PF.B | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 4.02 % |
| BAM.PR.X | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 4.41 % |
| BMO.PR.T | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 4.01 % |
| TD.PF.A | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 3.98 % |
| HSE.PR.A | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 4.28 % |
| TD.PF.C | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 4.03 % |
| TRP.PR.E | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.18 % |
| MFC.PR.I | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.27 Bid-YTW : 5.61 % |
| TRP.PR.D | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 4.21 % |
| MFC.PR.F | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.62 Bid-YTW : 9.22 % |
| RY.PR.Z | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 3.91 % |
| SLF.PR.J | FloatingReset | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.35 Bid-YTW : 9.02 % |
| MFC.PR.G | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 5.13 % |
| IAG.PR.G | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.80 Bid-YTW : 5.91 % |
| BMO.PR.W | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 3.98 % |
| BAM.PF.G | FixedReset | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 22.26 Evaluated at bid price : 22.72 Bid-YTW : 4.35 % |
| BAM.PR.T | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 4.48 % |
| MFC.PR.M | FixedReset | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.34 Bid-YTW : 6.70 % |
| BMO.PR.S | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 3.95 % |
| PWF.PR.P | FixedReset | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 4.03 % |
| MFC.PR.N | FixedReset | 1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.32 Bid-YTW : 6.65 % |
| MFC.PR.K | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.81 Bid-YTW : 6.83 % |
| BAM.PR.R | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.36 % |
| BAM.PF.A | FixedReset | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 21.74 Evaluated at bid price : 22.20 Bid-YTW : 4.44 % |
| BAM.PF.F | FixedReset | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 22.33 Evaluated at bid price : 22.70 Bid-YTW : 4.35 % |
| MFC.PR.L | FixedReset | 2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 6.99 % |
| BAM.PR.Z | FixedReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 21.55 Evaluated at bid price : 21.90 Bid-YTW : 4.58 % |
| TRP.PR.H | FloatingReset | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 13.54 Evaluated at bid price : 13.54 Bid-YTW : 3.33 % |
| TRP.PR.A | FixedReset | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 3.99 % |
| TRP.PR.F | FloatingReset | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 3.32 % |
| MFC.PR.J | FixedReset | 2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.80 Bid-YTW : 5.71 % |
| BAM.PF.B | FixedReset | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 4.37 % |
| TRP.PR.C | FixedReset | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 15.59 Evaluated at bid price : 15.59 Bid-YTW : 3.98 % |
| BAM.PF.E | FixedReset | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 4.41 % |
| TRP.PR.B | FixedReset | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 3.90 % |
| IFC.PR.A | FixedReset | 3.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.47 Bid-YTW : 8.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 117,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-09 Maturity Price : 23.15 Evaluated at bid price : 24.98 Bid-YTW : 4.27 % |
| BMO.PR.Q | FixedReset | 82,810 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.18 Bid-YTW : 5.65 % |
| RY.PR.R | FixedReset | 81,954 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.92 Bid-YTW : 3.60 % |
| TD.PF.H | FixedReset | 80,515 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.95 % |
| GWO.PR.N | FixedReset | 76,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.51 Bid-YTW : 9.25 % |
| SLF.PR.I | FixedReset | 70,156 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 5.51 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset | Quote: 25.88 – 26.30 Spot Rate : 0.4200 Average : 0.2766 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 20.85 – 21.25 Spot Rate : 0.4000 Average : 0.2596 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 15.51 – 15.83 Spot Rate : 0.3200 Average : 0.2055 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 20.69 – 21.14 Spot Rate : 0.4500 Average : 0.3380 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 23.15 – 23.53 Spot Rate : 0.3800 Average : 0.2859 YTW SCENARIO |
| NA.PR.S | FixedReset | Quote: 21.26 – 21.49 Spot Rate : 0.2300 Average : 0.1408 YTW SCENARIO |