| 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 | -1.7388 % | 3,063.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.7388 % | 5,621.1 |
| Floater | 3.79 % | 4.05 % | 38,815 | 17.30 | 4 | -1.7388 % | 3,239.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1195 % | 3,217.4 |
| SplitShare | 4.62 % | 4.96 % | 51,949 | 4.65 | 5 | 0.1195 % | 3,842.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1195 % | 2,997.9 |
| Perpetual-Premium | 5.67 % | 5.09 % | 82,127 | 14.20 | 12 | 0.0067 % | 2,893.8 |
| Perpetual-Discount | 5.63 % | 5.74 % | 77,763 | 14.27 | 21 | -0.3453 % | 2,922.4 |
| FixedReset Disc | 4.40 % | 5.36 % | 156,068 | 15.07 | 46 | -0.7519 % | 2,480.9 |
| Deemed-Retractible | 5.33 % | 6.54 % | 69,990 | 5.19 | 27 | -0.1436 % | 2,911.3 |
| FloatingReset | 3.82 % | 3.93 % | 46,505 | 5.43 | 4 | -0.9832 % | 2,766.1 |
| FixedReset Prem | 4.96 % | 4.59 % | 234,237 | 3.04 | 34 | -0.5845 % | 2,530.5 |
| FixedReset Bank Non | 2.96 % | 3.73 % | 110,969 | 0.29 | 6 | 0.0069 % | 2,578.4 |
| FixedReset Ins Non | 4.52 % | 6.17 % | 129,344 | 5.29 | 22 | -0.7719 % | 2,483.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EMA.PR.H | FixedReset Prem | -3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.73 Evaluated at bid price : 23.85 Bid-YTW : 5.15 % |
| HSE.PR.G | FixedReset Prem | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.85 Evaluated at bid price : 23.25 Bid-YTW : 6.32 % |
| HSE.PR.A | FixedReset Disc | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 6.08 % |
| BAM.PR.K | Floater | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 4.06 % |
| HSE.PR.E | FixedReset Prem | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 23.06 Evaluated at bid price : 23.51 Bid-YTW : 6.29 % |
| GWO.PR.N | FixedReset Ins Non | -2.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.10 Bid-YTW : 9.06 % |
| BAM.PR.B | Floater | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 4.06 % |
| BAM.PR.C | Floater | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.05 % |
| TRP.PR.C | FixedReset Disc | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 5.71 % |
| SLF.PR.H | FixedReset Ins Non | -2.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.53 Bid-YTW : 7.48 % |
| BMO.PR.W | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 5.25 % |
| BMO.PR.T | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 5.27 % |
| TRP.PR.A | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.69 % |
| MFC.PR.N | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.92 Bid-YTW : 7.15 % |
| W.PR.H | Perpetual-Discount | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 5.71 % |
| PWF.PR.P | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 5.42 % |
| 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 : 18.76 Bid-YTW : 8.42 % |
| W.PR.J | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 24.17 Evaluated at bid price : 24.43 Bid-YTW : 5.79 % |
| TRP.PR.F | FloatingReset | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 4.72 % |
| CU.PR.C | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.30 % |
| MFC.PR.M | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 7.12 % |
| TRP.PR.G | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.69 Evaluated at bid price : 23.01 Bid-YTW : 5.72 % |
| BAM.PF.E | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.92 Evaluated at bid price : 22.48 Bid-YTW : 5.52 % |
| BMO.PR.S | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.89 Evaluated at bid price : 22.40 Bid-YTW : 5.28 % |
| W.PR.M | FixedReset Prem | -1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 5.13 % |
| RY.PR.H | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.76 Evaluated at bid price : 22.21 Bid-YTW : 5.24 % |
| TRP.PR.D | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 5.73 % |
| MFC.PR.Q | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.44 Bid-YTW : 6.15 % |
| BAM.PR.R | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 5.65 % |
| TD.PF.K | FixedReset Prem | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 23.00 Evaluated at bid price : 24.55 Bid-YTW : 5.03 % |
| MFC.PR.F | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.48 Bid-YTW : 9.72 % |
| SLF.PR.C | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.01 Bid-YTW : 8.84 % |
| BAM.PR.M | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 5.97 % |
| PWF.PR.Q | FloatingReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 3.93 % |
| PWF.PR.S | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 5.69 % |
| MFC.PR.K | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.84 Bid-YTW : 7.38 % |
| MFC.PR.L | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.59 Bid-YTW : 7.46 % |
| BAM.PF.B | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.14 Evaluated at bid price : 22.80 Bid-YTW : 5.56 % |
| SLF.PR.B | Deemed-Retractible | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.29 Bid-YTW : 8.03 % |
| RY.PR.M | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.98 Evaluated at bid price : 23.31 Bid-YTW : 5.24 % |
| BIP.PR.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.51 Evaluated at bid price : 23.36 Bid-YTW : 5.72 % |
| CM.PR.S | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.57 Evaluated at bid price : 23.45 Bid-YTW : 5.09 % |
| IFC.PR.C | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.31 % |
| BAM.PF.J | FixedReset Prem | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 5.25 % |
| IFC.PR.E | Deemed-Retractible | 1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 80,175 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.48 % |
| BMO.PR.E | FixedReset Prem | 47,115 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 23.15 Evaluated at bid price : 24.97 Bid-YTW : 5.01 % |
| RY.PR.Q | FixedReset Prem | 41,790 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.14 % |
| RY.PR.D | Deemed-Retractible | 41,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-12-09 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.24 % |
| TD.PF.G | FixedReset Prem | 36,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.99 Bid-YTW : 3.88 % |
| RY.PR.S | FixedReset Disc | 34,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-09 Maturity Price : 22.99 Evaluated at bid price : 24.57 Bid-YTW : 4.83 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EMA.PR.H | FixedReset Prem | Quote: 23.85 – 25.00 Spot Rate : 1.1500 Average : 0.6435 YTW SCENARIO |
| HSE.PR.G | FixedReset Prem | Quote: 23.25 – 24.20 Spot Rate : 0.9500 Average : 0.6321 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 22.00 – 22.45 Spot Rate : 0.4500 Average : 0.2793 YTW SCENARIO |
| HSE.PR.E | FixedReset Prem | Quote: 23.51 – 24.04 Spot Rate : 0.5300 Average : 0.3625 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 17.19 – 17.62 Spot Rate : 0.4300 Average : 0.2831 YTW SCENARIO |
| W.PR.H | Perpetual-Discount | Quote: 24.30 – 24.80 Spot Rate : 0.5000 Average : 0.3611 YTW SCENARIO |