| 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 | 2.2121 % | 1,772.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.2121 % | 3,253.2 |
| Floater | 4.80 % | 4.85 % | 41,416 | 15.74 | 3 | 2.2121 % | 1,874.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2573 % | 3,547.0 |
| SplitShare | 4.78 % | 4.50 % | 43,949 | 3.50 | 8 | 0.2573 % | 4,235.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2573 % | 3,305.0 |
| Perpetual-Premium | 5.35 % | 0.02 % | 78,235 | 0.12 | 14 | 0.0895 % | 3,182.0 |
| Perpetual-Discount | 5.18 % | 5.16 % | 82,572 | 15.17 | 19 | 0.1692 % | 3,577.9 |
| FixedReset Disc | 5.37 % | 4.16 % | 129,420 | 16.47 | 64 | 0.6511 % | 2,158.4 |
| Insurance Straight | 5.08 % | 4.90 % | 105,481 | 15.14 | 22 | 0.0259 % | 3,491.4 |
| FloatingReset | 1.97 % | 2.29 % | 51,553 | 1.21 | 3 | 0.1844 % | 1,808.8 |
| FixedReset Prem | 5.20 % | 3.02 % | 237,361 | 0.74 | 15 | 0.0894 % | 2,660.6 |
| FixedReset Bank Non | 1.94 % | 2.20 % | 184,138 | 1.21 | 2 | -0.0402 % | 2,863.6 |
| FixedReset Ins Non | 5.38 % | 4.31 % | 67,925 | 16.41 | 22 | 1.9550 % | 2,245.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Y | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.13 % |
| NA.PR.G | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 4.42 % |
| BAM.PF.D | Perpetual-Discount | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 22.72 Evaluated at bid price : 23.00 Bid-YTW : 5.39 % |
| CM.PR.Q | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.26 % |
| TRP.PR.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 5.75 % |
| MFC.PR.B | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 23.89 Evaluated at bid price : 24.14 Bid-YTW : 4.87 % |
| CM.PR.P | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 4.11 % |
| RY.PR.J | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.05 % |
| TD.PF.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 4.01 % |
| TD.PF.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 3.99 % |
| MFC.PR.J | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.34 % |
| TRP.PR.F | FloatingReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 10.27 Evaluated at bid price : 10.27 Bid-YTW : 4.98 % |
| TRP.PR.C | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 9.20 Evaluated at bid price : 9.20 Bid-YTW : 5.54 % |
| TRP.PR.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 5.76 % |
| TD.PF.D | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 4.10 % |
| TD.PF.I | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 22.59 Evaluated at bid price : 22.92 Bid-YTW : 3.91 % |
| TD.PF.C | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 3.95 % |
| BAM.PF.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 5.38 % |
| MFC.PR.H | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.35 % |
| MFC.PR.Q | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 4.24 % |
| RY.PR.H | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 3.89 % |
| BMO.PR.W | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 3.95 % |
| MFC.PR.F | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 4.34 % |
| CU.PR.D | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 24.21 Evaluated at bid price : 24.45 Bid-YTW : 5.01 % |
| BIP.PR.E | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 5.72 % |
| TRP.PR.D | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 13.69 Evaluated at bid price : 13.69 Bid-YTW : 5.66 % |
| BNS.PR.I | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 3.84 % |
| IFC.PR.G | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.54 % |
| RY.PR.S | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.79 % |
| BMO.PR.T | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 4.07 % |
| CM.PR.O | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.20 % |
| BAM.PR.Z | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 17.14 Evaluated at bid price : 17.14 Bid-YTW : 5.35 % |
| BAM.PR.C | Floater | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 8.96 Evaluated at bid price : 8.96 Bid-YTW : 4.84 % |
| RY.PR.Z | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 3.84 % |
| BAM.PR.K | Floater | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 8.89 Evaluated at bid price : 8.89 Bid-YTW : 4.88 % |
| MFC.PR.M | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 4.23 % |
| BAM.PR.B | Floater | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 8.95 Evaluated at bid price : 8.95 Bid-YTW : 4.85 % |
| PWF.PR.P | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 4.76 % |
| IFC.PR.A | FixedReset Ins Non | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 4.56 % |
| TRP.PR.B | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 5.11 % |
| SLF.PR.B | Insurance Straight | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 4.90 % |
| BMO.PR.S | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 4.01 % |
| MFC.PR.R | FixedReset Ins Non | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 23.80 Evaluated at bid price : 25.05 Bid-YTW : 4.32 % |
| BAM.PR.R | FixedReset Disc | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 5.48 % |
| BAM.PR.T | FixedReset Disc | 6.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 5.34 % |
| MFC.PR.G | FixedReset Ins Non | 30.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset Prem | 110,334 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 2.59 % |
| TD.PF.G | FixedReset Prem | 92,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 2.76 % |
| TRP.PR.E | FixedReset Disc | 62,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 5.75 % |
| W.PR.K | FixedReset Disc | 41,116 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.55 % |
| BAM.PR.X | FixedReset Disc | 38,648 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-10 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 5.26 % |
| RY.PR.Q | FixedReset Prem | 28,874 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.07 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.81 – 21.00 Spot Rate : 3.1900 Average : 1.7935 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 11.08 – 12.00 Spot Rate : 0.9200 Average : 0.5449 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 11.20 – 11.95 Spot Rate : 0.7500 Average : 0.4860 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 18.31 – 19.00 Spot Rate : 0.6900 Average : 0.4964 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 18.78 – 19.85 Spot Rate : 1.0700 Average : 0.8884 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 19.15 – 19.88 Spot Rate : 0.7300 Average : 0.5592 YTW SCENARIO |