| 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 | 0.8343 % | 2,431.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8343 % | 4,462.5 |
| Floater | 3.86 % | 3.91 % | 108,884 | 17.53 | 3 | 0.8343 % | 2,571.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5741 % | 3,068.5 |
| SplitShare | 4.75 % | 4.10 % | 55,969 | 1.30 | 5 | -0.5741 % | 3,664.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5741 % | 2,859.1 |
| Perpetual-Premium | 5.42 % | 4.86 % | 61,006 | 5.84 | 16 | -0.2906 % | 2,774.4 |
| Perpetual-Discount | 5.34 % | 5.40 % | 70,256 | 14.76 | 19 | -0.6365 % | 2,897.0 |
| FixedReset | 4.36 % | 4.45 % | 147,447 | 6.30 | 98 | -0.1883 % | 2,395.1 |
| Deemed-Retractible | 5.15 % | 5.68 % | 97,747 | 6.08 | 31 | -0.4378 % | 2,847.7 |
| FloatingReset | 2.72 % | 3.07 % | 45,372 | 4.14 | 8 | 0.1490 % | 2,627.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 4.63 % |
| EIT.PR.A | SplitShare | -1.77 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.81 % |
| CU.PR.G | Perpetual-Discount | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.34 % |
| MFC.PR.F | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.88 Bid-YTW : 8.55 % |
| BMO.PR.Y | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 22.73 Evaluated at bid price : 23.51 Bid-YTW : 4.45 % |
| GWO.PR.T | Deemed-Retractible | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.12 Bid-YTW : 5.72 % |
| PWF.PR.Z | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 23.83 Evaluated at bid price : 24.18 Bid-YTW : 5.44 % |
| SLF.PR.C | Deemed-Retractible | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.77 Bid-YTW : 7.46 % |
| BAM.PR.X | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 4.70 % |
| PWF.PR.P | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.55 % |
| 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 : 22.09 Bid-YTW : 6.60 % |
| SLF.PR.D | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 7.43 % |
| SLF.PR.B | Deemed-Retractible | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.31 Bid-YTW : 6.65 % |
| TRP.PR.C | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 4.63 % |
| TRP.PR.A | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.56 % |
| PWF.PR.K | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 22.70 Evaluated at bid price : 22.94 Bid-YTW : 5.45 % |
| TD.PF.E | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 22.99 Evaluated at bid price : 24.08 Bid-YTW : 4.46 % |
| GWO.PR.I | Deemed-Retractible | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.33 Bid-YTW : 7.07 % |
| BAM.PR.B | Floater | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.P | FixedReset | 364,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.71 % |
| BNS.PR.H | FixedReset | 301,290 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 3.71 % |
| BNS.PR.G | FixedReset | 158,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.96 Bid-YTW : 3.52 % |
| BAM.PF.G | FixedReset | 147,347 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 22.96 Evaluated at bid price : 23.90 Bid-YTW : 4.65 % |
| CM.PR.R | FixedReset | 88,987 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.50 % |
| BAM.PF.F | FixedReset | 86,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-07 Maturity Price : 23.48 Evaluated at bid price : 23.80 Bid-YTW : 4.72 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 25.00 – 25.50 Spot Rate : 0.5000 Average : 0.3051 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 23.51 – 24.10 Spot Rate : 0.5900 Average : 0.4111 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.09 – 22.62 Spot Rate : 0.5300 Average : 0.3706 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 21.33 – 21.68 Spot Rate : 0.3500 Average : 0.2201 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.22 – 21.55 Spot Rate : 0.3300 Average : 0.2049 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 24.55 – 24.84 Spot Rate : 0.2900 Average : 0.1907 YTW SCENARIO |