| 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 | 1.3677 % | 2,477.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3677 % | 4,545.4 |
| Floater | 4.72 % | 5.07 % | 38,908 | 15.41 | 4 | 1.3677 % | 2,619.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0740 % | 3,184.9 |
| SplitShare | 4.67 % | 5.00 % | 85,616 | 4.53 | 6 | -0.0740 % | 3,803.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0740 % | 2,967.6 |
| Perpetual-Premium | 5.57 % | 5.25 % | 161,064 | 14.97 | 2 | 0.0000 % | 2,892.6 |
| Perpetual-Discount | 5.64 % | 5.75 % | 75,200 | 14.22 | 33 | 0.2878 % | 2,953.7 |
| FixedReset Disc | 4.89 % | 5.24 % | 200,722 | 15.06 | 66 | 0.8775 % | 2,307.6 |
| Deemed-Retractible | 5.39 % | 6.27 % | 83,783 | 8.20 | 27 | 0.2513 % | 2,939.1 |
| FloatingReset | 4.02 % | 3.96 % | 43,709 | 2.92 | 7 | 0.4888 % | 2,507.3 |
| FixedReset Prem | 5.16 % | 4.22 % | 262,268 | 2.22 | 14 | -0.0112 % | 2,529.5 |
| FixedReset Bank Non | 2.97 % | 3.52 % | 127,095 | 0.12 | 6 | -0.1097 % | 2,583.6 |
| FixedReset Ins Non | 4.82 % | 6.44 % | 145,794 | 8.43 | 22 | 0.9848 % | 2,280.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.P | FixedReset Disc | -4.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 5.34 % |
| BMO.PR.D | FixedReset Disc | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.06 Evaluated at bid price : 22.50 Bid-YTW : 5.47 % |
| BAM.PF.G | FixedReset Disc | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 5.60 % |
| IFC.PR.A | FixedReset Ins Non | -2.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.97 Bid-YTW : 7.95 % |
| MFC.PR.L | FixedReset Ins Non | -1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.93 Bid-YTW : 7.29 % |
| MFC.PR.R | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.88 % |
| BAM.PF.F | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 5.54 % |
| RY.PR.J | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.74 Evaluated at bid price : 22.20 Bid-YTW : 5.10 % |
| BAM.PF.B | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.34 % |
| BMO.PR.Y | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.75 Evaluated at bid price : 22.22 Bid-YTW : 5.07 % |
| BAM.PF.I | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.31 % |
| TD.PF.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.99 % |
| TRP.PR.G | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 5.56 % |
| TRP.PR.F | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 16.93 Evaluated at bid price : 16.93 Bid-YTW : 5.29 % |
| TRP.PR.B | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.56 % |
| HSE.PR.A | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 6.21 % |
| VNR.PR.A | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.38 % |
| CM.PR.R | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.61 Evaluated at bid price : 23.40 Bid-YTW : 5.35 % |
| TRP.PR.K | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 5.56 % |
| CU.PR.E | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.85 Evaluated at bid price : 21.85 Bid-YTW : 5.69 % |
| TD.PF.K | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.41 Evaluated at bid price : 23.22 Bid-YTW : 4.81 % |
| MFC.PR.J | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 6.40 % |
| MFC.PR.Q | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 6.44 % |
| TD.PF.B | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.01 % |
| CM.PR.O | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.07 % |
| TD.PF.C | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.99 % |
| HSE.PR.G | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 6.37 % |
| BAM.PF.D | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.80 Evaluated at bid price : 21.80 Bid-YTW : 5.67 % |
| NA.PR.S | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.17 % |
| HSE.PR.C | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.19 % |
| BIP.PR.A | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.34 % |
| BIP.PR.E | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.15 Evaluated at bid price : 22.71 Bid-YTW : 5.52 % |
| TD.PF.J | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.38 Evaluated at bid price : 23.10 Bid-YTW : 4.91 % |
| IFC.PR.F | Deemed-Retractible | 1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 6.19 % |
| TRP.PR.A | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 5.57 % |
| BAM.PR.X | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 5.25 % |
| MFC.PR.G | FixedReset Ins Non | 2.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.06 Bid-YTW : 6.55 % |
| BIP.PR.F | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.16 Evaluated at bid price : 22.80 Bid-YTW : 5.61 % |
| MFC.PR.I | FixedReset Ins Non | 2.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.33 % |
| EMA.PR.F | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.33 % |
| PWF.PR.Q | FloatingReset | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 4.97 % |
| NA.PR.G | FixedReset Disc | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.47 Evaluated at bid price : 23.34 Bid-YTW : 4.97 % |
| IAF.PR.B | Deemed-Retractible | 2.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.63 Bid-YTW : 6.37 % |
| BMO.PR.C | FixedReset Disc | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.78 Evaluated at bid price : 23.70 Bid-YTW : 5.33 % |
| PWF.PR.A | Floater | 3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 4.03 % |
| SLF.PR.G | FixedReset Ins Non | 3.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.65 Bid-YTW : 8.37 % |
| TD.PF.D | FixedReset Disc | 4.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.75 Evaluated at bid price : 22.22 Bid-YTW : 5.09 % |
| RY.PR.H | FixedReset Disc | 4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.92 % |
| PWF.PR.P | FixedReset Disc | 4.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 15.67 Evaluated at bid price : 15.67 Bid-YTW : 5.28 % |
| BAM.PF.J | FixedReset Disc | 4.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 23.01 Evaluated at bid price : 24.35 Bid-YTW : 4.98 % |
| BAM.PR.N | Perpetual-Discount | 5.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.82 % |
| RY.PR.M | FixedReset Disc | 5.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 21.71 Evaluated at bid price : 22.17 Bid-YTW : 4.95 % |
| MFC.PR.K | FixedReset Ins Non | 6.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.46 Bid-YTW : 6.65 % |
| MFC.PR.M | FixedReset Ins Non | 8.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.94 Bid-YTW : 6.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Disc | 116,878 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.35 Evaluated at bid price : 23.00 Bid-YTW : 5.49 % |
| GWO.PR.M | Deemed-Retractible | 56,105 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.86 % |
| TRP.PR.J | FixedReset Prem | 54,460 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.87 % |
| TD.PF.J | FixedReset Disc | 53,458 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.38 Evaluated at bid price : 23.10 Bid-YTW : 4.91 % |
| BNS.PR.H | FixedReset Prem | 42,355 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.22 % |
| BMO.PR.C | FixedReset Disc | 42,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-10 Maturity Price : 22.78 Evaluated at bid price : 23.70 Bid-YTW : 5.33 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.H | FixedReset Disc | Quote: 21.05 – 23.77 Spot Rate : 2.7200 Average : 1.7836 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 21.65 – 23.84 Spot Rate : 2.1900 Average : 1.5154 YTW SCENARIO |
| BMO.PR.D | FixedReset Disc | Quote: 22.50 – 23.80 Spot Rate : 1.3000 Average : 0.7715 YTW SCENARIO |
| HSE.PR.A | FixedReset Disc | Quote: 13.82 – 15.99 Spot Rate : 2.1700 Average : 1.6949 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 20.41 – 21.50 Spot Rate : 1.0900 Average : 0.6682 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 23.00 – 23.95 Spot Rate : 0.9500 Average : 0.6243 YTW SCENARIO |