Sorry this is so late!
| 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 | 5.53 % | 6.70 % | 13,685 | 15.86 | 1 | 1.2397 % | 1,418.6 |
| FixedFloater | 7.91 % | 6.92 % | 22,474 | 15.24 | 1 | -0.7438 % | 2,513.4 |
| Floater | 5.02 % | 5.29 % | 83,254 | 14.94 | 4 | -1.3354 % | 1,528.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1315 % | 2,739.8 |
| SplitShare | 4.85 % | 5.61 % | 81,582 | 2.67 | 7 | -0.1315 % | 3,206.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1315 % | 2,501.5 |
| Perpetual-Premium | 5.85 % | 5.84 % | 82,794 | 13.92 | 6 | 0.3203 % | 2,525.1 |
| Perpetual-Discount | 5.81 % | 5.85 % | 97,211 | 14.08 | 33 | 0.2866 % | 2,489.8 |
| FixedReset | 5.84 % | 5.26 % | 203,072 | 13.95 | 85 | 0.3778 % | 1,741.0 |
| Deemed-Retractible | 5.35 % | 5.96 % | 119,641 | 6.85 | 34 | 0.2816 % | 2,525.9 |
| FloatingReset | 3.20 % | 5.59 % | 48,402 | 5.47 | 16 | -0.4599 % | 1,915.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.I | FloatingReset | -11.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 5.27 % |
| TD.PR.T | FloatingReset | -2.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.42 Bid-YTW : 5.69 % |
| IAG.PR.G | FixedReset | -2.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.34 Bid-YTW : 9.40 % |
| SLF.PR.J | FloatingReset | -2.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 11.10 Bid-YTW : 12.39 % |
| MFC.PR.H | FixedReset | -2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.90 Bid-YTW : 8.44 % |
| BAM.PR.C | Floater | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.01 Evaluated at bid price : 9.01 Bid-YTW : 5.32 % |
| BAM.PR.B | Floater | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.05 Evaluated at bid price : 9.05 Bid-YTW : 5.30 % |
| BAM.PR.K | Floater | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.07 Evaluated at bid price : 9.07 Bid-YTW : 5.29 % |
| BNS.PR.D | FloatingReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.53 Bid-YTW : 7.82 % |
| SLF.PR.I | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.35 Bid-YTW : 9.39 % |
| CCS.PR.C | Deemed-Retractible | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.86 Bid-YTW : 7.78 % |
| FTS.PR.H | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 10.96 Evaluated at bid price : 10.96 Bid-YTW : 4.96 % |
| BAM.PF.F | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 5.64 % |
| HSB.PR.D | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.07 Bid-YTW : 5.95 % |
| HSB.PR.C | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.26 Bid-YTW : 5.89 % |
| BNS.PR.C | FloatingReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.88 Bid-YTW : 5.59 % |
| PWF.PR.T | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 4.19 % |
| SLF.PR.A | Deemed-Retractible | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.24 Bid-YTW : 7.22 % |
| POW.PR.D | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 21.27 Evaluated at bid price : 21.54 Bid-YTW : 5.88 % |
| TRP.PR.E | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 5.04 % |
| GWO.PR.Q | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.91 Bid-YTW : 6.56 % |
| BNS.PR.F | FloatingReset | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.72 Bid-YTW : 8.11 % |
| BAM.PR.E | Ratchet | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 25.00 Evaluated at bid price : 12.25 Bid-YTW : 6.70 % |
| GWO.PR.H | Deemed-Retractible | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.58 Bid-YTW : 7.10 % |
| BAM.PF.C | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.36 % |
| BAM.PR.N | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.32 % |
| PWF.PR.P | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 11.37 Evaluated at bid price : 11.37 Bid-YTW : 4.97 % |
| TD.PF.A | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 4.72 % |
| GWO.PR.S | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.84 Bid-YTW : 6.09 % |
| SLF.PR.H | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.40 Bid-YTW : 10.39 % |
| BAM.PR.X | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 12.18 Evaluated at bid price : 12.18 Bid-YTW : 5.41 % |
| TRP.PR.D | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 15.28 Evaluated at bid price : 15.28 Bid-YTW : 5.25 % |
| MFC.PR.J | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.94 Bid-YTW : 9.57 % |
| CM.PR.Q | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.96 % |
| HSE.PR.C | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 13.68 Evaluated at bid price : 13.68 Bid-YTW : 7.37 % |
| GWO.PR.O | FloatingReset | 1.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 11.50 Bid-YTW : 11.72 % |
| MFC.PR.M | FixedReset | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 9.52 % |
| BAM.PF.D | Perpetual-Discount | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.39 % |
| TRP.PR.F | FloatingReset | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 10.42 Evaluated at bid price : 10.42 Bid-YTW : 5.65 % |
| BAM.PR.R | FixedReset | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 13.11 Evaluated at bid price : 13.11 Bid-YTW : 5.74 % |
| IAG.PR.A | Deemed-Retractible | 2.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 7.56 % |
| HSE.PR.E | FixedReset | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.93 % |
| HSE.PR.A | FixedReset | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 8.43 Evaluated at bid price : 8.43 Bid-YTW : 7.10 % |
| TRP.PR.G | FixedReset | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.37 % |
| PWF.PR.Q | FloatingReset | 3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 4.98 % |
| TRP.PR.B | FixedReset | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.88 Evaluated at bid price : 9.88 Bid-YTW : 4.94 % |
| HSE.PR.G | FixedReset | 6.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 15.56 Evaluated at bid price : 15.56 Bid-YTW : 7.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset | 186,509 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.72 % |
| RY.PR.Q | FixedReset | 146,125 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 23.19 Evaluated at bid price : 25.15 Bid-YTW : 5.21 % |
| BAM.PR.R | FixedReset | 125,165 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 13.11 Evaluated at bid price : 13.11 Bid-YTW : 5.74 % |
| BAM.PF.H | FixedReset | 124,945 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 23.17 Evaluated at bid price : 24.99 Bid-YTW : 4.98 % |
| BAM.PR.C | Floater | 104,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-02-26 Maturity Price : 9.01 Evaluated at bid price : 9.01 Bid-YTW : 5.32 % |
| IFC.PR.C | FixedReset | 93,860 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.28 Bid-YTW : 10.23 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 20.86 – 22.06 Spot Rate : 1.2000 Average : 0.7279 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 17.00 – 18.00 Spot Rate : 1.0000 Average : 0.6053 YTW SCENARIO |
| TD.PR.T | FloatingReset | Quote: 20.42 – 21.61 Spot Rate : 1.1900 Average : 0.8996 YTW SCENARIO |
| RY.PR.I | FixedReset | Quote: 22.48 – 23.19 Spot Rate : 0.7100 Average : 0.4446 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 11.10 – 11.80 Spot Rate : 0.7000 Average : 0.4436 YTW SCENARIO |
| TRP.PR.I | FloatingReset | Quote: 9.50 – 10.50 Spot Rate : 1.0000 Average : 0.7606 YTW SCENARIO |