| 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 | 4.70 % | 5.70 % | 11,861 | 17.05 | 1 | -0.2083 % | 1,678.5 |
| FixedFloater | 6.44 % | 5.57 % | 21,286 | 17.03 | 1 | -0.3378 % | 3,137.9 |
| Floater | 4.53 % | 4.73 % | 48,373 | 15.98 | 4 | -0.6426 % | 1,715.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1257 % | 2,815.6 |
| SplitShare | 4.70 % | 4.94 % | 65,341 | 1.52 | 6 | 0.1257 % | 3,294.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1257 % | 2,570.7 |
| Perpetual-Premium | 5.77 % | -10.74 % | 78,637 | 0.09 | 6 | 0.0920 % | 2,596.5 |
| Perpetual-Discount | 5.50 % | 5.54 % | 99,910 | 14.53 | 33 | 0.0013 % | 2,658.0 |
| FixedReset | 5.13 % | 4.79 % | 167,732 | 14.27 | 88 | -0.1299 % | 1,992.9 |
| Deemed-Retractible | 5.17 % | 5.59 % | 125,774 | 5.06 | 33 | 0.1172 % | 2,657.7 |
| FloatingReset | 3.18 % | 4.91 % | 23,428 | 5.33 | 17 | -0.1548 % | 2,081.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PR.S | FixedReset | -3.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.03 Bid-YTW : 5.26 % |
| FTS.PR.J | Perpetual-Discount | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 22.23 Evaluated at bid price : 22.55 Bid-YTW : 5.34 % |
| TRP.PR.I | FloatingReset | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 4.85 % |
| FTS.PR.F | Perpetual-Discount | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 23.08 Evaluated at bid price : 23.34 Bid-YTW : 5.33 % |
| MFC.PR.G | FixedReset | -1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.17 % |
| PWF.PR.A | Floater | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.07 % |
| MFC.PR.F | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.90 Bid-YTW : 10.05 % |
| CM.PR.P | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 4.25 % |
| IFC.PR.C | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 7.83 % |
| TD.PF.B | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 4.20 % |
| BMO.PR.S | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.23 % |
| GWO.PR.O | FloatingReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.35 Bid-YTW : 11.04 % |
| FTS.PR.K | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 17.34 Evaluated at bid price : 17.34 Bid-YTW : 4.44 % |
| TD.PF.A | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 4.18 % |
| BNS.PR.A | FloatingReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 4.34 % |
| BNS.PR.D | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.51 Bid-YTW : 7.13 % |
| TRP.PR.G | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 4.99 % |
| ELF.PR.F | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 22.80 Evaluated at bid price : 23.08 Bid-YTW : 5.78 % |
| CU.PR.C | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 4.45 % |
| BNS.PR.F | FloatingReset | 1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 6.74 % |
| BNS.PR.P | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 4.12 % |
| TRP.PR.F | FloatingReset | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 4.83 % |
| TRP.PR.A | FixedReset | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 4.80 % |
| HSE.PR.A | FixedReset | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 5.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 95,580 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 4.97 % |
| BNS.PR.E | FixedReset | 62,217 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.12 Bid-YTW : 4.53 % |
| BMO.PR.S | FixedReset | 44,392 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.23 % |
| CM.PR.P | FixedReset | 43,795 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 4.25 % |
| BAM.PR.G | FixedFloater | 42,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 25.00 Evaluated at bid price : 14.75 Bid-YTW : 5.57 % |
| HSE.PR.E | FixedReset | 25,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-03 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 5.62 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.I | FloatingReset | Quote: 10.75 – 12.00 Spot Rate : 1.2500 Average : 1.0135 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 22.55 – 22.97 Spot Rate : 0.4200 Average : 0.2866 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 20.52 – 21.00 Spot Rate : 0.4800 Average : 0.3587 YTW SCENARIO |
| TD.PR.S | FixedReset | Quote: 22.03 – 22.50 Spot Rate : 0.4700 Average : 0.3507 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 23.34 – 23.76 Spot Rate : 0.4200 Average : 0.3075 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 19.30 – 19.99 Spot Rate : 0.6900 Average : 0.5841 YTW SCENARIO |