| 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 | 4.65 % | 5.64 % | 11,922 | 17.12 | 1 | 1.0438 % | 1,696.0 |
| FixedFloater | 6.55 % | 5.67 % | 20,472 | 16.90 | 1 | -1.6949 % | 3,084.7 |
| Floater | 4.52 % | 4.68 % | 46,784 | 16.06 | 4 | 0.2395 % | 1,719.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2897 % | 2,823.7 |
| SplitShare | 4.69 % | 4.89 % | 65,873 | 2.50 | 6 | 0.2897 % | 3,304.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2897 % | 2,578.1 |
| Perpetual-Premium | 5.77 % | -11.91 % | 76,047 | 0.09 | 6 | -0.0788 % | 2,594.4 |
| Perpetual-Discount | 5.50 % | 5.57 % | 101,348 | 14.49 | 33 | -0.0396 % | 2,657.0 |
| FixedReset | 5.12 % | 4.75 % | 166,624 | 14.17 | 88 | 0.0316 % | 1,993.5 |
| Deemed-Retractible | 5.17 % | 5.51 % | 124,143 | 4.93 | 33 | 0.0356 % | 2,658.6 |
| FloatingReset | 3.17 % | 5.00 % | 22,503 | 5.32 | 17 | 0.1726 % | 2,084.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -3.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.50 Bid-YTW : 11.05 % |
| MFC.PR.H | FixedReset | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.21 Bid-YTW : 6.41 % |
| BAM.PR.G | FixedFloater | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 5.67 % |
| BMO.PR.T | FixedReset | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.25 % |
| IFC.PR.A | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.18 Bid-YTW : 9.79 % |
| TD.PR.Z | FloatingReset | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.15 Bid-YTW : 5.38 % |
| FTS.PR.G | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.60 % |
| MFC.PR.N | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.52 Bid-YTW : 6.94 % |
| CCS.PR.C | Deemed-Retractible | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.35 Bid-YTW : 6.73 % |
| CM.PR.O | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.28 % |
| BIP.PR.A | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.77 % |
| CIU.PR.A | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 21.34 Evaluated at bid price : 21.34 Bid-YTW : 5.49 % |
| BNS.PR.D | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.70 Bid-YTW : 6.94 % |
| BAM.PR.E | Ratchet | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 25.00 Evaluated at bid price : 14.52 Bid-YTW : 5.64 % |
| CIU.PR.C | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 4.51 % |
| BAM.PF.A | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.03 % |
| BAM.PF.B | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 5.03 % |
| PVS.PR.E | SplitShare | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.85 % |
| BAM.PF.G | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 4.72 % |
| IAG.PR.A | Deemed-Retractible | 1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 6.52 % |
| SLF.PR.G | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.45 Bid-YTW : 9.53 % |
| TRP.PR.G | FixedReset | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.89 % |
| TD.PR.S | FixedReset | 2.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.51 Bid-YTW : 4.84 % |
| SLF.PR.H | FixedReset | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.85 Bid-YTW : 8.43 % |
| IAG.PR.G | FixedReset | 2.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.57 % |
| TRP.PR.I | FloatingReset | 11.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.Z | FixedReset | 278,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.24 % |
| TRP.PR.J | FixedReset | 136,706 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : 4.96 % |
| MFC.PR.H | FixedReset | 122,950 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.21 Bid-YTW : 6.41 % |
| BMO.PR.Q | FixedReset | 79,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.05 Bid-YTW : 6.14 % |
| RY.PR.Q | FixedReset | 78,236 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.03 Bid-YTW : 4.54 % |
| BAM.PR.T | FixedReset | 69,296 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-04 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 5.19 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 12.50 – 13.30 Spot Rate : 0.8000 Average : 0.4982 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 23.85 – 24.38 Spot Rate : 0.5300 Average : 0.3374 YTW SCENARIO |
| BNS.PR.Q | FixedReset | Quote: 22.54 – 22.99 Spot Rate : 0.4500 Average : 0.2932 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 23.91 – 24.33 Spot Rate : 0.4200 Average : 0.2868 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 19.17 – 19.99 Spot Rate : 0.8200 Average : 0.7075 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 19.88 – 20.23 Spot Rate : 0.3500 Average : 0.2387 YTW SCENARIO |