| 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 | 4.66 % | 5.65 % | 11,839 | 17.11 | 1 | -0.0689 % | 1,694.9 |
| FixedFloater | 6.60 % | 5.71 % | 20,308 | 16.85 | 1 | -0.6897 % | 3,063.4 |
| Floater | 4.54 % | 4.75 % | 47,057 | 15.94 | 4 | -0.5018 % | 1,710.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2215 % | 2,817.5 |
| SplitShare | 4.70 % | 4.90 % | 65,216 | 2.50 | 6 | -0.2215 % | 3,297.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2215 % | 2,572.4 |
| Perpetual-Premium | 5.76 % | -11.73 % | 75,539 | 0.09 | 6 | 0.2496 % | 2,600.9 |
| Perpetual-Discount | 5.51 % | 5.56 % | 101,326 | 14.55 | 33 | 0.1189 % | 2,660.1 |
| FixedReset | 5.13 % | 4.78 % | 164,320 | 14.19 | 88 | -0.0599 % | 1,992.3 |
| Deemed-Retractible | 5.16 % | 5.61 % | 124,654 | 4.93 | 33 | 0.0980 % | 2,661.2 |
| FloatingReset | 3.19 % | 4.98 % | 23,102 | 5.32 | 17 | -0.4783 % | 2,074.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Q | FloatingReset | -9.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 4.70 % |
| HSE.PR.B | FloatingReset | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 10.25 Evaluated at bid price : 10.25 Bid-YTW : 5.58 % |
| TRP.PR.I | FloatingReset | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 4.43 % |
| HSE.PR.A | FixedReset | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 5.70 % |
| FTS.PR.K | FixedReset | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.53 % |
| PVS.PR.E | SplitShare | -1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 6.16 % |
| BAM.PR.K | Floater | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 9.94 Evaluated at bid price : 9.94 Bid-YTW : 4.80 % |
| BAM.PR.X | FixedReset | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 5.02 % |
| RY.PR.Z | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 4.22 % |
| BAM.PF.G | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 4.79 % |
| BAM.PR.B | Floater | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 10.06 Evaluated at bid price : 10.06 Bid-YTW : 4.75 % |
| FTS.PR.G | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 4.66 % |
| BAM.PF.B | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 5.10 % |
| HSE.PR.G | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 5.69 % |
| BNS.PR.A | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.57 Bid-YTW : 4.54 % |
| SLF.PR.G | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.28 Bid-YTW : 9.69 % |
| BAM.PF.F | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 4.92 % |
| NA.PR.S | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.41 % |
| BMO.PR.M | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 4.33 % |
| HSB.PR.D | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.29 % |
| TD.PR.Z | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.38 Bid-YTW : 5.18 % |
| CM.PR.O | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 4.23 % |
| SLF.PR.I | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.92 Bid-YTW : 6.79 % |
| CU.PR.I | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.64 Bid-YTW : 3.82 % |
| PWF.PR.A | Floater | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 4.04 % |
| HSE.PR.C | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 5.78 % |
| CU.PR.H | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 23.51 Evaluated at bid price : 23.85 Bid-YTW : 5.49 % |
| IFC.PR.A | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.44 Bid-YTW : 9.55 % |
| SLF.PR.J | FloatingReset | 2.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.82 Bid-YTW : 10.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 359,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.89 % |
| HSE.PR.A | FixedReset | 125,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 5.70 % |
| RY.PR.Q | FixedReset | 67,668 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 4.53 % |
| BNS.PR.E | FixedReset | 57,632 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 4.64 % |
| TD.PF.G | FixedReset | 35,234 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 4.60 % |
| RY.PR.J | FixedReset | 32,935 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-05 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.37 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 11.40 – 12.80 Spot Rate : 1.4000 Average : 0.9994 YTW SCENARIO |
| GWO.PR.O | FloatingReset | Quote: 12.40 – 13.50 Spot Rate : 1.1000 Average : 0.7943 YTW SCENARIO |
| BAM.PR.E | Ratchet | Quote: 14.51 – 15.25 Spot Rate : 0.7400 Average : 0.4746 YTW SCENARIO |
| TD.PF.A | FixedReset | Quote: 19.12 – 19.95 Spot Rate : 0.8300 Average : 0.5710 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.28 – 14.89 Spot Rate : 0.6100 Average : 0.3686 YTW SCENARIO |
| TRP.PR.I | FloatingReset | Quote: 11.75 – 13.00 Spot Rate : 1.2500 Average : 1.1338 YTW SCENARIO |