| 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 | 4.74 % | 5.76 % | 11,956 | 16.96 | 1 | -1.9270 % | 1,664.5 |
| FixedFloater | 6.79 % | 5.89 % | 20,076 | 16.63 | 1 | -0.7092 % | 2,978.3 |
| Floater | 4.55 % | 4.77 % | 46,188 | 15.88 | 4 | 0.4108 % | 1,707.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1165 % | 2,819.2 |
| SplitShare | 4.92 % | 5.36 % | 85,121 | 3.97 | 7 | -0.1165 % | 3,299.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1165 % | 2,574.0 |
| Perpetual-Premium | 5.77 % | -11.28 % | 75,657 | 0.08 | 6 | -0.0394 % | 2,596.8 |
| Perpetual-Discount | 5.50 % | 5.56 % | 99,789 | 14.55 | 33 | 0.1083 % | 2,666.8 |
| FixedReset | 5.17 % | 4.68 % | 162,259 | 14.03 | 88 | -0.4002 % | 1,977.2 |
| Deemed-Retractible | 5.16 % | 5.69 % | 126,945 | 6.78 | 33 | 0.1247 % | 2,662.8 |
| FloatingReset | 3.10 % | 4.86 % | 22,222 | 5.31 | 17 | 0.5044 % | 2,089.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset | -4.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.97 % |
| FTS.PR.M | FixedReset | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.48 Evaluated at bid price : 18.48 Bid-YTW : 4.61 % |
| IAG.PR.G | FixedReset | -2.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.01 Bid-YTW : 6.81 % |
| BAM.PR.T | FixedReset | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 5.23 % |
| CM.PR.O | FixedReset | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.23 % |
| BAM.PR.E | Ratchet | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 5.76 % |
| PWF.PR.Q | FloatingReset | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 4.25 % |
| TD.PF.B | FixedReset | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 4.15 % |
| GWO.PR.N | FixedReset | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 10.12 % |
| TRP.PR.D | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 4.69 % |
| BNS.PR.Q | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.59 Bid-YTW : 4.89 % |
| BNS.PR.R | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.01 Bid-YTW : 4.80 % |
| TRP.PR.E | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.50 % |
| CM.PR.P | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.18 % |
| BAM.PF.F | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.77 % |
| NA.PR.W | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 4.29 % |
| RY.PR.H | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 4.19 % |
| BMO.PR.S | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 4.22 % |
| BMO.PR.Y | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.36 % |
| HSE.PR.A | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 11.07 Evaluated at bid price : 11.07 Bid-YTW : 5.52 % |
| BAM.PR.Z | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.08 % |
| NA.PR.S | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 4.34 % |
| TD.PR.T | FloatingReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 4.86 % |
| NA.PR.Q | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.55 Bid-YTW : 4.47 % |
| BNS.PR.D | FloatingReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.75 Bid-YTW : 6.86 % |
| BAM.PR.R | FixedReset | 3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 5.02 % |
| TRP.PR.I | FloatingReset | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 4.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 100,995 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 3.87 % |
| BNS.PR.E | FixedReset | 98,085 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 4.59 % |
| IFC.PR.A | FixedReset | 51,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.31 Bid-YTW : 9.56 % |
| TRP.PR.D | FixedReset | 51,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-10 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 4.69 % |
| TD.PR.Y | FixedReset | 51,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 4.51 % |
| TRP.PR.J | FixedReset | 50,630 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 4.85 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.E | Ratchet | Quote: 14.25 – 16.20 Spot Rate : 1.9500 Average : 1.3562 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 21.28 – 22.50 Spot Rate : 1.2200 Average : 0.7429 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 18.88 – 19.87 Spot Rate : 0.9900 Average : 0.5993 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 18.55 – 19.50 Spot Rate : 0.9500 Average : 0.6126 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 20.01 – 20.65 Spot Rate : 0.6400 Average : 0.4596 YTW SCENARIO |
| FTS.PR.M | FixedReset | Quote: 18.48 – 19.05 Spot Rate : 0.5700 Average : 0.3912 YTW SCENARIO |