| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4105 % | 1,689.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4105 % | 3,085.4 |
| Floater | 4.49 % | 4.57 % | 64,454 | 16.19 | 3 | -0.4105 % | 1,778.1 |
| OpRet | 4.88 % | 1.50 % | 45,010 | 0.08 | 1 | -0.1988 % | 2,825.6 |
| SplitShare | 4.88 % | 4.82 % | 86,752 | 4.68 | 7 | -0.1952 % | 3,337.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1952 % | 2,604.0 |
| Perpetual-Premium | 5.60 % | -2.88 % | 74,115 | 0.09 | 9 | 0.0043 % | 2,623.4 |
| Perpetual-Discount | 5.36 % | 5.45 % | 105,924 | 14.67 | 28 | 0.1223 % | 2,733.8 |
| FixedReset | 5.07 % | 4.47 % | 159,592 | 7.45 | 87 | -0.3864 % | 2,012.8 |
| Deemed-Retractible | 5.11 % | 5.30 % | 127,952 | 4.95 | 33 | -0.0730 % | 2,704.8 |
| FloatingReset | 3.12 % | 4.81 % | 25,962 | 5.23 | 17 | 0.1211 % | 2,128.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.37 % |
| MFC.PR.J | FixedReset | -2.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.15 Bid-YTW : 6.34 % |
| MFC.PR.M | FixedReset | -1.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.82 Bid-YTW : 6.58 % |
| MFC.PR.I | FixedReset | -1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.91 Bid-YTW : 6.07 % |
| GWO.PR.N | FixedReset | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.10 Bid-YTW : 9.62 % |
| MFC.PR.N | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.77 Bid-YTW : 6.55 % |
| MFC.PR.L | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.11 Bid-YTW : 6.88 % |
| TRP.PR.C | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 12.21 Evaluated at bid price : 12.21 Bid-YTW : 4.48 % |
| SLF.PR.I | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.51 Bid-YTW : 6.80 % |
| SLF.PR.G | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.51 Bid-YTW : 9.33 % |
| IFC.PR.A | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.45 Bid-YTW : 9.55 % |
| CGI.PR.D | SplitShare | -1.15 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.75 % |
| MFC.PR.G | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 6.63 % |
| CCS.PR.C | Deemed-Retractible | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.21 % |
| MFC.PR.K | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.53 Bid-YTW : 7.19 % |
| CM.PR.Q | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 4.30 % |
| TRP.PR.E | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.35 % |
| MFC.PR.H | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.78 Bid-YTW : 5.71 % |
| RY.PR.I | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.42 Bid-YTW : 4.34 % |
| PWF.PR.Q | FloatingReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 4.25 % |
| HSE.PR.B | FloatingReset | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 11.04 Evaluated at bid price : 11.04 Bid-YTW : 5.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset | 49,180 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 4.01 % |
| RY.PR.Q | FixedReset | 48,123 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.36 % |
| BAM.PR.R | FixedReset | 36,634 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 4.81 % |
| TD.PF.A | FixedReset | 31,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.06 % |
| FTS.PR.G | FixedReset | 30,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.20 % |
| BAM.PR.T | FixedReset | 29,768 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-10 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 4.84 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| FTS.PR.I | FloatingReset | Quote: 12.10 – 12.88 Spot Rate : 0.7800 Average : 0.6082 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 10.19 – 10.77 Spot Rate : 0.5800 Average : 0.4154 YTW SCENARIO |
| RY.PR.K | FloatingReset | Quote: 22.50 – 22.90 Spot Rate : 0.4000 Average : 0.2528 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 14.10 – 14.49 Spot Rate : 0.3900 Average : 0.2766 YTW SCENARIO |
| BNS.PR.A | FloatingReset | Quote: 22.89 – 23.20 Spot Rate : 0.3100 Average : 0.1972 YTW SCENARIO |
| CGI.PR.D | SplitShare | Quote: 25.01 – 25.45 Spot Rate : 0.4400 Average : 0.3379 YTW SCENARIO |