| 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 | -1.3832 % | 1,665.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3832 % | 3,042.7 |
| Floater | 4.62 % | 4.59 % | 63,734 | 16.27 | 3 | -1.3832 % | 1,753.6 |
| OpRet | 4.88 % | 1.50 % | 43,259 | 0.08 | 1 | 0.0398 % | 2,826.8 |
| SplitShare | 4.89 % | 4.99 % | 86,248 | 4.67 | 7 | -0.1783 % | 3,331.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1783 % | 2,599.3 |
| Perpetual-Premium | 5.61 % | -1.86 % | 75,604 | 0.09 | 9 | -0.0521 % | 2,622.0 |
| Perpetual-Discount | 5.37 % | 5.46 % | 104,948 | 14.63 | 28 | -0.0453 % | 2,732.6 |
| FixedReset | 5.11 % | 4.53 % | 159,129 | 7.26 | 88 | -0.4693 % | 2,003.3 |
| Deemed-Retractible | 5.12 % | 5.25 % | 123,905 | 4.95 | 33 | -0.1270 % | 2,701.4 |
| FloatingReset | 3.12 % | 4.85 % | 25,663 | 5.22 | 17 | -0.3074 % | 2,121.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset | -3.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.29 Bid-YTW : 7.15 % |
| TRP.PR.G | FixedReset | -3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.71 % |
| SLF.PR.H | FixedReset | -3.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.91 Bid-YTW : 8.90 % |
| PWF.PR.Q | FloatingReset | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 4.36 % |
| HSE.PR.B | FloatingReset | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 5.23 % |
| BAM.PR.B | Floater | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 10.28 Evaluated at bid price : 10.28 Bid-YTW : 4.59 % |
| BAM.PR.T | FixedReset | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 4.91 % |
| MFC.PR.H | FixedReset | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.42 Bid-YTW : 5.96 % |
| PWF.PR.T | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 3.74 % |
| MFC.PR.N | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.48 Bid-YTW : 6.77 % |
| HSE.PR.G | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.24 % |
| BAM.PR.C | Floater | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 4.65 % |
| TRP.PR.A | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.44 % |
| FTS.PR.G | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 4.26 % |
| SLF.PR.I | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.25 Bid-YTW : 7.00 % |
| PWF.PR.P | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 4.19 % |
| MFC.PR.J | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.89 Bid-YTW : 6.53 % |
| MFC.PR.B | Deemed-Retractible | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.23 Bid-YTW : 6.36 % |
| MFC.PR.K | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.30 Bid-YTW : 7.38 % |
| HSE.PR.E | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 5.25 % |
| BAM.PR.X | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 13.64 Evaluated at bid price : 13.64 Bid-YTW : 4.59 % |
| IFC.PR.A | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.02 Bid-YTW : 9.72 % |
| TRP.PR.F | FloatingReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 4.42 % |
| MFC.PR.M | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.61 Bid-YTW : 6.74 % |
| GWO.PR.M | Deemed-Retractible | -1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.58 Bid-YTW : 4.86 % |
| TRP.PR.I | FloatingReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 4.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset | 1,508,057 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.90 % |
| EML.PR.A | FixedReset | 318,453 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 5.24 % |
| TRP.PR.J | FixedReset | 77,507 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.88 % |
| TD.PF.G | FixedReset | 63,698 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.44 % |
| RY.PR.Q | FixedReset | 59,092 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 4.45 % |
| BAM.PR.N | Perpetual-Discount | 55,028 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-13 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.64 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset | Quote: 19.29 – 19.93 Spot Rate : 0.6400 Average : 0.3828 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 17.60 – 18.25 Spot Rate : 0.6500 Average : 0.4126 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 22.00 – 22.49 Spot Rate : 0.4900 Average : 0.3486 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 23.35 – 23.73 Spot Rate : 0.3800 Average : 0.2555 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.43 – 25.81 Spot Rate : 0.3800 Average : 0.2635 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 25.58 – 25.91 Spot Rate : 0.3300 Average : 0.2227 YTW SCENARIO |