| 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 | -1.6607 % | 1,638.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6607 % | 2,992.2 |
| Floater | 4.69 % | 4.70 % | 63,441 | 16.07 | 3 | -1.6607 % | 1,724.4 |
| OpRet | 4.87 % | 0.69 % | 41,646 | 0.08 | 1 | 0.0796 % | 2,829.0 |
| SplitShare | 4.89 % | 4.95 % | 87,473 | 4.67 | 7 | 0.0403 % | 3,332.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0403 % | 2,600.4 |
| Perpetual-Premium | 5.60 % | -0.24 % | 77,422 | 0.09 | 9 | 0.1173 % | 2,625.1 |
| Perpetual-Discount | 5.37 % | 5.38 % | 106,362 | 14.72 | 28 | 0.0964 % | 2,735.2 |
| FixedReset | 5.14 % | 4.54 % | 157,664 | 14.58 | 88 | -0.6162 % | 1,991.0 |
| Deemed-Retractible | 5.12 % | 5.29 % | 124,771 | 4.94 | 33 | -0.0278 % | 2,700.6 |
| FloatingReset | 3.14 % | 4.92 % | 26,317 | 5.21 | 17 | -0.3569 % | 2,114.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -2.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.60 Bid-YTW : 10.14 % |
| SLF.PR.J | FloatingReset | -2.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.51 Bid-YTW : 11.07 % |
| MFC.PR.I | FixedReset | -2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.27 Bid-YTW : 6.52 % |
| BAM.PR.K | Floater | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 10.05 Evaluated at bid price : 10.05 Bid-YTW : 4.70 % |
| MFC.PR.J | FixedReset | -2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.46 Bid-YTW : 6.85 % |
| MFC.PR.L | FixedReset | -2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.60 Bid-YTW : 7.27 % |
| IAG.PR.G | FixedReset | -1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.83 Bid-YTW : 6.75 % |
| MFC.PR.F | FixedReset | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.37 Bid-YTW : 10.31 % |
| RY.PR.K | FloatingReset | -1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 4.89 % |
| IFC.PR.C | FixedReset | -1.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.28 Bid-YTW : 8.36 % |
| MFC.PR.N | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.15 Bid-YTW : 7.02 % |
| PWF.PR.P | FixedReset | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 4.26 % |
| MFC.PR.K | FixedReset | -1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 7.62 % |
| BAM.PF.A | FixedReset | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 4.72 % |
| MFC.PR.M | FixedReset | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 6.97 % |
| TRP.PR.B | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 11.62 Evaluated at bid price : 11.62 Bid-YTW : 4.16 % |
| PVS.PR.E | SplitShare | -1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.90 % |
| BAM.PR.C | Floater | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 10.00 Evaluated at bid price : 10.00 Bid-YTW : 4.72 % |
| CU.PR.C | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 4.39 % |
| HSE.PR.A | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 11.88 Evaluated at bid price : 11.88 Bid-YTW : 4.95 % |
| BAM.PR.X | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 4.66 % |
| HSE.PR.B | FloatingReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 5.31 % |
| NA.PR.W | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.32 % |
| TRP.PR.A | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 4.51 % |
| BAM.PF.G | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 4.54 % |
| FTS.PR.H | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 3.88 % |
| BAM.PR.B | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 4.65 % |
| SLF.PR.I | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.01 Bid-YTW : 7.18 % |
| SLF.PR.G | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.33 Bid-YTW : 9.52 % |
| TRP.PR.C | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 4.53 % |
| MFC.PR.H | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.17 Bid-YTW : 6.13 % |
| BMO.PR.Y | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 4.22 % |
| BMO.PR.S | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.11 % |
| BAM.PF.F | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 4.59 % |
| BAM.PF.E | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.61 % |
| BNS.PR.Z | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.19 Bid-YTW : 6.22 % |
| PWF.PR.L | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.42 % |
| CGI.PR.D | SplitShare | 1.12 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.57 % |
| PWF.PR.Q | FloatingReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 4.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset | 156,503 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.49 Bid-YTW : 5.00 % |
| IAG.PR.G | FixedReset | 51,714 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.83 Bid-YTW : 6.75 % |
| NA.PR.Q | FixedReset | 46,445 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.93 Bid-YTW : 4.16 % |
| RY.PR.R | FixedReset | 45,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 4.58 % |
| TD.PF.C | FixedReset | 42,790 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-14 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 4.16 % |
| TD.PF.G | FixedReset | 34,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.44 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.00 – 23.90 Spot Rate : 0.9000 Average : 0.5988 YTW SCENARIO |
| HSE.PR.B | FloatingReset | Quote: 10.65 – 11.45 Spot Rate : 0.8000 Average : 0.7107 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.36 – 25.65 Spot Rate : 0.2900 Average : 0.2030 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.33 – 14.56 Spot Rate : 0.2300 Average : 0.1597 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 19.83 – 20.05 Spot Rate : 0.2200 Average : 0.1609 YTW SCENARIO |
| NA.PR.W | FixedReset | Quote: 17.80 – 18.05 Spot Rate : 0.2500 Average : 0.1924 YTW SCENARIO |