| 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 | 0.9361 % | 1,637.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9361 % | 2,991.2 |
| Floater | 4.70 % | 4.69 % | 60,853 | 16.08 | 3 | 0.9361 % | 1,723.9 |
| OpRet | 4.87 % | 1.18 % | 39,167 | 0.08 | 1 | 0.0000 % | 2,830.1 |
| SplitShare | 4.89 % | 5.12 % | 87,268 | 4.65 | 7 | 0.0922 % | 3,334.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0922 % | 2,601.8 |
| Perpetual-Premium | 5.62 % | -0.52 % | 74,889 | 0.09 | 9 | 0.0566 % | 2,617.3 |
| Perpetual-Discount | 5.39 % | 5.48 % | 105,298 | 14.61 | 28 | 0.4023 % | 2,725.0 |
| FixedReset | 5.21 % | 4.70 % | 162,840 | 7.35 | 88 | 1.1176 % | 1,952.3 |
| Deemed-Retractible | 5.14 % | 5.37 % | 126,344 | 4.92 | 33 | 0.0431 % | 2,689.7 |
| FloatingReset | 3.11 % | 5.14 % | 28,530 | 5.20 | 17 | 0.7624 % | 2,089.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Deemed-Retractible | -1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.23 % |
| BMO.PR.T | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.26 % |
| CM.PR.P | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 4.31 % |
| CU.PR.E | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 22.69 Evaluated at bid price : 23.05 Bid-YTW : 5.35 % |
| TRP.PR.C | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 4.61 % |
| TD.PR.S | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 4.44 % |
| CU.PR.D | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 22.64 Evaluated at bid price : 22.99 Bid-YTW : 5.36 % |
| BAM.PR.B | Floater | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 10.10 Evaluated at bid price : 10.10 Bid-YTW : 4.68 % |
| RY.PR.H | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.24 % |
| 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 : 18.00 Bid-YTW : 8.04 % |
| BMO.PR.Q | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.72 Bid-YTW : 6.44 % |
| MFC.PR.I | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 7.10 % |
| TD.PF.B | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.29 % |
| MFC.PR.G | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.73 Bid-YTW : 7.66 % |
| MFC.PR.H | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.13 Bid-YTW : 6.23 % |
| TD.PF.C | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 4.33 % |
| CM.PR.Q | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.52 % |
| MFC.PR.K | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.20 Bid-YTW : 8.34 % |
| TRP.PR.D | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 4.71 % |
| BAM.PF.B | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.04 % |
| CU.PR.C | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.59 % |
| BAM.PF.H | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.11 % |
| MFC.PR.M | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.38 Bid-YTW : 7.72 % |
| RY.PR.I | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 4.80 % |
| FTS.PR.I | FloatingReset | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 4.14 % |
| PWF.PR.T | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 3.97 % |
| TRP.PR.A | FixedReset | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 4.69 % |
| IAG.PR.G | FixedReset | 1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.51 Bid-YTW : 7.81 % |
| VNR.PR.A | FixedReset | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 5.00 % |
| TD.PF.D | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 4.50 % |
| TRP.PR.E | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 4.66 % |
| MFC.PR.N | FixedReset | 1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 7.64 % |
| MFC.PR.J | FixedReset | 1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.80 Bid-YTW : 7.41 % |
| GWO.PR.N | FixedReset | 1.92 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.81 Bid-YTW : 9.97 % |
| TD.PF.E | FixedReset | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.43 % |
| BAM.PF.F | FixedReset | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.83 % |
| BAM.PF.A | FixedReset | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.97 % |
| HSE.PR.C | FixedReset | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 5.57 % |
| MFC.PR.L | FixedReset | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.90 Bid-YTW : 7.89 % |
| CM.PR.O | FixedReset | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 4.33 % |
| IFC.PR.C | FixedReset | 2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.00 Bid-YTW : 8.69 % |
| TRP.PR.H | FloatingReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 10.16 Evaluated at bid price : 10.16 Bid-YTW : 4.36 % |
| FTS.PR.M | FixedReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 4.46 % |
| BAM.PF.E | FixedReset | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.80 % |
| TRP.PR.I | FloatingReset | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 11.66 Evaluated at bid price : 11.66 Bid-YTW : 4.40 % |
| IFC.PR.A | FixedReset | 2.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 10.32 % |
| MFC.PR.F | FixedReset | 2.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.12 Bid-YTW : 10.68 % |
| FTS.PR.K | FixedReset | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.21 % |
| BAM.PR.T | FixedReset | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 5.23 % |
| TRP.PR.F | FloatingReset | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 4.48 % |
| FTS.PR.G | FixedReset | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 4.36 % |
| BAM.PF.G | FixedReset | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.78 % |
| PWF.PR.P | FixedReset | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 4.49 % |
| PWF.PR.Q | FloatingReset | 6.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 4.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset | 350,040 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 5.05 % |
| TRP.PR.J | FixedReset | 123,097 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.89 % |
| BAM.PR.Z | FixedReset | 106,434 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 5.08 % |
| HSE.PR.A | FixedReset | 99,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 5.30 % |
| TRP.PR.D | FixedReset | 95,218 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-20 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 4.71 % |
| TD.PF.G | FixedReset | 79,689 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.50 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.R | FloatingReset | Quote: 21.43 – 22.45 Spot Rate : 1.0200 Average : 0.7070 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.00 – 23.45 Spot Rate : 0.4500 Average : 0.2939 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.02 – 22.44 Spot Rate : 0.4200 Average : 0.3046 YTW SCENARIO |
| IGM.PR.B | Perpetual-Premium | Quote: 25.40 – 25.68 Spot Rate : 0.2800 Average : 0.1811 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 18.64 – 18.92 Spot Rate : 0.2800 Average : 0.1882 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 11.30 – 11.60 Spot Rate : 0.3000 Average : 0.2165 YTW SCENARIO |