| 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 | 0.1987 % | 1,640.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1987 % | 2,997.2 |
| Floater | 4.69 % | 4.68 % | 60,935 | 16.09 | 3 | 0.1987 % | 1,727.3 |
| OpRet | 4.87 % | 0.86 % | 37,636 | 0.08 | 1 | 0.0398 % | 2,831.3 |
| SplitShare | 4.89 % | 5.12 % | 86,431 | 4.65 | 7 | -0.0012 % | 3,334.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0012 % | 2,601.8 |
| Perpetual-Premium | 5.62 % | -8.40 % | 78,264 | 0.09 | 9 | 0.3493 % | 2,626.5 |
| Perpetual-Discount | 5.38 % | 5.42 % | 104,319 | 14.75 | 28 | 0.1530 % | 2,729.2 |
| FixedReset | 5.20 % | 4.68 % | 161,188 | 7.20 | 88 | 0.3387 % | 1,958.9 |
| Deemed-Retractible | 5.13 % | 5.32 % | 125,603 | 4.92 | 33 | 0.3675 % | 2,699.6 |
| FloatingReset | 3.11 % | 5.14 % | 28,298 | 5.20 | 17 | 0.0704 % | 2,090.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 4.69 % |
| TRP.PR.F | FloatingReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 4.55 % |
| BMO.PR.Q | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.52 Bid-YTW : 6.64 % |
| BMO.PR.Y | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 4.36 % |
| BAM.PF.A | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 4.92 % |
| SLF.PR.D | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.80 % |
| SLF.PR.B | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.98 Bid-YTW : 6.03 % |
| IFC.PR.C | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.18 Bid-YTW : 8.54 % |
| GWO.PR.I | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.70 Bid-YTW : 6.55 % |
| PWF.PR.K | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 22.86 Evaluated at bid price : 23.13 Bid-YTW : 5.42 % |
| HSE.PR.A | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 5.24 % |
| BAM.PF.F | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.77 % |
| CCS.PR.C | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.31 Bid-YTW : 6.04 % |
| SLF.PR.I | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.25 Bid-YTW : 7.84 % |
| BAM.PR.R | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 5.11 % |
| RY.PR.M | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.44 % |
| PWF.PR.P | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.42 % |
| MFC.PR.I | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.87 Bid-YTW : 6.88 % |
| SLF.PR.H | FixedReset | 1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.78 Bid-YTW : 9.12 % |
| PWF.PR.Q | FloatingReset | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 4.23 % |
| NA.PR.Q | FixedReset | 1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 4.41 % |
| SLF.PR.G | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.26 Bid-YTW : 9.65 % |
| IFC.PR.A | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.77 Bid-YTW : 10.06 % |
| BAM.PF.B | FixedReset | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 4.94 % |
| BAM.PR.Z | FixedReset | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 4.99 % |
| SLF.PR.J | FloatingReset | 2.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.50 Bid-YTW : 11.05 % |
| BAM.PR.T | FixedReset | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 14.92 Evaluated at bid price : 14.92 Bid-YTW : 5.12 % |
| MFC.PR.F | FixedReset | 2.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.50 Bid-YTW : 10.29 % |
| FTS.PR.H | FixedReset | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 13.91 Evaluated at bid price : 13.91 Bid-YTW : 3.95 % |
| BAM.PR.X | FixedReset | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 13.46 Evaluated at bid price : 13.46 Bid-YTW : 4.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 152,760 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.90 % |
| TRP.PR.D | FixedReset | 115,352 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 4.74 % |
| IFC.PR.C | FixedReset | 108,068 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.18 Bid-YTW : 8.54 % |
| RY.PR.Z | FixedReset | 98,325 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.21 % |
| NA.PR.A | FixedReset | 56,903 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.99 % |
| POW.PR.D | Perpetual-Discount | 54,040 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-21 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 5.46 % |
| There were 44 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 10.10 – 10.99 Spot Rate : 0.8900 Average : 0.5553 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.31 – 23.98 Spot Rate : 0.6700 Average : 0.4906 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 11.95 – 12.30 Spot Rate : 0.3500 Average : 0.2327 YTW SCENARIO |
| TD.PR.Y | FixedReset | Quote: 23.38 – 23.67 Spot Rate : 0.2900 Average : 0.1912 YTW SCENARIO |
| GWO.PR.O | FloatingReset | Quote: 12.80 – 13.50 Spot Rate : 0.7000 Average : 0.6031 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 13.25 – 13.68 Spot Rate : 0.4300 Average : 0.3376 YTW SCENARIO |