| 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 | 0.3307 % | 1,645.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3307 % | 3,006.1 |
| Floater | 4.67 % | 4.67 % | 64,688 | 16.10 | 3 | 0.3307 % | 1,732.4 |
| OpRet | 4.86 % | -0.26 % | 41,221 | 0.08 | 1 | 0.0794 % | 2,836.9 |
| SplitShare | 4.88 % | 5.00 % | 82,771 | 4.63 | 7 | -0.0286 % | 3,342.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0286 % | 2,607.6 |
| Perpetual-Premium | 5.59 % | -13.67 % | 77,772 | 0.09 | 9 | 0.2431 % | 2,647.6 |
| Perpetual-Discount | 5.33 % | 5.35 % | 106,184 | 14.87 | 28 | 0.8289 % | 2,764.1 |
| FixedReset | 5.18 % | 4.59 % | 158,615 | 7.34 | 88 | 0.6345 % | 1,967.1 |
| Deemed-Retractible | 5.10 % | 5.17 % | 124,989 | 4.90 | 33 | 0.6877 % | 2,714.6 |
| FloatingReset | 3.12 % | 5.14 % | 31,477 | 5.18 | 18 | 0.3869 % | 2,093.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PR.Y | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 4.47 % |
| BNS.PR.F | FloatingReset | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.14 Bid-YTW : 8.09 % |
| CU.PR.I | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 3.61 % |
| CU.PR.C | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 4.50 % |
| RY.PR.H | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 4.13 % |
| VNR.PR.A | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.84 % |
| GWO.PR.Q | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.34 Bid-YTW : 5.57 % |
| CM.PR.Q | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.40 % |
| TD.PF.B | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 4.16 % |
| TD.PF.E | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.34 % |
| PWF.PR.P | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 4.22 % |
| RY.PR.J | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.39 % |
| BAM.PF.E | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 4.64 % |
| TD.PF.C | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 4.18 % |
| FTS.PR.K | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.09 % |
| SLF.PR.C | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.39 Bid-YTW : 6.72 % |
| CU.PR.F | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 5.35 % |
| MFC.PR.F | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.67 Bid-YTW : 10.19 % |
| ELF.PR.H | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 24.18 Evaluated at bid price : 24.67 Bid-YTW : 5.57 % |
| BAM.PR.R | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 4.82 % |
| SLF.PR.A | Deemed-Retractible | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.92 Bid-YTW : 6.04 % |
| SLF.PR.D | Deemed-Retractible | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.38 Bid-YTW : 6.73 % |
| MFC.PR.B | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.52 Bid-YTW : 6.21 % |
| SLF.PR.B | Deemed-Retractible | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.13 Bid-YTW : 5.96 % |
| IAG.PR.G | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.45 Bid-YTW : 7.80 % |
| GWO.PR.P | Deemed-Retractible | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 5.33 % |
| PWF.PR.S | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 22.48 Evaluated at bid price : 22.77 Bid-YTW : 5.35 % |
| MFC.PR.C | Deemed-Retractible | 1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.69 Bid-YTW : 6.60 % |
| CM.PR.P | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 4.14 % |
| CU.PR.E | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 22.89 Evaluated at bid price : 23.28 Bid-YTW : 5.30 % |
| CM.PR.O | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.16 % |
| SLF.PR.E | Deemed-Retractible | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.60 % |
| CU.PR.D | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 22.86 Evaluated at bid price : 23.24 Bid-YTW : 5.31 % |
| GWO.PR.R | Deemed-Retractible | 1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.82 Bid-YTW : 6.16 % |
| TRP.PR.A | FixedReset | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.62 % |
| GWO.PR.H | Deemed-Retractible | 1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.87 Bid-YTW : 6.18 % |
| CU.PR.H | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 24.53 Evaluated at bid price : 24.94 Bid-YTW : 5.30 % |
| FTS.PR.M | FixedReset | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.26 % |
| GWO.PR.G | Deemed-Retractible | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.46 Bid-YTW : 5.55 % |
| GWO.PR.S | Deemed-Retractible | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.37 % |
| CU.PR.G | Perpetual-Discount | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 5.32 % |
| HSE.PR.C | FixedReset | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 5.56 % |
| HSE.PR.B | FloatingReset | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 5.33 % |
| GWO.PR.I | Deemed-Retractible | 2.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.89 Bid-YTW : 6.44 % |
| HSE.PR.G | FixedReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 5.51 % |
| FTS.PR.G | FixedReset | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.15 % |
| TRP.PR.E | FixedReset | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.47 % |
| FTS.PR.F | Perpetual-Discount | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 23.70 Evaluated at bid price : 24.01 Bid-YTW : 5.14 % |
| SLF.PR.I | FixedReset | 2.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.18 Bid-YTW : 7.83 % |
| TRP.PR.B | FixedReset | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 11.53 Evaluated at bid price : 11.53 Bid-YTW : 4.17 % |
| FTS.PR.J | Perpetual-Discount | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 22.99 Evaluated at bid price : 23.38 Bid-YTW : 5.11 % |
| TRP.PR.D | FixedReset | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.50 % |
| HSE.PR.E | FixedReset | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.50 % |
| TRP.PR.C | FixedReset | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 12.03 Evaluated at bid price : 12.03 Bid-YTW : 4.46 % |
| PWF.PR.Q | FloatingReset | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 4.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.M | Deemed-Retractible | 115,095 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-08-26 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 2.55 % |
| TD.PF.C | FixedReset | 105,172 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 4.18 % |
| MFC.PR.I | FixedReset | 102,569 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 6.98 % |
| BNS.PR.N | Deemed-Retractible | 100,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-07-29 Maturity Price : 25.25 Evaluated at bid price : 25.72 Bid-YTW : -7.01 % |
| CM.PR.P | FixedReset | 80,036 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-29 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 4.14 % |
| FTS.PR.E | OpRet | 62,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-07-29 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -0.26 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.F | FloatingReset | Quote: 18.14 – 18.99 Spot Rate : 0.8500 Average : 0.5792 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 18.45 – 19.22 Spot Rate : 0.7700 Average : 0.5054 YTW SCENARIO |
| GWO.PR.O | FloatingReset | Quote: 12.55 – 13.57 Spot Rate : 1.0200 Average : 0.8729 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 11.18 – 11.59 Spot Rate : 0.4100 Average : 0.2689 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.20 – 14.60 Spot Rate : 0.4000 Average : 0.2657 YTW SCENARIO |
| ALB.PR.C | SplitShare | Quote: 26.15 – 26.94 Spot Rate : 0.7900 Average : 0.6641 YTW SCENARIO |