| 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 | -0.8604 % | 1,698.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8604 % | 3,102.7 |
| Floater | 4.84 % | 4.56 % | 82,547 | 16.17 | 4 | -0.8604 % | 1,788.1 |
| OpRet | 4.84 % | 2.09 % | 48,540 | 0.08 | 1 | 0.0000 % | 2,847.0 |
| SplitShare | 5.06 % | 4.97 % | 98,998 | 4.53 | 5 | -0.0477 % | 3,400.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0477 % | 2,653.4 |
| Perpetual-Premium | 5.43 % | -14.46 % | 74,574 | 0.09 | 12 | -0.3009 % | 2,713.1 |
| Perpetual-Discount | 5.09 % | 4.95 % | 106,785 | 14.93 | 26 | -0.0204 % | 2,916.8 |
| FixedReset | 4.87 % | 4.07 % | 152,227 | 7.14 | 89 | -0.5030 % | 2,092.1 |
| Deemed-Retractible | 4.95 % | -1.30 % | 119,815 | 0.09 | 32 | 0.1255 % | 2,818.1 |
| FloatingReset | 2.88 % | 4.08 % | 33,825 | 5.11 | 11 | 0.0814 % | 2,200.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 11.92 Evaluated at bid price : 11.92 Bid-YTW : 4.11 % |
| BNS.PR.Z | FixedReset | -2.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 6.17 % |
| TRP.PR.A | FixedReset | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 4.54 % |
| BAM.PR.X | FixedReset | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 4.46 % |
| BAM.PR.B | Floater | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 10.47 Evaluated at bid price : 10.47 Bid-YTW : 4.56 % |
| TD.PF.B | FixedReset | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 3.96 % |
| BMO.PR.W | FixedReset | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 3.93 % |
| HSE.PR.E | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.23 % |
| HSE.PR.G | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.22 % |
| BNS.PR.Y | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 5.84 % |
| HSE.PR.C | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 5.17 % |
| TD.PF.C | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 3.96 % |
| BAM.PR.C | Floater | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 4.61 % |
| RY.PR.Z | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 3.85 % |
| BAM.PF.B | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.52 % |
| BAM.PR.T | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 4.67 % |
| BMO.PR.M | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.07 Bid-YTW : 3.41 % |
| TD.PF.A | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 3.90 % |
| BAM.PF.A | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 4.43 % |
| RY.PR.M | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 4.00 % |
| CM.PR.O | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 4.00 % |
| TD.PF.E | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 21.71 Evaluated at bid price : 22.05 Bid-YTW : 3.99 % |
| BMO.PR.S | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 3.92 % |
| TRP.PR.F | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 13.64 Evaluated at bid price : 13.64 Bid-YTW : 4.50 % |
| BAM.PR.R | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 4.49 % |
| BAM.PR.Z | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 4.61 % |
| TRP.PR.C | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.20 % |
| BMO.PR.T | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 3.92 % |
| RY.PR.J | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 4.05 % |
| RY.PR.H | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 3.92 % |
| BAM.PF.E | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 4.25 % |
| BMO.PR.Y | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 4.00 % |
| CM.PR.P | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 3.98 % |
| NA.PR.S | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.09 % |
| GWO.PR.N | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.85 Bid-YTW : 9.11 % |
| MFC.PR.J | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.19 % |
| MFC.PR.C | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.19 Bid-YTW : 5.72 % |
| MFC.PR.B | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.18 Bid-YTW : 5.26 % |
| VNR.PR.A | FixedReset | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 4.73 % |
| BIP.PR.A | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset | 171,942 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 4.05 % |
| BNS.PR.Z | FixedReset | 111,297 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 6.17 % |
| CM.PR.P | FixedReset | 106,633 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 3.98 % |
| TD.PF.D | FixedReset | 81,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 4.07 % |
| RY.PR.Q | FixedReset | 65,101 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.93 Bid-YTW : 3.70 % |
| TD.PF.C | FixedReset | 62,706 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-10 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 3.96 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.O | Perpetual-Discount | Quote: 25.14 – 25.45 Spot Rate : 0.3100 Average : 0.2284 YTW SCENARIO |
| BNS.PR.Z | FixedReset | Quote: 20.30 – 20.61 Spot Rate : 0.3100 Average : 0.2300 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 13.64 – 13.95 Spot Rate : 0.3100 Average : 0.2386 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 26.50 – 26.76 Spot Rate : 0.2600 Average : 0.1926 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 22.98 – 23.27 Spot Rate : 0.2900 Average : 0.2321 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 19.41 – 19.66 Spot Rate : 0.2500 Average : 0.1989 YTW SCENARIO |