| 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 | -0.1607 % | 1,724.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1607 % | 3,150.5 |
| Floater | 4.35 % | 4.51 % | 43,200 | 16.37 | 4 | -0.1607 % | 1,815.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0859 % | 2,904.9 |
| SplitShare | 4.82 % | 4.37 % | 43,044 | 4.34 | 6 | 0.0859 % | 3,469.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0859 % | 2,706.7 |
| Perpetual-Premium | 5.39 % | 4.92 % | 74,408 | 3.93 | 23 | -0.2638 % | 2,683.5 |
| Perpetual-Discount | 5.23 % | 5.22 % | 87,774 | 15.09 | 15 | -0.6617 % | 2,861.7 |
| FixedReset | 4.78 % | 4.27 % | 179,889 | 6.84 | 93 | -0.0331 % | 2,133.1 |
| Deemed-Retractible | 5.09 % | 5.18 % | 122,960 | 4.53 | 32 | -0.3124 % | 2,773.2 |
| FloatingReset | 2.80 % | 3.39 % | 43,989 | 4.91 | 12 | 0.4958 % | 2,320.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.S | FixedReset | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.44 % |
| GWO.PR.Q | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.43 % |
| NA.PR.W | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 4.39 % |
| CU.PR.I | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 2.57 % |
| GWO.PR.H | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 5.94 % |
| MFC.PR.B | Deemed-Retractible | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 6.31 % |
| MFC.PR.C | Deemed-Retractible | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.72 Bid-YTW : 6.75 % |
| CU.PR.F | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 21.46 Evaluated at bid price : 21.78 Bid-YTW : 5.16 % |
| HSE.PR.A | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 5.12 % |
| SLF.PR.G | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.62 Bid-YTW : 9.83 % |
| TRP.PR.B | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 4.37 % |
| IFC.PR.A | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.40 Bid-YTW : 9.03 % |
| MFC.PR.L | FixedReset | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.19 Bid-YTW : 7.27 % |
| SLF.PR.J | FloatingReset | 4.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.76 Bid-YTW : 10.10 % |
| SLF.PR.K | FloatingReset | 4.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.75 Bid-YTW : 8.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 597,110 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 4.31 % |
| TD.PF.H | FixedReset | 473,226 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.30 % |
| BAM.PR.Z | FixedReset | 94,168 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-11 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 4.93 % |
| TD.PF.G | FixedReset | 78,502 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.79 % |
| BNS.PR.E | FixedReset | 69,023 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.90 % |
| SLF.PR.H | FixedReset | 49,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.50 Bid-YTW : 8.05 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.D | FloatingReset | Quote: 19.20 – 21.00 Spot Rate : 1.8000 Average : 1.6136 YTW SCENARIO |
| FTS.PR.H | FixedReset | Quote: 14.25 – 14.46 Spot Rate : 0.2100 Average : 0.1317 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 15.88 – 16.13 Spot Rate : 0.2500 Average : 0.1717 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 21.76 – 22.01 Spot Rate : 0.2500 Average : 0.1766 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 26.56 – 26.85 Spot Rate : 0.2900 Average : 0.2181 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 26.80 – 27.01 Spot Rate : 0.2100 Average : 0.1478 YTW SCENARIO |