| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -0.3196 % | 1,731.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3196 % | 3,163.5 |
| Floater | 4.33 % | 4.47 % | 46,089 | 16.44 | 4 | -0.3196 % | 1,823.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2310 % | 2,898.8 |
| SplitShare | 4.83 % | 4.81 % | 45,925 | 4.33 | 6 | -0.2310 % | 3,461.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2310 % | 2,701.0 |
| Perpetual-Premium | 5.44 % | 5.08 % | 79,484 | 14.50 | 23 | -0.2625 % | 2,661.3 |
| Perpetual-Discount | 5.39 % | 5.39 % | 89,240 | 14.86 | 15 | -1.2429 % | 2,773.4 |
| FixedReset | 4.85 % | 4.56 % | 186,379 | 6.80 | 93 | -1.1067 % | 2,101.3 |
| Deemed-Retractible | 5.15 % | 5.37 % | 129,170 | 4.63 | 32 | -0.4120 % | 2,740.9 |
| FloatingReset | 2.79 % | 3.43 % | 42,527 | 4.90 | 12 | -0.2981 % | 2,322.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset | -3.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 7.31 % |
| IFC.PR.A | FixedReset | -3.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.74 Bid-YTW : 9.67 % |
| IAG.PR.G | FixedReset | -3.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 6.99 % |
| MFC.PR.J | FixedReset | -2.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.17 % |
| SLF.PR.I | FixedReset | -2.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.90 Bid-YTW : 7.05 % |
| NA.PR.W | FixedReset | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 4.46 % |
| TRP.PR.D | FixedReset | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 4.68 % |
| BAM.PR.N | Perpetual-Discount | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 5.78 % |
| BNS.PR.Z | FixedReset | -2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.33 Bid-YTW : 6.40 % |
| TD.PF.E | FixedReset | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 4.32 % |
| SLF.PR.H | FixedReset | -2.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.89 Bid-YTW : 8.59 % |
| CU.PR.E | Perpetual-Discount | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 22.76 Evaluated at bid price : 23.15 Bid-YTW : 5.29 % |
| PWF.PR.P | FixedReset | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 13.44 Evaluated at bid price : 13.44 Bid-YTW : 4.56 % |
| TRP.PR.E | FixedReset | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.64 % |
| BMO.PR.W | FixedReset | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 4.25 % |
| W.PR.M | FixedReset | -1.96 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.87 % |
| W.PR.K | FixedReset | -1.92 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.86 % |
| TD.PF.C | FixedReset | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 4.31 % |
| MFC.PR.I | FixedReset | -1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.95 Bid-YTW : 6.52 % |
| BAM.PR.M | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.74 % |
| MFC.PR.H | FixedReset | -1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.45 Bid-YTW : 5.73 % |
| RY.PR.J | FixedReset | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 4.34 % |
| CU.PR.G | Perpetual-Discount | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 5.39 % |
| MFC.PR.F | FixedReset | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.60 Bid-YTW : 10.83 % |
| BAM.PR.K | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 10.51 Evaluated at bid price : 10.51 Bid-YTW : 4.55 % |
| TD.PF.B | FixedReset | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 4.33 % |
| TD.PF.D | FixedReset | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 4.36 % |
| BAM.PF.D | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.41 Evaluated at bid price : 21.72 Bid-YTW : 5.71 % |
| BMO.PR.Y | FixedReset | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 4.28 % |
| MFC.PR.K | FixedReset | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.12 Bid-YTW : 8.05 % |
| BNS.PR.D | FloatingReset | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 6.36 % |
| MFC.PR.M | FixedReset | -1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.24 Bid-YTW : 7.45 % |
| BAM.PF.C | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.77 % |
| BAM.PF.G | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 4.57 % |
| CU.PR.F | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.37 % |
| CU.PR.D | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 22.80 Evaluated at bid price : 23.20 Bid-YTW : 5.28 % |
| BMO.PR.T | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 4.25 % |
| SLF.PR.E | Deemed-Retractible | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 7.18 % |
| RY.PR.M | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.28 % |
| BNS.PR.Y | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 5.53 % |
| SLF.PR.D | Deemed-Retractible | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.96 Bid-YTW : 7.23 % |
| PWF.PR.K | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 22.79 Evaluated at bid price : 23.07 Bid-YTW : 5.40 % |
| MFC.PR.L | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.59 Bid-YTW : 7.76 % |
| MFC.PR.N | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.32 Bid-YTW : 7.32 % |
| SLF.PR.C | Deemed-Retractible | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 7.20 % |
| TRP.PR.G | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 4.56 % |
| SLF.PR.J | FloatingReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.58 Bid-YTW : 10.30 % |
| BMO.PR.M | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.19 Bid-YTW : 3.50 % |
| CM.PR.P | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.28 % |
| TD.PF.A | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 4.28 % |
| NA.PR.S | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.45 % |
| BMO.PR.S | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 4.24 % |
| TRP.PR.C | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 4.40 % |
| NA.PR.Q | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 4.15 % |
| CM.PR.O | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.29 % |
| HSE.PR.A | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 5.28 % |
| BMO.PR.Q | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.06 Bid-YTW : 6.34 % |
| BAM.PF.B | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.93 % |
| CM.PR.Q | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 4.33 % |
| HSE.PR.E | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 5.20 % |
| SLF.PR.B | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.58 Bid-YTW : 6.47 % |
| BAM.PF.A | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.88 % |
| EML.PR.A | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.88 % |
| HSE.PR.C | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.26 % |
| BNS.PR.G | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.41 Bid-YTW : 4.26 % |
| CU.PR.H | Perpetual-Premium | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 24.20 Evaluated at bid price : 24.60 Bid-YTW : 5.33 % |
| MFC.PR.G | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.15 Bid-YTW : 6.33 % |
| BAM.PF.F | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 4.60 % |
| BAM.PR.Z | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.00 % |
| RY.PR.Z | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.19 % |
| VNR.PR.A | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.88 % |
| TRP.PR.F | FloatingReset | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 15.17 Evaluated at bid price : 15.17 Bid-YTW : 3.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 166,295 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.61 % |
| TRP.PR.A | FixedReset | 159,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 4.63 % |
| BAM.PR.Z | FixedReset | 112,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.00 % |
| BAM.PF.E | FixedReset | 89,727 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-15 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 4.59 % |
| TD.PF.H | FixedReset | 65,955 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.63 % |
| BNS.PR.N | Deemed-Retractible | 64,898 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 2.92 % |
| There were 81 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset | Quote: 15.74 – 16.25 Spot Rate : 0.5100 Average : 0.3093 YTW SCENARIO |
| NA.PR.Q | FixedReset | Quote: 24.15 – 24.59 Spot Rate : 0.4400 Average : 0.2979 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 20.89 – 21.20 Spot Rate : 0.3100 Average : 0.1887 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 19.90 – 20.18 Spot Rate : 0.2800 Average : 0.1714 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 15.75 – 16.05 Spot Rate : 0.3000 Average : 0.2034 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 10.51 – 10.77 Spot Rate : 0.2600 Average : 0.1675 YTW SCENARIO |