| 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 | 0.8740 % | 1,739.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8740 % | 3,178.0 |
| Floater | 4.31 % | 4.47 % | 47,512 | 16.42 | 4 | 0.8740 % | 1,831.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 2,893.0 |
| SplitShare | 4.84 % | 4.70 % | 45,756 | 2.02 | 6 | -0.1258 % | 3,454.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 2,695.7 |
| Perpetual-Premium | 5.45 % | 5.13 % | 82,875 | 14.57 | 23 | 0.5590 % | 2,653.1 |
| Perpetual-Discount | 5.39 % | 5.39 % | 94,698 | 14.82 | 15 | 0.8398 % | 2,779.4 |
| FixedReset | 4.93 % | 4.58 % | 195,501 | 6.78 | 93 | -0.3137 % | 2,067.6 |
| Deemed-Retractible | 5.14 % | 5.44 % | 132,216 | 4.51 | 32 | 0.6488 % | 2,746.4 |
| FloatingReset | 2.82 % | 3.61 % | 42,192 | 4.89 | 12 | -0.3094 % | 2,300.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.D | FloatingReset | -2.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.11 % |
| CU.PR.C | FixedReset | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.24 % |
| BAM.PR.R | FixedReset | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 4.93 % |
| SLF.PR.G | FixedReset | -1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.10 Bid-YTW : 10.39 % |
| BAM.PR.X | FixedReset | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 4.90 % |
| BMO.PR.M | FixedReset | -1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 3.89 % |
| BAM.PR.T | FixedReset | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 5.15 % |
| BAM.PR.Z | FixedReset | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 5.21 % |
| TRP.PR.G | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.68 % |
| RY.PR.J | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 4.50 % |
| SLF.PR.J | FloatingReset | -1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.42 Bid-YTW : 10.48 % |
| CU.PR.I | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 3.71 % |
| BMO.PR.Y | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 4.37 % |
| BMO.PR.Q | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.93 Bid-YTW : 6.48 % |
| GWO.PR.N | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.20 Bid-YTW : 11.20 % |
| BAM.PF.E | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.77 % |
| FTS.PR.M | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.51 % |
| GWO.PR.G | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.68 % |
| GWO.PR.I | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.47 Bid-YTW : 6.92 % |
| VNR.PR.A | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.94 % |
| FTS.PR.J | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 22.31 Evaluated at bid price : 22.61 Bid-YTW : 5.26 % |
| GWO.PR.H | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.06 Bid-YTW : 6.21 % |
| BNS.PR.R | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.33 Bid-YTW : 3.85 % |
| BAM.PR.C | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 10.64 Evaluated at bid price : 10.64 Bid-YTW : 4.49 % |
| FTS.PR.H | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 13.87 Evaluated at bid price : 13.87 Bid-YTW : 4.25 % |
| CU.PR.D | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 22.89 Evaluated at bid price : 23.30 Bid-YTW : 5.25 % |
| POW.PR.A | Perpetual-Premium | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-12-17 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 3.97 % |
| CU.PR.E | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 22.84 Evaluated at bid price : 23.24 Bid-YTW : 5.27 % |
| CU.PR.H | Perpetual-Premium | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 24.45 Evaluated at bid price : 24.86 Bid-YTW : 5.28 % |
| IFC.PR.C | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.47 % |
| TRP.PR.H | FloatingReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 3.94 % |
| SLF.PR.D | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.09 Bid-YTW : 7.14 % |
| PWF.PR.S | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 22.09 Evaluated at bid price : 22.35 Bid-YTW : 5.41 % |
| POW.PR.D | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.34 % |
| GWO.PR.Q | Deemed-Retractible | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 5.76 % |
| TRP.PR.F | FloatingReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 14.91 Evaluated at bid price : 14.91 Bid-YTW : 4.03 % |
| SLF.PR.E | Deemed-Retractible | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.26 Bid-YTW : 7.07 % |
| POW.PR.B | Perpetual-Premium | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-17 Maturity Price : 24.51 Evaluated at bid price : 24.76 Bid-YTW : 5.46 % |
| IAG.PR.A | Deemed-Retractible | 1.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.38 % |
| MFC.PR.C | Deemed-Retractible | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 6.99 % |
| SLF.PR.B | Deemed-Retractible | 1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 6.30 % |
| SLF.PR.C | Deemed-Retractible | 1.92 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 7.02 % |
| MFC.PR.B | Deemed-Retractible | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PR.T | FloatingReset | 101,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.41 Bid-YTW : 3.34 % |
| BMO.PR.B | FixedReset | 98,860 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.61 % |
| NA.PR.X | FixedReset | 93,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 4.43 % |
| TD.PF.H | FixedReset | 88,135 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.64 % |
| BNS.PR.H | FixedReset | 83,950 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.53 % |
| RY.PR.Q | FixedReset | 83,710 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 4.50 % |
| There were 84 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: 19.00 – 22.50 Spot Rate : 3.5000 Average : 2.7801 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 13.20 – 13.62 Spot Rate : 0.4200 Average : 0.2871 YTW SCENARIO |
| PWF.PR.O | Perpetual-Premium | Quote: 25.39 – 25.72 Spot Rate : 0.3300 Average : 0.2102 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 14.14 – 14.54 Spot Rate : 0.4000 Average : 0.2867 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 22.35 – 22.67 Spot Rate : 0.3200 Average : 0.2133 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 21.09 – 21.35 Spot Rate : 0.2600 Average : 0.1609 YTW SCENARIO |