| 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 | -0.0677 % | 1,755.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0677 % | 3,207.7 |
| Floater | 4.27 % | 4.41 % | 47,884 | 16.51 | 4 | -0.0677 % | 1,848.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1128 % | 2,920.3 |
| SplitShare | 4.84 % | 4.45 % | 54,093 | 2.00 | 6 | 0.1128 % | 3,487.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1128 % | 2,721.0 |
| Perpetual-Premium | 5.45 % | 5.32 % | 84,165 | 14.39 | 23 | -0.1327 % | 2,652.6 |
| Perpetual-Discount | 5.46 % | 5.47 % | 94,579 | 14.67 | 15 | -0.5924 % | 2,746.6 |
| FixedReset | 4.85 % | 4.58 % | 208,363 | 6.85 | 96 | -0.0140 % | 2,107.0 |
| Deemed-Retractible | 5.18 % | 5.26 % | 137,154 | 4.58 | 32 | -0.0971 % | 2,745.4 |
| FloatingReset | 2.88 % | 3.84 % | 44,176 | 4.84 | 12 | -0.0510 % | 2,306.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Deemed-Retractible | -2.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.46 Bid-YTW : 6.61 % |
| TD.PF.E | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-02 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 4.49 % |
| CU.PR.G | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-02 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.47 % |
| IAG.PR.A | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.77 Bid-YTW : 6.66 % |
| BAM.PR.T | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-02 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.88 % |
| SLF.PR.G | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.51 Bid-YTW : 9.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset | 512,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.57 Bid-YTW : 4.16 % |
| NA.PR.X | FixedReset | 501,882 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 4.30 % |
| MFC.PR.R | FixedReset | 501,331 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.88 Bid-YTW : 4.95 % |
| TD.PF.G | FixedReset | 398,870 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.14 % |
| TRP.PR.K | FixedReset | 380,185 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-02 Maturity Price : 23.10 Evaluated at bid price : 24.91 Bid-YTW : 4.85 % |
| RY.PR.Q | FixedReset | 342,387 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 4.11 % |
| TD.PF.H | FixedReset | 282,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.52 % |
| FTS.PR.M | FixedReset | 155,671 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-02 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.61 % |
| BMO.PR.B | FixedReset | 139,265 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.56 % |
| There were 57 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 22.46 – 23.10 Spot Rate : 0.6400 Average : 0.5035 YTW SCENARIO |
| ELF.PR.H | Perpetual-Premium | Quote: 24.59 – 24.90 Spot Rate : 0.3100 Average : 0.1995 YTW SCENARIO |
| TD.PR.Z | FloatingReset | Quote: 23.06 – 23.36 Spot Rate : 0.3000 Average : 0.2125 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 24.68 – 24.97 Spot Rate : 0.2900 Average : 0.2059 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 24.50 – 24.91 Spot Rate : 0.4100 Average : 0.3267 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 13.60 – 13.86 Spot Rate : 0.2600 Average : 0.1867 YTW SCENARIO |