| 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 | -0.5327 % | 1,793.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5327 % | 3,276.0 |
| Floater | 4.22 % | 4.30 % | 58,523 | 16.83 | 4 | -0.5327 % | 1,888.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0859 % | 2,932.3 |
| SplitShare | 4.82 % | 4.61 % | 62,189 | 4.28 | 6 | 0.0859 % | 3,501.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0859 % | 2,732.2 |
| Perpetual-Premium | 5.46 % | 5.43 % | 88,337 | 14.44 | 23 | 0.4701 % | 2,653.4 |
| Perpetual-Discount | 5.50 % | 5.51 % | 111,158 | 14.57 | 15 | 0.5223 % | 2,734.3 |
| FixedReset | 4.74 % | 4.61 % | 245,436 | 6.77 | 96 | 0.7125 % | 2,154.4 |
| Deemed-Retractible | 5.17 % | 4.66 % | 141,896 | 4.53 | 32 | 0.4657 % | 2,754.9 |
| FloatingReset | 2.84 % | 4.01 % | 47,076 | 4.79 | 12 | 0.2975 % | 2,316.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 10.81 Evaluated at bid price : 10.81 Bid-YTW : 4.37 % |
| IFC.PR.A | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.62 Bid-YTW : 8.99 % |
| BAM.PR.B | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 10.98 Evaluated at bid price : 10.98 Bid-YTW : 4.30 % |
| BAM.PF.H | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.84 % |
| BAM.PF.E | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.77 % |
| SLF.PR.I | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.12 Bid-YTW : 6.40 % |
| MFC.PR.K | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.88 Bid-YTW : 7.63 % |
| SLF.PR.C | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.24 Bid-YTW : 6.92 % |
| BMO.PR.M | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 3.50 % |
| TRP.PR.C | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 13.52 Evaluated at bid price : 13.52 Bid-YTW : 4.89 % |
| TD.PF.A | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 4.52 % |
| CU.PR.G | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.47 % |
| CM.PR.Q | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.58 % |
| SLF.PR.D | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.28 Bid-YTW : 6.89 % |
| TD.PF.E | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 21.97 Evaluated at bid price : 22.40 Bid-YTW : 4.46 % |
| BNS.PR.P | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.38 % |
| TD.PF.B | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 4.57 % |
| TD.PF.C | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 4.58 % |
| SLF.PR.H | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.39 Bid-YTW : 8.26 % |
| PWF.PR.P | FixedReset | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 14.22 Evaluated at bid price : 14.22 Bid-YTW : 4.75 % |
| RY.PR.H | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 4.55 % |
| SLF.PR.B | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.69 Bid-YTW : 6.29 % |
| GWO.PR.I | Deemed-Retractible | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.37 Bid-YTW : 6.88 % |
| SLF.PR.K | FloatingReset | 1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.85 Bid-YTW : 8.23 % |
| FTS.PR.H | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 4.72 % |
| POW.PR.G | Perpetual-Premium | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 24.73 Evaluated at bid price : 25.02 Bid-YTW : 5.59 % |
| BMO.PR.S | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.53 % |
| IFC.PR.C | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.53 Bid-YTW : 6.39 % |
| FTS.PR.M | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 4.74 % |
| FTS.PR.G | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 4.60 % |
| MFC.PR.H | FixedReset | 1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.24 Bid-YTW : 5.42 % |
| BMO.PR.Y | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 4.48 % |
| BAM.PR.N | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.68 % |
| TD.PF.D | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 21.61 Evaluated at bid price : 21.87 Bid-YTW : 4.49 % |
| MFC.PR.N | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.66 Bid-YTW : 7.17 % |
| MFC.PR.L | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.38 Bid-YTW : 7.28 % |
| SLF.PR.J | FloatingReset | 1.79 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 9.66 % |
| HSE.PR.A | FixedReset | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 5.38 % |
| BAM.PR.R | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.93 % |
| MFC.PR.M | FixedReset | 1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.26 % |
| MFC.PR.G | FixedReset | 2.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.66 Bid-YTW : 6.10 % |
| MFC.PR.J | FixedReset | 2.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.93 Bid-YTW : 6.46 % |
| MFC.PR.F | FixedReset | 2.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.36 Bid-YTW : 10.20 % |
| MFC.PR.I | FixedReset | 2.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.88 Bid-YTW : 6.07 % |
| CU.PR.C | FixedReset | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 4.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset | 145,226 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 4.77 % |
| BAM.PR.Z | FixedReset | 128,255 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.09 % |
| MFC.PR.R | FixedReset | 115,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.97 % |
| BMO.PR.S | FixedReset | 97,916 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.53 % |
| RY.PR.Z | FixedReset | 86,167 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 4.52 % |
| TD.PF.C | FixedReset | 85,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-21 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 4.58 % |
| There were 107 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.S | Deemed-Retractible | Quote: 24.40 – 24.98 Spot Rate : 0.5800 Average : 0.3545 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 21.06 – 21.52 Spot Rate : 0.4600 Average : 0.2815 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 20.28 – 20.64 Spot Rate : 0.3600 Average : 0.2148 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 27.07 – 27.45 Spot Rate : 0.3800 Average : 0.2408 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 20.77 – 21.09 Spot Rate : 0.3200 Average : 0.2076 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 24.04 – 24.34 Spot Rate : 0.3000 Average : 0.1981 YTW SCENARIO |