| 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 | 0.7588 % | 1,806.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7588 % | 3,300.8 |
| Floater | 4.19 % | 4.27 % | 61,777 | 16.87 | 4 | 0.7588 % | 1,902.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0858 % | 2,929.8 |
| SplitShare | 4.82 % | 4.62 % | 63,539 | 4.28 | 6 | -0.0858 % | 3,498.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0858 % | 2,729.9 |
| Perpetual-Premium | 5.47 % | 5.45 % | 88,885 | 14.45 | 23 | -0.0193 % | 2,652.9 |
| Perpetual-Discount | 5.51 % | 5.51 % | 111,999 | 14.59 | 15 | -0.1427 % | 2,730.4 |
| FixedReset | 4.73 % | 4.62 % | 264,106 | 6.78 | 96 | 0.3488 % | 2,161.9 |
| Deemed-Retractible | 5.17 % | 4.56 % | 141,001 | 4.53 | 32 | -0.0157 % | 2,754.5 |
| FloatingReset | 2.83 % | 3.89 % | 46,737 | 4.79 | 12 | 0.2331 % | 2,321.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 4.07 % |
| GWO.PR.N | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.15 Bid-YTW : 10.36 % |
| MFC.PR.B | Deemed-Retractible | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.84 Bid-YTW : 6.75 % |
| BAM.PR.N | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 5.74 % |
| TRP.PR.B | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 4.71 % |
| TD.PR.Y | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 3.31 % |
| BAM.PF.A | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 4.90 % |
| RY.PR.M | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.51 % |
| HSE.PR.G | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 22.10 Evaluated at bid price : 22.55 Bid-YTW : 5.18 % |
| BNS.PR.Y | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.51 Bid-YTW : 5.14 % |
| HSE.PR.E | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 22.09 Evaluated at bid price : 22.50 Bid-YTW : 5.22 % |
| BNS.PR.A | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.81 Bid-YTW : 3.53 % |
| MFC.PR.G | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.93 Bid-YTW : 5.92 % |
| MFC.PR.H | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.55 Bid-YTW : 5.22 % |
| MFC.PR.M | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.93 Bid-YTW : 7.05 % |
| CM.PR.Q | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.48 % |
| SLF.PR.G | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.37 Bid-YTW : 9.32 % |
| MFC.PR.N | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.97 Bid-YTW : 6.94 % |
| MFC.PR.I | FixedReset | 1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.24 Bid-YTW : 5.83 % |
| BAM.PR.C | Floater | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 10.99 Evaluated at bid price : 10.99 Bid-YTW : 4.30 % |
| CCS.PR.C | Deemed-Retractible | 1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 6.40 % |
| MFC.PR.K | FixedReset | 1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 7.38 % |
| SLF.PR.I | FixedReset | 1.89 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.52 Bid-YTW : 6.12 % |
| MFC.PR.J | FixedReset | 2.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.37 Bid-YTW : 6.15 % |
| IAG.PR.G | FixedReset | 3.89 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.88 Bid-YTW : 6.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 264,679 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.35 % |
| BNS.PR.B | FloatingReset | 233,726 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.03 Bid-YTW : 3.87 % |
| TD.PF.H | FixedReset | 178,932 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 4.44 % |
| MFC.PR.R | FixedReset | 126,730 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.88 % |
| TRP.PR.K | FixedReset | 108,808 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.73 % |
| FTS.PR.M | FixedReset | 72,111 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-22 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 4.76 % |
| There were 94 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: 19.64 – 23.00 Spot Rate : 3.3600 Average : 1.8698 YTW SCENARIO |
| SLF.PR.K | FloatingReset | Quote: 16.90 – 17.25 Spot Rate : 0.3500 Average : 0.2659 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 19.13 – 19.39 Spot Rate : 0.2600 Average : 0.1811 YTW SCENARIO |
| BNS.PR.H | FixedReset | Quote: 25.82 – 26.10 Spot Rate : 0.2800 Average : 0.2048 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 20.31 – 20.67 Spot Rate : 0.3600 Average : 0.2908 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 24.89 – 25.15 Spot Rate : 0.2600 Average : 0.1913 YTW SCENARIO |