| 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 | 4.28 % | 5.16 % | 23,446 | 17.70 | 1 | -0.0634 % | 1,814.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4014 % | 3,385.6 |
| Floater | 4.08 % | 4.18 % | 53,942 | 17.08 | 4 | 1.4014 % | 1,951.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1320 % | 2,944.1 |
| SplitShare | 4.81 % | 4.45 % | 78,818 | 4.24 | 6 | 0.1320 % | 3,515.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1320 % | 2,743.2 |
| Perpetual-Premium | 5.57 % | -1.61 % | 77,287 | 0.09 | 13 | 0.1091 % | 2,687.6 |
| Perpetual-Discount | 5.30 % | 5.38 % | 98,101 | 14.85 | 25 | 0.2266 % | 2,805.3 |
| FixedReset | 4.62 % | 4.45 % | 230,616 | 6.79 | 96 | -0.0094 % | 2,213.6 |
| Deemed-Retractible | 5.13 % | 3.38 % | 133,233 | 0.23 | 32 | 0.0936 % | 2,780.7 |
| FloatingReset | 2.46 % | 3.63 % | 40,258 | 4.76 | 11 | 0.2808 % | 2,383.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.64 Bid-YTW : 6.46 % |
| MFC.PR.L | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.27 Bid-YTW : 6.63 % |
| MFC.PR.K | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 6.78 % |
| BMO.PR.Q | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.62 Bid-YTW : 5.96 % |
| RY.PR.M | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 21.36 Evaluated at bid price : 21.67 Bid-YTW : 4.33 % |
| CU.PR.H | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 24.47 Evaluated at bid price : 24.88 Bid-YTW : 5.32 % |
| TRP.PR.F | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 15.74 Evaluated at bid price : 15.74 Bid-YTW : 3.74 % |
| MFC.PR.F | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.70 Bid-YTW : 9.90 % |
| BAM.PR.Z | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.97 % |
| BAM.PR.B | Floater | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 11.37 Evaluated at bid price : 11.37 Bid-YTW : 4.18 % |
| BAM.PR.R | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 4.68 % |
| PWF.PR.P | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 4.48 % |
| SLF.PR.J | FloatingReset | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 9.08 % |
| NA.PR.W | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.46 % |
| BAM.PR.C | Floater | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 11.28 Evaluated at bid price : 11.28 Bid-YTW : 4.21 % |
| BAM.PR.K | Floater | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 11.24 Evaluated at bid price : 11.24 Bid-YTW : 4.23 % |
| SLF.PR.G | FixedReset | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.80 Bid-YTW : 8.95 % |
| GWO.PR.N | FixedReset | 3.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.05 Bid-YTW : 9.49 % |
| TRP.PR.H | FloatingReset | 3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 317,742 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.35 % |
| TRP.PR.K | FixedReset | 193,027 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.62 % |
| CU.PR.H | Perpetual-Discount | 179,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 24.47 Evaluated at bid price : 24.88 Bid-YTW : 5.32 % |
| RY.PR.Z | FixedReset | 170,632 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 4.36 % |
| BMO.PR.B | FixedReset | 137,156 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.40 % |
| BNS.PR.H | FixedReset | 115,015 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.23 % |
| BAM.PF.I | FixedReset | 113,712 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.60 % |
| CM.PR.P | FixedReset | 109,531 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 4.36 % |
| BAM.PR.K | Floater | 105,737 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-05 Maturity Price : 11.24 Evaluated at bid price : 11.24 Bid-YTW : 4.23 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.A | Floater | Quote: 12.42 – 12.87 Spot Rate : 0.4500 Average : 0.2901 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 18.96 – 19.27 Spot Rate : 0.3100 Average : 0.2118 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.56 – 21.82 Spot Rate : 0.2600 Average : 0.1669 YTW SCENARIO |
| CGI.PR.D | SplitShare | Quote: 25.14 – 25.50 Spot Rate : 0.3600 Average : 0.2715 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 23.13 – 23.38 Spot Rate : 0.2500 Average : 0.1636 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 25.41 – 25.65 Spot Rate : 0.2400 Average : 0.1567 YTW SCENARIO |