| 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 | 4.19 % | 5.04 % | 24,328 | 17.84 | 1 | 1.8987 % | 1,853.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8364 % | 3,437.5 |
| Floater | 4.02 % | 4.13 % | 53,010 | 17.17 | 4 | 0.8364 % | 1,981.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0594 % | 2,944.5 |
| SplitShare | 4.81 % | 4.47 % | 80,333 | 4.23 | 6 | 0.0594 % | 3,516.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0594 % | 2,743.6 |
| Perpetual-Premium | 5.62 % | -1.15 % | 76,416 | 0.09 | 12 | -0.1939 % | 2,689.0 |
| Perpetual-Discount | 5.31 % | 5.37 % | 92,919 | 14.88 | 26 | -0.1364 % | 2,807.6 |
| FixedReset | 4.64 % | 4.43 % | 231,806 | 6.78 | 96 | -0.7094 % | 2,208.5 |
| Deemed-Retractible | 5.13 % | 3.61 % | 130,185 | 0.29 | 32 | -0.2256 % | 2,778.0 |
| FloatingReset | 2.47 % | 3.46 % | 38,314 | 4.76 | 11 | -0.0222 % | 2,392.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset | -2.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.91 Bid-YTW : 6.88 % |
| MFC.PR.H | FixedReset | -2.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.91 Bid-YTW : 4.96 % |
| BAM.PF.B | FixedReset | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.87 % |
| MFC.PR.N | FixedReset | -2.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.40 Bid-YTW : 6.62 % |
| MFC.PR.I | FixedReset | -2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 5.42 % |
| BAM.PF.A | FixedReset | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 4.76 % |
| BAM.PF.G | FixedReset | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 22.00 Evaluated at bid price : 22.39 Bid-YTW : 4.52 % |
| BAM.PR.R | FixedReset | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 4.66 % |
| BAM.PF.F | FixedReset | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 21.58 Evaluated at bid price : 21.98 Bid-YTW : 4.60 % |
| MFC.PR.G | FixedReset | -1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.16 Bid-YTW : 5.78 % |
| MFC.PR.J | FixedReset | -1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.93 Bid-YTW : 5.74 % |
| IAG.PR.G | FixedReset | -1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.02 Bid-YTW : 5.22 % |
| IFC.PR.A | FixedReset | -1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.67 Bid-YTW : 8.06 % |
| MFC.PR.M | FixedReset | -1.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.52 Bid-YTW : 6.61 % |
| BAM.PR.Z | FixedReset | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 20.68 Evaluated at bid price : 20.68 Bid-YTW : 4.99 % |
| BAM.PF.E | FixedReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 4.55 % |
| CM.PR.Q | FixedReset | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 21.82 Evaluated at bid price : 22.15 Bid-YTW : 4.31 % |
| TRP.PR.G | FixedReset | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 22.06 Evaluated at bid price : 22.53 Bid-YTW : 4.46 % |
| TD.PF.E | FixedReset | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 22.27 Evaluated at bid price : 22.86 Bid-YTW : 4.25 % |
| BAM.PR.X | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 4.82 % |
| TRP.PR.H | FloatingReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 12.31 Evaluated at bid price : 12.31 Bid-YTW : 3.49 % |
| IFC.PR.C | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.07 % |
| TD.PF.A | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 4.33 % |
| BAM.PR.T | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 4.86 % |
| MFC.PR.F | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.62 Bid-YTW : 9.97 % |
| BMO.PR.S | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.29 % |
| TD.PF.D | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 22.03 Evaluated at bid price : 22.45 Bid-YTW : 4.25 % |
| 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 : 19.86 Bid-YTW : 6.86 % |
| GWO.PR.R | Deemed-Retractible | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.43 Bid-YTW : 6.52 % |
| TRP.PR.E | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 4.51 % |
| PWF.PR.T | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.24 % |
| RY.PR.Z | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.32 % |
| RY.PR.J | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 21.49 Evaluated at bid price : 21.86 Bid-YTW : 4.37 % |
| TRP.PR.A | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 4.66 % |
| CM.PR.P | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 4.35 % |
| BAM.PR.B | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.13 % |
| BAM.PR.E | Ratchet | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 25.00 Evaluated at bid price : 16.10 Bid-YTW : 5.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 254,651 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 4.38 % |
| TRP.PR.K | FixedReset | 180,349 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.64 Bid-YTW : 4.53 % |
| BAM.PF.I | FixedReset | 136,467 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.44 % |
| SLF.PR.I | FixedReset | 97,058 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.03 Bid-YTW : 5.72 % |
| TD.PF.H | FixedReset | 72,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.32 % |
| BMO.PR.T | FixedReset | 70,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-09 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 4.36 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.F | Perpetual-Discount | Quote: 24.60 – 24.95 Spot Rate : 0.3500 Average : 0.2098 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 22.53 – 22.99 Spot Rate : 0.4600 Average : 0.3231 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 17.67 – 17.95 Spot Rate : 0.2800 Average : 0.1617 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 22.15 – 22.50 Spot Rate : 0.3500 Average : 0.2534 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 20.25 – 20.63 Spot Rate : 0.3800 Average : 0.2852 YTW SCENARIO |
| BIP.PR.B | FixedReset | Quote: 25.95 – 26.20 Spot Rate : 0.2500 Average : 0.1653 YTW SCENARIO |