| 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 | 4.15 % | 4.99 % | 24,130 | 17.89 | 1 | -0.9146 % | 1,870.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7971 % | 3,457.3 |
| Floater | 4.00 % | 4.12 % | 52,065 | 17.19 | 4 | -0.7971 % | 1,992.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1383 % | 2,951.1 |
| SplitShare | 4.80 % | 4.36 % | 74,742 | 4.22 | 6 | 0.1383 % | 3,524.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1383 % | 2,749.8 |
| Perpetual-Premium | 5.59 % | -3.49 % | 75,457 | 0.09 | 12 | 0.0262 % | 2,700.0 |
| Perpetual-Discount | 5.28 % | 5.34 % | 89,622 | 14.87 | 26 | 0.1575 % | 2,821.4 |
| FixedReset | 4.59 % | 4.33 % | 226,646 | 6.77 | 96 | 0.6717 % | 2,231.8 |
| Deemed-Retractible | 5.11 % | 3.34 % | 131,885 | 0.28 | 32 | 0.1232 % | 2,787.2 |
| FloatingReset | 2.46 % | 3.43 % | 41,192 | 4.75 | 11 | 0.7421 % | 2,420.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 11.39 Evaluated at bid price : 11.39 Bid-YTW : 4.18 % |
| PWF.PR.A | Floater | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 3.70 % |
| BNS.PR.B | FloatingReset | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.48 Bid-YTW : 3.36 % |
| VNR.PR.A | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 4.92 % |
| TD.PF.C | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 4.32 % |
| BMO.PR.Q | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 5.34 % |
| IFC.PR.A | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.71 Bid-YTW : 8.07 % |
| BMO.PR.W | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 4.26 % |
| PWF.PR.T | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 4.21 % |
| BMO.PR.S | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 4.21 % |
| RY.PR.J | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 22.03 Evaluated at bid price : 22.42 Bid-YTW : 4.29 % |
| CU.PR.C | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 4.15 % |
| TRP.PR.A | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.54 % |
| TRP.PR.E | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 4.40 % |
| RY.PR.Z | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 4.26 % |
| TRP.PR.D | FixedReset | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 4.58 % |
| BMO.PR.T | FixedReset | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.23 % |
| RY.PR.M | FixedReset | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 21.94 Evaluated at bid price : 22.35 Bid-YTW : 4.18 % |
| BMO.PR.Y | FixedReset | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 22.49 Evaluated at bid price : 23.20 Bid-YTW : 4.13 % |
| TRP.PR.B | FixedReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 13.94 Evaluated at bid price : 13.94 Bid-YTW : 4.27 % |
| TRP.PR.C | FixedReset | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 4.32 % |
| TRP.PR.F | FloatingReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.57 % |
| TRP.PR.H | FloatingReset | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 3.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 346,923 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.43 % |
| TRP.PR.E | FixedReset | 270,099 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 4.40 % |
| BNS.PR.H | FixedReset | 231,696 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.00 % |
| BAM.PR.X | FixedReset | 209,348 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 4.84 % |
| BMO.PR.B | FixedReset | 179,269 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : 4.13 % |
| TD.PF.H | FixedReset | 162,152 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.15 % |
| TD.PF.A | FixedReset | 138,153 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.25 % |
| TRP.PR.D | FixedReset | 116,928 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-13 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 4.58 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.E | Ratchet | Quote: 16.25 – 16.90 Spot Rate : 0.6500 Average : 0.5133 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.07 – 23.53 Spot Rate : 0.4600 Average : 0.3279 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 23.47 – 23.87 Spot Rate : 0.4000 Average : 0.3091 YTW SCENARIO |
| TD.PF.B | FixedReset | Quote: 19.99 – 20.20 Spot Rate : 0.2100 Average : 0.1321 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.39 – 11.60 Spot Rate : 0.2100 Average : 0.1522 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 23.50 – 23.70 Spot Rate : 0.2000 Average : 0.1481 YTW SCENARIO |