| 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 | 4.07 % | 4.87 % | 23,380 | 18.03 | 1 | -0.3003 % | 1,910.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4629 % | 3,490.9 |
| Floater | 3.96 % | 4.09 % | 53,248 | 17.24 | 4 | 0.4629 % | 2,011.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0066 % | 2,953.0 |
| SplitShare | 4.80 % | 4.45 % | 72,172 | 4.21 | 6 | -0.0066 % | 3,526.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0066 % | 2,751.6 |
| Perpetual-Premium | 5.59 % | -6.06 % | 71,622 | 0.09 | 12 | -0.0098 % | 2,700.7 |
| Perpetual-Discount | 5.24 % | 5.32 % | 89,110 | 14.87 | 26 | 0.4647 % | 2,847.0 |
| FixedReset | 4.59 % | 4.32 % | 229,138 | 6.75 | 96 | 0.0776 % | 2,234.4 |
| Deemed-Retractible | 5.10 % | 3.67 % | 130,849 | 0.27 | 32 | 0.1774 % | 2,792.9 |
| FloatingReset | 2.46 % | 3.29 % | 44,197 | 4.74 | 11 | 0.3203 % | 2,425.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 4.33 % |
| BNS.PR.B | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.56 Bid-YTW : 3.29 % |
| CU.PR.D | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 23.74 Evaluated at bid price : 24.22 Bid-YTW : 5.10 % |
| BMO.PR.Y | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 22.60 Evaluated at bid price : 23.40 Bid-YTW : 4.09 % |
| FTS.PR.J | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 22.87 Evaluated at bid price : 23.28 Bid-YTW : 5.15 % |
| CCS.PR.C | Deemed-Retractible | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.73 Bid-YTW : 5.87 % |
| TRP.PR.F | FloatingReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 3.51 % |
| FTS.PR.F | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.21 % |
| IAG.PR.G | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.91 Bid-YTW : 5.34 % |
| CU.PR.G | Perpetual-Discount | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 21.83 Evaluated at bid price : 22.17 Bid-YTW : 5.13 % |
| VNR.PR.A | FixedReset | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.85 % |
| HSE.PR.A | FixedReset | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.78 % |
| CU.PR.F | Perpetual-Discount | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 21.85 Evaluated at bid price : 22.17 Bid-YTW : 5.13 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 201,943 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.44 % |
| BAM.PF.I | FixedReset | 110,423 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 4.28 % |
| BAM.PR.T | FixedReset | 93,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-17 Maturity Price : 17.94 Evaluated at bid price : 17.94 Bid-YTW : 4.84 % |
| MFC.PR.R | FixedReset | 82,891 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.55 % |
| BNS.PR.E | FixedReset | 68,408 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.84 Bid-YTW : 3.61 % |
| BMO.PR.B | FixedReset | 52,998 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.21 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.B | FixedReset | Quote: 13.76 – 14.15 Spot Rate : 0.3900 Average : 0.2731 YTW SCENARIO |
| BMO.PR.M | FixedReset | Quote: 24.60 – 24.85 Spot Rate : 0.2500 Average : 0.1648 YTW SCENARIO |
| IGM.PR.B | Perpetual-Premium | Quote: 25.50 – 25.78 Spot Rate : 0.2800 Average : 0.1994 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.39 – 25.70 Spot Rate : 0.3100 Average : 0.2355 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.73 – 24.04 Spot Rate : 0.3100 Average : 0.2455 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 21.25 – 21.49 Spot Rate : 0.2400 Average : 0.1771 YTW SCENARIO |