| 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 | 4.06 % | 4.86 % | 22,357 | 18.03 | 1 | 0.0000 % | 1,915.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6090 % | 3,460.2 |
| Floater | 3.99 % | 4.15 % | 50,956 | 17.11 | 4 | -0.6090 % | 1,994.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0460 % | 2,955.2 |
| SplitShare | 4.80 % | 4.34 % | 66,731 | 4.20 | 6 | 0.0460 % | 3,529.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0460 % | 2,753.6 |
| Perpetual-Premium | 5.58 % | -5.84 % | 73,749 | 0.09 | 12 | 0.2328 % | 2,707.5 |
| Perpetual-Discount | 5.23 % | 5.22 % | 89,441 | 14.95 | 26 | -0.2182 % | 2,852.2 |
| FixedReset | 4.60 % | 4.37 % | 220,740 | 6.74 | 96 | 0.3017 % | 2,229.6 |
| Deemed-Retractible | 5.12 % | 3.97 % | 131,533 | 0.34 | 32 | -0.2007 % | 2,783.0 |
| FloatingReset | 2.45 % | 3.24 % | 46,617 | 4.74 | 11 | 0.2145 % | 2,429.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.E | Perpetual-Discount | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 23.34 Evaluated at bid price : 23.79 Bid-YTW : 5.20 % |
| CU.PR.G | Perpetual-Discount | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 21.52 Evaluated at bid price : 21.86 Bid-YTW : 5.21 % |
| CU.PR.F | Perpetual-Discount | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 21.56 Evaluated at bid price : 21.91 Bid-YTW : 5.19 % |
| BAM.PR.M | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 21.67 Evaluated at bid price : 21.92 Bid-YTW : 5.46 % |
| CU.PR.D | Perpetual-Discount | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 23.44 Evaluated at bid price : 23.90 Bid-YTW : 5.18 % |
| BAM.PF.D | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 22.21 Evaluated at bid price : 22.54 Bid-YTW : 5.47 % |
| BAM.PR.K | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 4.21 % |
| FTS.PR.H | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 4.55 % |
| BMO.PR.Z | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 24.66 Evaluated at bid price : 25.08 Bid-YTW : 5.04 % |
| NA.PR.W | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.29 % |
| SLF.PR.J | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.85 Bid-YTW : 9.13 % |
| RY.PR.H | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 4.26 % |
| BAM.PR.Z | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 4.93 % |
| ELF.PR.F | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 24.13 Evaluated at bid price : 24.38 Bid-YTW : 5.46 % |
| BMO.PR.W | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.21 % |
| BMO.PR.S | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 4.17 % |
| BMO.PR.T | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 4.18 % |
| POW.PR.G | Perpetual-Premium | 1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-15 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 4.78 % |
| POW.PR.B | Perpetual-Discount | 1.73 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-02-19 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : -6.74 % |
| TRP.PR.B | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 4.25 % |
| TRP.PR.A | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.44 % |
| POW.PR.D | Perpetual-Discount | 4.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 402,392 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 4.31 % |
| POW.PR.D | Perpetual-Discount | 209,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.10 % |
| BAM.PR.X | FixedReset | 168,367 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 4.85 % |
| BMO.PR.R | FloatingReset | 152,583 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 3.23 % |
| TD.PR.S | FixedReset | 138,291 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 2.97 % |
| TD.PF.H | FixedReset | 126,668 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.22 % |
| BNS.PR.H | FixedReset | 121,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.04 % |
| GWO.PR.L | Deemed-Retractible | 113,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-02-19 Maturity Price : 25.50 Evaluated at bid price : 25.66 Bid-YTW : 1.59 % |
| TRP.PR.K | FixedReset | 112,256 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.47 % |
| TRP.PR.J | FixedReset | 107,317 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 4.15 % |
| GWO.PR.F | Deemed-Retractible | 104,608 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-02-19 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : -16.90 % |
| BAM.PR.T | FixedReset | 103,994 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-20 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 4.89 % |
| TD.PR.Z | FloatingReset | 102,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 3.14 % |
| BMO.PR.Q | FixedReset | 100,963 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.03 Bid-YTW : 5.59 % |
| There were 69 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset | Quote: 14.76 – 15.35 Spot Rate : 0.5900 Average : 0.4005 YTW SCENARIO |
| GRP.PR.A | SplitShare | Quote: 25.51 – 26.00 Spot Rate : 0.4900 Average : 0.3382 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 20.50 – 20.94 Spot Rate : 0.4400 Average : 0.2990 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 14.92 – 15.27 Spot Rate : 0.3500 Average : 0.2102 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 22.61 – 22.97 Spot Rate : 0.3600 Average : 0.2391 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 20.50 – 20.79 Spot Rate : 0.2900 Average : 0.1760 YTW SCENARIO |