| 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 | 3.95 % | 4.69 % | 19,379 | 18.28 | 1 | 0.9186 % | 1,975.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.8595 % | 3,614.2 |
| Floater | 3.83 % | 3.93 % | 48,292 | 17.57 | 4 | 1.8595 % | 2,082.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1638 % | 2,957.9 |
| SplitShare | 4.79 % | 4.45 % | 65,504 | 4.18 | 6 | -0.1638 % | 3,532.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1638 % | 2,756.1 |
| Perpetual-Premium | 5.58 % | -6.47 % | 70,721 | 0.09 | 12 | 0.1605 % | 2,711.1 |
| Perpetual-Discount | 5.23 % | 5.25 % | 86,657 | 14.96 | 26 | 0.2306 % | 2,856.5 |
| FixedReset | 4.51 % | 4.17 % | 222,634 | 6.75 | 97 | 0.3191 % | 2,277.4 |
| Deemed-Retractible | 5.10 % | 4.91 % | 131,604 | 0.24 | 32 | 0.1723 % | 2,799.2 |
| FloatingReset | 2.41 % | 3.15 % | 45,210 | 4.72 | 11 | 0.1345 % | 2,448.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.20 % |
| BAM.PR.M | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.94 Evaluated at bid price : 22.17 Bid-YTW : 5.41 % |
| BNS.PR.Y | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 4.57 % |
| MFC.PR.B | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 6.31 % |
| CM.PR.Q | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 22.57 Evaluated at bid price : 23.33 Bid-YTW : 4.05 % |
| NA.PR.W | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 4.06 % |
| RY.PR.J | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 22.35 Evaluated at bid price : 22.92 Bid-YTW : 4.08 % |
| BAM.PF.E | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.89 Evaluated at bid price : 22.20 Bid-YTW : 4.24 % |
| BMO.PR.S | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.71 Evaluated at bid price : 22.17 Bid-YTW : 3.94 % |
| PWF.PR.K | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.32 % |
| TD.PF.E | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 22.83 Evaluated at bid price : 23.90 Bid-YTW : 4.01 % |
| PWF.PR.A | Floater | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 3.56 % |
| TRP.PR.F | FloatingReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 3.46 % |
| SLF.PR.H | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.55 Bid-YTW : 7.37 % |
| BMO.PR.W | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 4.01 % |
| BAM.PR.B | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 12.13 Evaluated at bid price : 12.13 Bid-YTW : 3.93 % |
| TD.PF.A | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.05 % |
| BMO.PR.Y | FixedReset | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 22.97 Evaluated at bid price : 24.16 Bid-YTW : 3.88 % |
| BAM.PR.K | Floater | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 11.91 Evaluated at bid price : 11.91 Bid-YTW : 4.00 % |
| BAM.PR.C | Floater | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 3.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.D | FixedReset | 483,872 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 4.83 % |
| TRP.PR.K | FixedReset | 467,585 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.41 % |
| TRP.PR.J | FixedReset | 215,345 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 4.17 % |
| TRP.PR.B | FixedReset | 208,414 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.06 % |
| PWF.PR.P | FixedReset | 108,758 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 4.17 % |
| BAM.PR.K | Floater | 107,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 11.91 Evaluated at bid price : 11.91 Bid-YTW : 4.00 % |
| FTS.PR.M | FixedReset | 101,032 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-27 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.16 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset | Quote: 22.95 – 23.32 Spot Rate : 0.3700 Average : 0.2480 YTW SCENARIO |
| FTS.PR.M | FixedReset | Quote: 22.00 – 22.34 Spot Rate : 0.3400 Average : 0.2285 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 22.94 – 23.24 Spot Rate : 0.3000 Average : 0.2021 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.78 – 26.14 Spot Rate : 0.3600 Average : 0.2822 YTW SCENARIO |
| BMO.PR.M | FixedReset | Quote: 24.60 – 24.85 Spot Rate : 0.2500 Average : 0.1725 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 23.08 – 23.36 Spot Rate : 0.2800 Average : 0.2045 YTW SCENARIO |