| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7412 % | 2,078.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7412 % | 3,814.5 |
| Floater | 3.66 % | 3.78 % | 44,809 | 17.88 | 4 | 0.7412 % | 2,198.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1501 % | 3,019.1 |
| SplitShare | 4.94 % | 3.78 % | 60,646 | 0.68 | 6 | -0.1501 % | 3,605.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1501 % | 2,813.1 |
| Perpetual-Premium | 5.34 % | -5.36 % | 73,464 | 0.09 | 20 | -0.1363 % | 2,764.2 |
| Perpetual-Discount | 5.14 % | 5.14 % | 110,339 | 15.14 | 16 | 0.0784 % | 2,945.6 |
| FixedReset | 4.39 % | 4.03 % | 242,115 | 6.69 | 94 | 0.5766 % | 2,351.8 |
| Deemed-Retractible | 5.04 % | 3.06 % | 138,266 | 0.15 | 31 | -0.0435 % | 2,861.5 |
| FloatingReset | 2.53 % | 3.17 % | 56,499 | 4.55 | 9 | 0.2692 % | 2,511.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GRP.PR.A | SplitShare | -1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-29 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -11.28 % |
| ELF.PR.H | Perpetual-Premium | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 24.88 Evaluated at bid price : 25.17 Bid-YTW : 5.47 % |
| MFC.PR.J | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.98 Bid-YTW : 5.03 % |
| CM.PR.P | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 21.79 Evaluated at bid price : 22.03 Bid-YTW : 3.82 % |
| SLF.PR.I | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 4.91 % |
| BAM.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 12.49 Evaluated at bid price : 12.49 Bid-YTW : 3.78 % |
| TD.PF.E | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 23.03 Evaluated at bid price : 24.30 Bid-YTW : 3.98 % |
| TD.PF.B | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.12 Evaluated at bid price : 22.41 Bid-YTW : 3.83 % |
| TD.PF.C | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 21.99 Evaluated at bid price : 22.30 Bid-YTW : 3.83 % |
| BNS.PR.D | FloatingReset | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.96 Bid-YTW : 4.44 % |
| CU.PR.C | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 21.59 Evaluated at bid price : 21.94 Bid-YTW : 3.98 % |
| MFC.PR.F | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.71 Bid-YTW : 9.06 % |
| MFC.PR.L | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 5.80 % |
| MFC.PR.N | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.98 Bid-YTW : 5.51 % |
| BAM.PR.X | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 4.40 % |
| IFC.PR.C | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.85 Bid-YTW : 5.51 % |
| TD.PF.A | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.11 Evaluated at bid price : 22.44 Bid-YTW : 3.81 % |
| BMO.PR.S | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.55 Evaluated at bid price : 22.85 Bid-YTW : 3.82 % |
| BAM.PF.G | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 23.08 Evaluated at bid price : 24.32 Bid-YTW : 4.06 % |
| HSE.PR.A | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 4.23 % |
| BAM.PR.Z | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.87 Evaluated at bid price : 23.51 Bid-YTW : 4.30 % |
| IFC.PR.A | FixedReset | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.98 Bid-YTW : 6.99 % |
| BAM.PF.A | FixedReset | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 23.40 Evaluated at bid price : 23.82 Bid-YTW : 4.21 % |
| BAM.PF.F | FixedReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 23.19 Evaluated at bid price : 24.29 Bid-YTW : 4.07 % |
| BAM.PF.B | FixedReset | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.12 Evaluated at bid price : 22.36 Bid-YTW : 4.21 % |
| BAM.PF.E | FixedReset | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.08 Evaluated at bid price : 22.45 Bid-YTW : 4.17 % |
| BAM.PR.T | FixedReset | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 4.41 % |
| BAM.PR.R | FixedReset | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Y | FixedReset | 212,311 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.64 Bid-YTW : 4.17 % |
| NA.PR.X | FixedReset | 117,423 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 3.69 % |
| BMO.PR.C | FixedReset | 87,775 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 23.26 Evaluated at bid price : 25.33 Bid-YTW : 4.28 % |
| RY.PR.J | FixedReset | 81,844 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 22.64 Evaluated at bid price : 23.38 Bid-YTW : 4.03 % |
| TRP.PR.B | FixedReset | 65,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-30 Maturity Price : 14.59 Evaluated at bid price : 14.59 Bid-YTW : 4.00 % |
| SLF.PR.H | FixedReset | 63,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.73 Bid-YTW : 6.49 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.C | SplitShare | Quote: 25.26 – 25.78 Spot Rate : 0.5200 Average : 0.2994 YTW SCENARIO |
| GRP.PR.A | SplitShare | Quote: 25.30 – 25.80 Spot Rate : 0.5000 Average : 0.3736 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 26.00 – 26.26 Spot Rate : 0.2600 Average : 0.1717 YTW SCENARIO |
| NA.PR.W | FixedReset | Quote: 21.63 – 21.84 Spot Rate : 0.2100 Average : 0.1432 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 19.12 – 19.40 Spot Rate : 0.2800 Average : 0.2235 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 16.20 – 16.57 Spot Rate : 0.3700 Average : 0.3163 YTW SCENARIO |