| 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 | 0.1852 % | 2,094.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1852 % | 3,843.8 |
| Floater | 3.74 % | 3.78 % | 83,168 | 17.81 | 3 | 0.1852 % | 2,215.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0237 % | 3,040.7 |
| SplitShare | 4.73 % | 4.49 % | 72,172 | 3.93 | 5 | -0.0237 % | 3,631.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0237 % | 2,833.2 |
| Perpetual-Premium | 5.28 % | 0.32 % | 71,000 | 0.09 | 25 | 0.0766 % | 2,794.3 |
| Perpetual-Discount | 5.08 % | 5.08 % | 102,442 | 15.28 | 12 | -0.1655 % | 3,007.9 |
| FixedReset | 4.54 % | 4.14 % | 194,769 | 6.54 | 95 | -0.2077 % | 2,283.3 |
| Deemed-Retractible | 4.97 % | 4.96 % | 125,080 | 6.27 | 30 | 0.0231 % | 2,907.7 |
| FloatingReset | 2.52 % | 3.10 % | 47,304 | 4.40 | 10 | -0.3834 % | 2,517.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.08 % |
| BAM.PR.X | FixedReset | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 4.43 % |
| SLF.PR.J | FloatingReset | -2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.10 Bid-YTW : 9.25 % |
| BMO.PR.S | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 3.94 % |
| IAG.PR.G | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 6.05 % |
| MFC.PR.L | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.44 Bid-YTW : 7.16 % |
| BNS.PR.D | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.58 Bid-YTW : 4.89 % |
| TD.PF.F | Perpetual-Premium | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.51 % |
| IAG.PR.A | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 255,851 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 23.14 Evaluated at bid price : 24.97 Bid-YTW : 4.24 % |
| BMO.PR.C | FixedReset | 51,398 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 23.30 Evaluated at bid price : 25.43 Bid-YTW : 4.19 % |
| NA.PR.W | FixedReset | 31,767 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.05 % |
| BMO.PR.B | FixedReset | 28,352 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.92 % |
| BNS.PR.D | FloatingReset | 27,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.58 Bid-YTW : 4.89 % |
| HSE.PR.C | FixedReset | 26,281 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-05 Maturity Price : 22.17 Evaluated at bid price : 22.52 Bid-YTW : 4.64 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset | Quote: 17.85 – 18.27 Spot Rate : 0.4200 Average : 0.2922 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.91 – 26.48 Spot Rate : 0.5700 Average : 0.4439 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.10 – 15.40 Spot Rate : 0.3000 Average : 0.1843 YTW SCENARIO |
| BNS.PR.C | FloatingReset | Quote: 24.06 – 24.35 Spot Rate : 0.2900 Average : 0.1854 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 17.30 – 17.72 Spot Rate : 0.4200 Average : 0.3194 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 23.93 – 24.19 Spot Rate : 0.2600 Average : 0.1804 YTW SCENARIO |