| 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 | -0.4754 % | 2,084.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4754 % | 3,825.5 |
| Floater | 3.76 % | 3.80 % | 82,415 | 17.77 | 3 | -0.4754 % | 2,204.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2682 % | 3,048.9 |
| SplitShare | 4.72 % | 4.16 % | 74,092 | 1.53 | 5 | 0.2682 % | 3,641.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2682 % | 2,840.8 |
| Perpetual-Premium | 5.28 % | 3.11 % | 70,221 | 0.09 | 25 | -0.0812 % | 2,792.0 |
| Perpetual-Discount | 5.08 % | 5.09 % | 101,019 | 15.27 | 12 | -0.0917 % | 3,005.2 |
| FixedReset | 4.56 % | 4.17 % | 193,857 | 6.52 | 95 | -0.4770 % | 2,272.4 |
| Deemed-Retractible | 4.98 % | 4.96 % | 125,078 | 6.27 | 30 | -0.1454 % | 2,903.5 |
| FloatingReset | 2.52 % | 3.18 % | 46,702 | 4.39 | 10 | -0.0563 % | 2,516.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset | -1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 6.99 % |
| MFC.PR.M | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 6.97 % |
| TRP.PR.B | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.98 % |
| TRP.PR.E | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 4.25 % |
| IFC.PR.A | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.06 Bid-YTW : 8.68 % |
| TD.PF.A | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.01 % |
| BMO.PR.W | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.01 % |
| MFC.PR.J | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.15 Bid-YTW : 6.14 % |
| IFC.PR.C | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 6.29 % |
| IAG.PR.G | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.28 Bid-YTW : 6.25 % |
| RY.PR.H | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 3.98 % |
| MFC.PR.K | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.24 Bid-YTW : 7.25 % |
| TD.PF.C | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.06 % |
| BMO.PR.Q | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 5.83 % |
| RY.PR.J | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 21.77 Evaluated at bid price : 22.02 Bid-YTW : 4.17 % |
| TD.PF.B | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 4.05 % |
| BAM.PR.T | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 4.56 % |
| MFC.PR.G | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.54 Bid-YTW : 5.46 % |
| SLF.PR.G | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.84 Bid-YTW : 9.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 189,067 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 23.13 Evaluated at bid price : 24.93 Bid-YTW : 4.25 % |
| IAG.PR.G | FixedReset | 184,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.28 Bid-YTW : 6.25 % |
| TD.PF.H | FixedReset | 67,430 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 3.98 % |
| TD.PF.A | FixedReset | 50,372 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.01 % |
| MFC.PR.N | FixedReset | 36,449 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 6.99 % |
| TRP.PR.D | FixedReset | 33,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-06 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.26 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 12.52 – 12.77 Spot Rate : 0.2500 Average : 0.1759 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 26.00 – 26.29 Spot Rate : 0.2900 Average : 0.2322 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 21.28 – 21.59 Spot Rate : 0.3100 Average : 0.2586 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 22.41 – 22.65 Spot Rate : 0.2400 Average : 0.1891 YTW SCENARIO |
| ELF.PR.F | Perpetual-Premium | Quote: 25.21 – 25.45 Spot Rate : 0.2400 Average : 0.1896 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 15.20 – 15.40 Spot Rate : 0.2000 Average : 0.1526 YTW SCENARIO |