| 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 | 0.2645 % | 2,118.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2645 % | 3,888.1 |
| Floater | 3.74 % | 3.74 % | 72,769 | 17.98 | 3 | 0.2645 % | 2,240.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4242 % | 3,066.4 |
| SplitShare | 4.69 % | 4.17 % | 60,027 | 1.48 | 5 | 0.4242 % | 3,661.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4242 % | 2,857.2 |
| Perpetual-Premium | 5.31 % | 4.64 % | 67,536 | 3.42 | 25 | 0.0503 % | 2,784.7 |
| Perpetual-Discount | 5.12 % | 5.09 % | 85,453 | 15.23 | 12 | 0.1104 % | 3,000.2 |
| FixedReset | 4.41 % | 4.05 % | 200,609 | 6.51 | 96 | 0.4070 % | 2,358.0 |
| Deemed-Retractible | 5.00 % | 5.05 % | 125,862 | 6.21 | 30 | 0.0137 % | 2,893.7 |
| FloatingReset | 2.55 % | 3.07 % | 47,705 | 4.33 | 10 | 0.1942 % | 2,560.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.04 % |
| MFC.PR.M | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.80 Bid-YTW : 5.76 % |
| TRP.PR.H | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 3.31 % |
| CM.PR.Q | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 22.74 Evaluated at bid price : 23.55 Bid-YTW : 4.02 % |
| BAM.PF.A | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 22.70 Evaluated at bid price : 23.17 Bid-YTW : 4.34 % |
| TRP.PR.E | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 22.03 Evaluated at bid price : 22.29 Bid-YTW : 4.02 % |
| MFC.PR.N | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.74 Bid-YTW : 5.73 % |
| MFC.PR.F | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.55 Bid-YTW : 8.47 % |
| BAM.PR.Z | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 22.34 Evaluated at bid price : 23.16 Bid-YTW : 4.37 % |
| BAM.PR.X | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 4.37 % |
| MFC.PR.L | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.76 Bid-YTW : 6.33 % |
| TRP.PR.C | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 16.03 Evaluated at bid price : 16.03 Bid-YTW : 4.06 % |
| IAG.PR.G | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.84 Bid-YTW : 5.37 % |
| TRP.PR.G | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 22.99 Evaluated at bid price : 24.16 Bid-YTW : 4.11 % |
| TRP.PR.D | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 4.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 697,835 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 23.16 Evaluated at bid price : 25.02 Bid-YTW : 4.38 % |
| TD.PF.C | FixedReset | 184,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.05 % |
| BMO.PR.C | FixedReset | 149,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.27 % |
| BMO.PR.B | FixedReset | 142,966 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 3.82 % |
| TD.PF.H | FixedReset | 131,616 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.24 Bid-YTW : 3.82 % |
| TRP.PR.A | FixedReset | 107,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-27 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.04 % |
| There were 49 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset | Quote: 21.85 – 22.32 Spot Rate : 0.4700 Average : 0.3194 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 18.06 – 18.40 Spot Rate : 0.3400 Average : 0.2085 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 16.55 – 16.98 Spot Rate : 0.4300 Average : 0.3260 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 24.97 – 25.24 Spot Rate : 0.2700 Average : 0.1825 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 14.11 – 14.50 Spot Rate : 0.3900 Average : 0.3053 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 16.51 – 16.76 Spot Rate : 0.2500 Average : 0.1706 YTW SCENARIO |