| 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 | 0.8506 % | 2,418.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8506 % | 4,436.8 |
| Floater | 3.78 % | 3.92 % | 27,957 | 17.62 | 4 | 0.8506 % | 2,557.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3435 % | 3,077.2 |
| SplitShare | 4.74 % | 4.43 % | 86,595 | 1.23 | 6 | 0.3435 % | 3,674.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3435 % | 2,867.3 |
| Perpetual-Premium | 5.38 % | 4.89 % | 59,445 | 5.78 | 17 | 0.2520 % | 2,792.4 |
| Perpetual-Discount | 5.38 % | 5.40 % | 61,112 | 14.78 | 19 | 0.2110 % | 2,913.6 |
| FixedReset | 4.30 % | 4.45 % | 148,870 | 6.10 | 99 | 0.4447 % | 2,438.4 |
| Deemed-Retractible | 5.13 % | 5.69 % | 100,003 | 6.04 | 30 | 0.0098 % | 2,870.8 |
| FloatingReset | 2.84 % | 2.88 % | 49,922 | 4.06 | 8 | 0.0917 % | 2,661.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ELF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.06 Evaluated at bid price : 22.29 Bid-YTW : 5.33 % |
| MFC.PR.K | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.82 Bid-YTW : 6.20 % |
| RY.PR.H | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.37 Evaluated at bid price : 22.70 Bid-YTW : 4.45 % |
| PWF.PR.F | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 24.43 Evaluated at bid price : 24.67 Bid-YTW : 5.40 % |
| TRP.PR.A | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.57 % |
| BAM.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.92 % |
| CM.PR.P | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.00 Evaluated at bid price : 22.25 Bid-YTW : 4.45 % |
| RY.PR.M | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.96 Evaluated at bid price : 24.02 Bid-YTW : 4.41 % |
| BMO.PR.Y | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 23.21 Evaluated at bid price : 24.50 Bid-YTW : 4.43 % |
| BAM.PR.T | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 4.74 % |
| TD.PF.A | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.43 Evaluated at bid price : 22.73 Bid-YTW : 4.44 % |
| NA.PR.W | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 4.56 % |
| TD.PF.C | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.33 Evaluated at bid price : 22.70 Bid-YTW : 4.43 % |
| GWO.PR.N | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.40 Bid-YTW : 8.24 % |
| HSE.PR.A | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 4.78 % |
| BNS.PR.Y | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 4.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| VNR.PR.A | FixedReset | 206,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.28 Evaluated at bid price : 23.00 Bid-YTW : 5.03 % |
| BMO.PR.C | FixedReset | 160,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.20 % |
| NA.PR.C | FixedReset | 153,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.32 % |
| BAM.PF.J | FixedReset | 54,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.39 % |
| NA.PR.W | FixedReset | 52,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 4.56 % |
| BMO.PR.T | FixedReset | 52,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-02 Maturity Price : 22.20 Evaluated at bid price : 22.51 Bid-YTW : 4.47 % |
| There were 20 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: 22.52 – 22.95 Spot Rate : 0.4300 Average : 0.2888 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 24.02 – 24.40 Spot Rate : 0.3800 Average : 0.2662 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 21.43 – 21.74 Spot Rate : 0.3100 Average : 0.1975 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 19.50 – 19.78 Spot Rate : 0.2800 Average : 0.1777 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 22.35 – 22.72 Spot Rate : 0.3700 Average : 0.2875 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 23.72 – 23.98 Spot Rate : 0.2600 Average : 0.1807 YTW SCENARIO |