| 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 | -0.0677 % | 2,409.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0677 % | 4,420.4 |
| Floater | 3.79 % | 3.92 % | 33,835 | 17.60 | 4 | -0.0677 % | 2,547.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0066 % | 3,071.8 |
| SplitShare | 4.75 % | 4.78 % | 72,978 | 4.36 | 6 | 0.0066 % | 3,668.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0066 % | 2,862.2 |
| Perpetual-Premium | 5.35 % | 3.49 % | 62,543 | 0.12 | 17 | -0.0439 % | 2,821.3 |
| Perpetual-Discount | 5.31 % | 5.29 % | 61,592 | 14.96 | 19 | 0.2404 % | 2,966.2 |
| FixedReset | 4.23 % | 4.20 % | 148,423 | 4.50 | 99 | 0.1901 % | 2,485.2 |
| Deemed-Retractible | 5.07 % | 5.51 % | 100,781 | 6.00 | 30 | 0.2489 % | 2,904.8 |
| FloatingReset | 2.80 % | 2.80 % | 48,175 | 4.04 | 8 | -0.0326 % | 2,673.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Z | Perpetual-Premium | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 24.58 Evaluated at bid price : 25.01 Bid-YTW : 5.05 % |
| BAM.PR.C | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 14.04 Evaluated at bid price : 14.04 Bid-YTW : 4.02 % |
| TRP.PR.F | FloatingReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 3.65 % |
| TRP.PR.D | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 22.33 Evaluated at bid price : 22.71 Bid-YTW : 4.49 % |
| IAG.PR.G | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 5.20 % |
| GWO.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 7.73 % |
| CU.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 21.59 Evaluated at bid price : 21.92 Bid-YTW : 5.19 % |
| MFC.PR.G | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.72 Bid-YTW : 4.30 % |
| TRP.PR.B | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 16.43 Evaluated at bid price : 16.43 Bid-YTW : 4.42 % |
| MFC.PR.N | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 4.88 % |
| MFC.PR.L | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.87 Bid-YTW : 5.40 % |
| PWF.PR.L | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 24.03 Evaluated at bid price : 24.28 Bid-YTW : 5.26 % |
| MFC.PR.M | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.98 Bid-YTW : 4.77 % |
| MFC.PR.C | Deemed-Retractible | 1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.02 Bid-YTW : 6.70 % |
| CU.PR.C | FixedReset | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 21.88 Evaluated at bid price : 22.32 Bid-YTW : 4.44 % |
| RY.PR.Z | FixedReset | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 23.83 Evaluated at bid price : 24.20 Bid-YTW : 4.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 173,595 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 4.05 % |
| TD.PF.I | FixedReset | 167,333 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 3.82 % |
| TRP.PR.F | FloatingReset | 167,313 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 3.65 % |
| HSB.PR.D | Deemed-Retractible | 159,326 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-11-19 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -1.39 % |
| BMO.PR.R | FloatingReset | 156,423 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 2.90 % |
| BMO.PR.Z | Perpetual-Premium | 155,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-20 Maturity Price : 24.58 Evaluated at bid price : 25.01 Bid-YTW : 5.05 % |
| RY.PR.Q | FixedReset | 134,128 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.88 Bid-YTW : 3.53 % |
| BAM.PF.H | FixedReset | 127,452 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.45 % |
| RY.PR.R | FixedReset | 106,422 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.01 Bid-YTW : 3.51 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.F | Deemed-Retractible | Quote: 25.49 – 26.69 Spot Rate : 1.2000 Average : 0.6413 YTW SCENARIO |
| GWO.PR.T | Deemed-Retractible | Quote: 24.55 – 25.02 Spot Rate : 0.4700 Average : 0.2962 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 22.71 – 23.14 Spot Rate : 0.4300 Average : 0.2605 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 23.42 – 23.82 Spot Rate : 0.4000 Average : 0.2419 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 23.35 – 23.78 Spot Rate : 0.4300 Average : 0.2723 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.80 – 20.32 Spot Rate : 0.5200 Average : 0.3936 YTW SCENARIO |