| 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 | 1.3895 % | 3,066.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3895 % | 5,626.5 |
| Floater | 3.79 % | 4.03 % | 41,439 | 17.35 | 4 | 1.3895 % | 3,242.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4896 % | 3,204.8 |
| SplitShare | 4.64 % | 4.95 % | 56,721 | 4.67 | 5 | 0.4896 % | 3,827.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4896 % | 2,986.2 |
| Perpetual-Premium | 5.71 % | 5.70 % | 71,047 | 14.17 | 12 | 0.6150 % | 2,874.2 |
| Perpetual-Discount | 5.65 % | 5.76 % | 75,442 | 14.24 | 21 | 0.4616 % | 2,904.2 |
| FixedReset Disc | 4.33 % | 5.22 % | 163,395 | 15.23 | 45 | 0.8591 % | 2,517.3 |
| Deemed-Retractible | 5.36 % | 6.73 % | 72,028 | 5.20 | 27 | 0.3508 % | 2,893.8 |
| FloatingReset | 3.82 % | 3.94 % | 47,135 | 5.46 | 4 | 0.5510 % | 2,777.7 |
| FixedReset Prem | 4.93 % | 4.41 % | 253,695 | 3.07 | 34 | 0.2018 % | 2,544.8 |
| FixedReset Bank Non | 2.97 % | 3.73 % | 114,640 | 0.31 | 6 | 0.2347 % | 2,577.4 |
| FixedReset Ins Non | 4.47 % | 5.88 % | 129,933 | 5.31 | 22 | 1.1941 % | 2,504.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.55 Evaluated at bid price : 23.92 Bid-YTW : 5.24 % |
| TRP.PR.K | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 4.64 % |
| MFC.PR.N | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.17 Bid-YTW : 6.85 % |
| TRP.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 5.46 % |
| MFC.PR.L | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 7.35 % |
| BMO.PR.Z | Perpetual-Premium | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.98 Evaluated at bid price : 24.45 Bid-YTW : 5.09 % |
| CU.PR.G | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 5.66 % |
| NA.PR.E | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 22.52 Evaluated at bid price : 23.40 Bid-YTW : 5.15 % |
| SLF.PR.E | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 8.63 % |
| IAG.PR.A | Deemed-Retractible | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.99 Bid-YTW : 8.04 % |
| CU.PR.C | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.20 % |
| BAM.PF.H | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.15 % |
| SLF.PR.A | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 8.12 % |
| TRP.PR.F | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.66 % |
| PWF.PR.P | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 5.24 % |
| IFC.PR.C | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 5.88 % |
| PWF.PR.R | Perpetual-Premium | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.77 Evaluated at bid price : 24.10 Bid-YTW : 5.73 % |
| MFC.PR.C | Deemed-Retractible | 1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.58 Bid-YTW : 9.32 % |
| TRP.PR.G | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.02 Evaluated at bid price : 23.35 Bid-YTW : 5.57 % |
| TRP.PR.A | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.42 % |
| MFC.PR.K | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 7.04 % |
| POW.PR.A | Perpetual-Premium | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 24.16 Evaluated at bid price : 24.41 Bid-YTW : 5.78 % |
| SLF.PR.C | Deemed-Retractible | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 8.52 % |
| MFC.PR.B | Deemed-Retractible | 1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 8.84 % |
| NA.PR.W | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 21.53 Evaluated at bid price : 21.90 Bid-YTW : 5.20 % |
| CM.PR.S | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 22.76 Evaluated at bid price : 23.85 Bid-YTW : 4.93 % |
| BAM.PF.J | FixedReset Prem | 1.84 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.00 % |
| TRP.PR.B | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.36 % |
| SLF.PR.H | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.99 % |
| BAM.PR.R | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 5.46 % |
| BAM.PR.T | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.46 % |
| RY.PR.J | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.71 Evaluated at bid price : 24.10 Bid-YTW : 5.15 % |
| PWF.PR.T | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 22.06 Evaluated at bid price : 22.65 Bid-YTW : 5.22 % |
| PVS.PR.D | SplitShare | 2.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 4.69 % |
| BAM.PF.A | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 22.83 Evaluated at bid price : 24.10 Bid-YTW : 5.39 % |
| BAM.PR.X | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.42 % |
| CM.PR.Q | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.60 Evaluated at bid price : 23.96 Bid-YTW : 5.21 % |
| BAM.PR.C | Floater | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 4.03 % |
| BAM.PR.B | Floater | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.03 % |
| HSE.PR.C | FixedReset Disc | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.07 Evaluated at bid price : 23.58 Bid-YTW : 5.78 % |
| BAM.PR.M | Perpetual-Discount | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.97 % |
| MFC.PR.J | FixedReset Ins Non | 2.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.21 Bid-YTW : 5.71 % |
| BAM.PF.G | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 23.48 Evaluated at bid price : 23.87 Bid-YTW : 5.42 % |
| MFC.PR.F | FixedReset Ins Non | 3.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.67 Bid-YTW : 9.44 % |
| SLF.PR.G | FixedReset Ins Non | 3.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 8.44 % |
| TRP.PR.D | FixedReset Disc | 5.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 21.45 Evaluated at bid price : 21.76 Bid-YTW : 5.45 % |
| MFC.PR.I | FixedReset Ins Non | 5.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.96 Bid-YTW : 5.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Prem | 85,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.53 % |
| CM.PR.R | FixedReset Prem | 83,099 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 4.36 % |
| BMO.PR.D | FixedReset Prem | 73,908 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 4.41 % |
| MFC.PR.K | FixedReset Ins Non | 59,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 7.04 % |
| RY.PR.Z | FixedReset Disc | 48,806 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-01 Maturity Price : 22.19 Evaluated at bid price : 22.89 Bid-YTW : 4.94 % |
| BNS.PR.Z | FixedReset Bank Non | 44,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 4.36 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.D | Perpetual-Discount | Quote: 20.52 – 21.25 Spot Rate : 0.7300 Average : 0.5081 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 18.00 – 18.93 Spot Rate : 0.9300 Average : 0.7349 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.77 – 24.35 Spot Rate : 0.5800 Average : 0.3892 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 20.14 – 20.58 Spot Rate : 0.4400 Average : 0.2953 YTW SCENARIO |
| RY.PR.W | Perpetual-Discount | Quote: 23.78 – 24.08 Spot Rate : 0.3000 Average : 0.1768 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 24.80 – 25.11 Spot Rate : 0.3100 Average : 0.2029 YTW SCENARIO |