| 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 | -1.6539 % | 3,023.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6539 % | 5,547.9 |
| Floater | 3.84 % | 4.10 % | 39,416 | 17.16 | 4 | -1.6539 % | 3,197.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6980 % | 3,188.8 |
| SplitShare | 4.52 % | 4.93 % | 56,576 | 4.16 | 6 | -0.6980 % | 3,808.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6980 % | 2,971.2 |
| Perpetual-Premium | 5.86 % | 0.38 % | 50,709 | 0.09 | 3 | -0.1578 % | 2,897.0 |
| Perpetual-Discount | 5.59 % | 5.69 % | 71,960 | 14.30 | 31 | -0.1375 % | 2,932.4 |
| FixedReset Disc | 4.55 % | 5.40 % | 160,851 | 14.79 | 58 | -0.6007 % | 2,447.3 |
| Deemed-Retractible | 5.35 % | 6.97 % | 68,889 | 5.17 | 27 | -0.5581 % | 2,901.0 |
| FloatingReset | 3.84 % | 4.32 % | 38,293 | 5.40 | 6 | -0.3500 % | 2,738.1 |
| FixedReset Prem | 5.06 % | 4.49 % | 217,041 | 2.55 | 22 | -0.1786 % | 2,529.3 |
| FixedReset Bank Non | 2.97 % | 4.05 % | 120,710 | 2.98 | 6 | -0.2808 % | 2,573.7 |
| FixedReset Ins Non | 4.60 % | 6.65 % | 125,269 | 5.26 | 22 | -0.8038 % | 2,439.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EIT.PR.B | SplitShare | -3.57 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 5.74 % |
| EMA.PR.F | FixedReset Disc | -3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.79 Evaluated at bid price : 22.28 Bid-YTW : 5.62 % |
| BAM.PR.B | Floater | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.15 % |
| IFC.PR.E | Deemed-Retractible | -2.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.82 Bid-YTW : 7.14 % |
| SLF.PR.B | Deemed-Retractible | -2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.14 Bid-YTW : 8.20 % |
| HSE.PR.A | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 6.19 % |
| IAG.PR.I | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 5.98 % |
| MFC.PR.M | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.51 Bid-YTW : 7.67 % |
| BAM.PR.K | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.11 % |
| NA.PR.S | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.49 Evaluated at bid price : 21.81 Bid-YTW : 5.54 % |
| MFC.PR.H | FixedReset Ins Non | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.83 Bid-YTW : 6.70 % |
| BAM.PF.B | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 5.79 % |
| PWF.PR.P | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 5.48 % |
| MFC.PR.L | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.01 Bid-YTW : 8.01 % |
| MFC.PR.Q | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.96 Bid-YTW : 6.57 % |
| NA.PR.G | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 22.94 Evaluated at bid price : 24.40 Bid-YTW : 5.21 % |
| BAM.PR.C | Floater | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.10 % |
| GWO.PR.N | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.76 Bid-YTW : 9.44 % |
| MFC.PR.N | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 7.64 % |
| TRP.PR.E | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.81 % |
| HSE.PR.C | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.99 Evaluated at bid price : 22.58 Bid-YTW : 6.12 % |
| MFC.PR.K | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 7.89 % |
| CM.PR.S | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 22.30 Evaluated at bid price : 22.95 Bid-YTW : 5.22 % |
| MFC.PR.J | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.48 Bid-YTW : 6.42 % |
| BAM.PR.Z | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 22.16 Evaluated at bid price : 22.72 Bid-YTW : 5.79 % |
| PWF.PR.L | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 22.11 Evaluated at bid price : 22.33 Bid-YTW : 5.75 % |
| SLF.PR.H | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.09 Bid-YTW : 7.91 % |
| IFC.PR.C | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 6.71 % |
| IAG.PR.G | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.65 % |
| CU.PR.E | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.61 Evaluated at bid price : 21.61 Bid-YTW : 5.69 % |
| SLF.PR.J | FloatingReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.32 Bid-YTW : 8.90 % |
| BAM.PF.E | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 21.69 Evaluated at bid price : 22.13 Bid-YTW : 5.62 % |
| CM.PR.R | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.53 Bid-YTW : 5.05 % |
| GWO.PR.S | Deemed-Retractible | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 6.45 % |
| IFC.PR.G | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset Prem | 189,281 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 4.06 % |
| MFC.PR.O | FixedReset Ins Non | 137,302 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.27 % |
| TD.PF.E | FixedReset Disc | 103,167 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 23.42 Evaluated at bid price : 23.76 Bid-YTW : 5.42 % |
| RY.PR.I | FixedReset Bank Non | 80,529 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.37 % |
| NA.PR.X | FixedReset Prem | 69,513 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.49 % |
| PWF.PR.R | Perpetual-Discount | 64,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-15 Maturity Price : 24.09 Evaluated at bid price : 24.42 Bid-YTW : 5.67 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 24.01 – 25.10 Spot Rate : 1.0900 Average : 0.6288 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 22.82 – 23.39 Spot Rate : 0.5700 Average : 0.3526 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 19.43 – 19.88 Spot Rate : 0.4500 Average : 0.2959 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 21.81 – 22.16 Spot Rate : 0.3500 Average : 0.2210 YTW SCENARIO |
| IAG.PR.I | FixedReset Ins Non | Quote: 23.80 – 24.22 Spot Rate : 0.4200 Average : 0.2926 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 22.95 – 23.24 Spot Rate : 0.2900 Average : 0.1680 YTW SCENARIO |