| 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 | 1.5129 % | 2,333.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5129 % | 4,281.7 |
| Floater | 5.03 % | 5.34 % | 34,746 | 14.91 | 4 | 1.5129 % | 2,467.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0752 % | 3,212.3 |
| SplitShare | 4.92 % | 4.57 % | 68,625 | 3.98 | 8 | 0.0752 % | 3,836.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0752 % | 2,993.2 |
| Perpetual-Premium | 5.93 % | -0.64 % | 151,221 | 0.08 | 2 | 0.0998 % | 2,876.6 |
| Perpetual-Discount | 5.64 % | 5.73 % | 83,313 | 14.24 | 33 | 0.0092 % | 2,949.5 |
| FixedReset Disc | 5.17 % | 5.57 % | 221,601 | 14.54 | 65 | -0.4640 % | 2,190.1 |
| Deemed-Retractible | 5.41 % | 6.45 % | 89,292 | 8.15 | 27 | -0.0539 % | 2,934.2 |
| FloatingReset | 4.15 % | 4.37 % | 47,009 | 2.87 | 7 | -0.3029 % | 2,432.4 |
| FixedReset Prem | 5.14 % | 4.63 % | 255,130 | 2.18 | 17 | -0.0440 % | 2,517.7 |
| FixedReset Bank Non | 2.97 % | 3.82 % | 178,008 | 2.83 | 6 | -0.0207 % | 2,577.7 |
| FixedReset Ins Non | 5.12 % | 7.28 % | 128,919 | 8.22 | 22 | -0.2725 % | 2,173.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.K | FixedReset Disc | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.51 % |
| BIP.PR.E | FixedReset Disc | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.54 Evaluated at bid price : 21.81 Bid-YTW : 5.79 % |
| PWF.PR.P | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 14.77 Evaluated at bid price : 14.77 Bid-YTW : 5.71 % |
| MFC.PR.L | FixedReset Ins Non | -2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.49 Bid-YTW : 8.38 % |
| BAM.PR.X | FixedReset Disc | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 15.08 Evaluated at bid price : 15.08 Bid-YTW : 5.86 % |
| BAM.PR.R | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 6.03 % |
| MFC.PR.Q | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.01 Bid-YTW : 7.35 % |
| BMO.PR.D | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 22.16 Evaluated at bid price : 22.65 Bid-YTW : 5.50 % |
| PWF.PR.Q | FloatingReset | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 5.31 % |
| RY.PR.S | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.24 % |
| BMO.PR.Y | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.42 % |
| TRP.PR.B | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 6.07 % |
| MFC.PR.M | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.01 Bid-YTW : 8.23 % |
| TD.PF.I | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.79 Evaluated at bid price : 22.12 Bid-YTW : 5.45 % |
| MFC.PR.N | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.76 Bid-YTW : 8.31 % |
| HSE.PR.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.60 % |
| CU.PR.F | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.72 % |
| BMO.PR.E | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.72 Evaluated at bid price : 22.10 Bid-YTW : 5.40 % |
| TRP.PR.G | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 6.07 % |
| MFC.PR.J | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.19 Bid-YTW : 7.29 % |
| CM.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 18.37 Evaluated at bid price : 18.37 Bid-YTW : 5.62 % |
| MFC.PR.G | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 7.27 % |
| NA.PR.W | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 5.77 % |
| BNS.PR.I | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.53 Evaluated at bid price : 21.85 Bid-YTW : 5.13 % |
| NA.PR.S | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 5.77 % |
| CU.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 5.72 % |
| CU.PR.H | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 23.26 Evaluated at bid price : 23.65 Bid-YTW : 5.63 % |
| TD.PF.C | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.57 % |
| HSE.PR.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.59 % |
| EMA.PR.F | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.81 % |
| HSE.PR.E | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 6.58 % |
| BMO.PR.C | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 22.76 Evaluated at bid price : 23.65 Bid-YTW : 5.41 % |
| CM.PR.S | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 5.50 % |
| TRP.PR.C | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 6.04 % |
| MFC.PR.R | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.33 Bid-YTW : 5.87 % |
| CM.PR.Q | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 5.57 % |
| NA.PR.G | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 5.47 % |
| SLF.PR.G | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.65 Bid-YTW : 9.27 % |
| BAM.PR.M | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.94 % |
| TD.PF.D | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.37 % |
| BAM.PR.T | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 6.05 % |
| VNR.PR.A | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 21.89 Evaluated at bid price : 22.26 Bid-YTW : 5.28 % |
| RY.PR.M | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.40 % |
| MFC.PR.K | FixedReset Ins Non | 2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.59 Bid-YTW : 7.90 % |
| MFC.PR.I | FixedReset Ins Non | 2.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.17 Bid-YTW : 7.28 % |
| PWF.PR.A | Floater | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 4.26 % |
| BAM.PR.B | Floater | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 13.09 Evaluated at bid price : 13.09 Bid-YTW : 5.34 % |
| CM.PR.O | FixedReset Disc | 6.68 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 688,942 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 23.09 Evaluated at bid price : 24.85 Bid-YTW : 5.13 % |
| RY.PR.L | FixedReset Bank Non | 200,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-26 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.55 % |
| CM.PR.T | FixedReset Disc | 74,520 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 23.04 Evaluated at bid price : 24.70 Bid-YTW : 5.21 % |
| TD.PF.A | FixedReset Disc | 59,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-28 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 5.40 % |
| BNS.PR.F | FloatingReset | 44,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.03 Bid-YTW : 4.37 % |
| BNS.PR.G | FixedReset Prem | 42,520 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.26 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 21.16 – 23.30 Spot Rate : 2.1400 Average : 1.7039 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 16.86 – 17.48 Spot Rate : 0.6200 Average : 0.4322 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 22.12 – 22.70 Spot Rate : 0.5800 Average : 0.4290 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.00 – 20.53 Spot Rate : 0.5300 Average : 0.3914 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 19.15 – 19.66 Spot Rate : 0.5100 Average : 0.3836 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 20.02 – 20.42 Spot Rate : 0.4000 Average : 0.2927 YTW SCENARIO |