| 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 | 0.6412 % | 1,484.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6412 % | 2,723.0 |
| Floater | 5.20 % | 5.46 % | 34,459 | 14.70 | 4 | 0.6412 % | 1,569.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4072 % | 3,370.1 |
| SplitShare | 4.92 % | 5.52 % | 79,991 | 3.89 | 7 | 0.4072 % | 4,024.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4072 % | 3,140.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0970 % | 2,881.8 |
| Perpetual-Discount | 5.84 % | 6.07 % | 84,565 | 13.76 | 35 | -0.0970 % | 3,091.0 |
| FixedReset Disc | 6.31 % | 5.16 % | 208,540 | 14.85 | 83 | -0.0638 % | 1,802.5 |
| Deemed-Retractible | 5.55 % | 5.78 % | 94,790 | 13.80 | 27 | -0.0285 % | 3,053.3 |
| FloatingReset | 4.99 % | 4.95 % | 59,206 | 15.55 | 3 | -3.4597 % | 1,737.9 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0638 % | 2,492.8 |
| FixedReset Bank Non | 1.99 % | 3.18 % | 176,803 | 1.69 | 2 | -0.0616 % | 2,774.2 |
| FixedReset Ins Non | 6.63 % | 5.33 % | 125,663 | 14.44 | 22 | -1.0133 % | 1,792.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -18.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 6.45 % |
| TRP.PR.H | FloatingReset | -4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 7.61 Evaluated at bid price : 7.61 Bid-YTW : 4.95 % |
| SLF.PR.J | FloatingReset | -4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 8.89 Evaluated at bid price : 8.89 Bid-YTW : 4.60 % |
| CU.PR.C | FixedReset Disc | -3.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 4.89 % |
| HSE.PR.G | FixedReset Disc | -3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 9.73 % |
| TD.PF.I | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.95 % |
| BAM.PF.B | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 13.92 Evaluated at bid price : 13.92 Bid-YTW : 6.09 % |
| TD.PF.J | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.93 % |
| HSE.PR.A | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 6.00 Evaluated at bid price : 6.00 Bid-YTW : 8.99 % |
| TRP.PR.A | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 11.51 Evaluated at bid price : 11.51 Bid-YTW : 5.76 % |
| SLF.PR.G | FixedReset Ins Non | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.15 Evaluated at bid price : 9.15 Bid-YTW : 4.90 % |
| TRP.PR.B | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 7.67 Evaluated at bid price : 7.67 Bid-YTW : 5.42 % |
| BAM.PR.X | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.91 Evaluated at bid price : 9.91 Bid-YTW : 5.72 % |
| RY.PR.Q | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.92 Evaluated at bid price : 24.40 Bid-YTW : 5.03 % |
| MFC.PR.O | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 24.08 Evaluated at bid price : 24.51 Bid-YTW : 5.52 % |
| IFC.PR.A | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 5.14 % |
| NA.PR.G | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.19 % |
| TRP.PR.F | FloatingReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.73 Evaluated at bid price : 9.73 Bid-YTW : 5.54 % |
| BAM.PR.N | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.07 % |
| SLF.PR.D | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 5.67 % |
| BAM.PF.D | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 6.08 % |
| BNS.PR.H | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.15 Evaluated at bid price : 23.54 Bid-YTW : 4.88 % |
| CM.PR.Y | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 5.11 % |
| CM.PR.Q | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 5.57 % |
| MFC.PR.F | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.25 Evaluated at bid price : 9.25 Bid-YTW : 4.93 % |
| BAM.PF.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 13.11 Evaluated at bid price : 13.11 Bid-YTW : 6.03 % |
| IAF.PR.G | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 15.14 Evaluated at bid price : 15.14 Bid-YTW : 5.50 % |
| MFC.PR.M | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 5.29 % |
| BAM.PF.C | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 20.24 Evaluated at bid price : 20.24 Bid-YTW : 6.08 % |
| PWF.PR.S | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.06 % |
| PVS.PR.H | SplitShare | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.23 % |
| W.PR.M | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.97 Evaluated at bid price : 24.35 Bid-YTW : 5.38 % |
| PWF.PR.A | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.25 Evaluated at bid price : 9.25 Bid-YTW : 4.64 % |
| BIP.PR.C | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 22.39 Evaluated at bid price : 22.80 Bid-YTW : 5.93 % |
| MFC.PR.C | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.72 % |
| NA.PR.C | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 5.53 % |
| TD.PF.E | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.05 % |
| MFC.PR.L | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 13.52 Evaluated at bid price : 13.52 Bid-YTW : 5.31 % |
| EIT.PR.B | SplitShare | 1.32 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.39 % |
| BAM.PR.C | Floater | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 7.96 Evaluated at bid price : 7.96 Bid-YTW : 5.46 % |
| ELF.PR.G | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.95 % |
| MFC.PR.K | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.19 % |
| TRP.PR.E | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.59 % |
| TD.PF.H | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.18 Evaluated at bid price : 23.62 Bid-YTW : 4.79 % |
| BMO.PR.C | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.16 % |
| NA.PR.A | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 22.99 Evaluated at bid price : 23.47 Bid-YTW : 5.38 % |
| BAM.PF.H | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.47 Evaluated at bid price : 24.15 Bid-YTW : 5.21 % |
| TD.PF.D | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.04 % |
| MFC.PR.N | FixedReset Ins Non | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.23 Evaluated at bid price : 14.23 Bid-YTW : 5.25 % |
| TRP.PR.D | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.62 % |
| TRP.PR.G | FixedReset Disc | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 5.80 % |
| PWF.PR.P | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 9.60 Evaluated at bid price : 9.60 Bid-YTW : 5.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset Disc | 132,032 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 24.46 Evaluated at bid price : 24.85 Bid-YTW : 5.09 % |
| TD.PF.A | FixedReset Disc | 98,295 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 4.80 % |
| TD.PF.H | FixedReset Disc | 93,839 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.18 Evaluated at bid price : 23.62 Bid-YTW : 4.79 % |
| TD.PF.K | FixedReset Disc | 85,520 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.92 % |
| RY.PR.R | FixedReset Disc | 50,799 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-11 Maturity Price : 23.81 Evaluated at bid price : 25.00 Bid-YTW : 5.13 % |
| PVS.PR.G | SplitShare | 50,200 | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.56 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 15.80 – 18.80 Spot Rate : 3.0000 Average : 1.8457 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 12.00 – 14.40 Spot Rate : 2.4000 Average : 1.4855 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 13.28 – 14.99 Spot Rate : 1.7100 Average : 1.1558 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 14.30 – 15.47 Spot Rate : 1.1700 Average : 0.6857 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 11.21 – 12.15 Spot Rate : 0.9400 Average : 0.5544 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 24.45 – 25.45 Spot Rate : 1.0000 Average : 0.6191 YTW SCENARIO |
Quadravest announced NCIB for mots of their splitshares. I wonder what would be their interest in cancelling units given that they are paid a management fee based on the number of units in circulations ?