| 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 | 0.0000 % | 1,416.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,599.1 |
| Floater | 5.45 % | 5.73 % | 31,283 | 14.23 | 4 | 0.0000 % | 1,497.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5778 % | 3,406.1 |
| SplitShare | 4.93 % | 5.16 % | 71,376 | 3.91 | 7 | 0.5778 % | 4,067.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5778 % | 3,173.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0473 % | 2,917.7 |
| Perpetual-Discount | 5.77 % | 6.00 % | 79,640 | 13.89 | 35 | -0.0473 % | 3,129.5 |
| FixedReset Disc | 6.51 % | 5.36 % | 183,301 | 14.57 | 83 | -0.6431 % | 1,747.2 |
| Deemed-Retractible | 5.45 % | 5.73 % | 90,477 | 13.94 | 27 | 0.0379 % | 3,108.7 |
| FloatingReset | 5.09 % | 5.14 % | 50,783 | 15.19 | 3 | 0.0765 % | 1,733.3 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6431 % | 2,416.3 |
| FixedReset Bank Non | 2.01 % | 3.86 % | 166,550 | 1.64 | 2 | -0.0415 % | 2,745.1 |
| FixedReset Ins Non | 6.73 % | 5.41 % | 117,677 | 14.46 | 22 | 0.0185 % | 1,766.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -8.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 13.16 Evaluated at bid price : 13.16 Bid-YTW : 6.37 % |
| BMO.PR.D | FixedReset Disc | -6.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 5.74 % |
| BAM.PF.I | FixedReset Disc | -6.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 5.52 % |
| GWO.PR.N | FixedReset Ins Non | -6.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 8.75 Evaluated at bid price : 8.75 Bid-YTW : 4.87 % |
| W.PR.K | FixedReset Disc | -5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 21.95 Evaluated at bid price : 22.50 Bid-YTW : 5.89 % |
| RY.PR.J | FixedReset Disc | -4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 5.36 % |
| MFC.PR.I | FixedReset Ins Non | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.48 % |
| NA.PR.G | FixedReset Disc | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 5.68 % |
| BMO.PR.B | FixedReset Disc | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 5.14 % |
| TRP.PR.C | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 5.94 % |
| SLF.PR.H | FixedReset Ins Non | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 5.35 % |
| BMO.PR.F | FixedReset Disc | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 5.16 % |
| MFC.PR.L | FixedReset Ins Non | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 5.41 % |
| TD.PF.M | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 5.13 % |
| TD.PF.L | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.13 % |
| CU.PR.C | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 4.66 % |
| BMO.PR.T | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.31 % |
| TRP.PR.A | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 6.11 % |
| BMO.PR.E | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.18 % |
| BNS.PR.I | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.77 % |
| BMO.PR.Y | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.43 % |
| PWF.PR.T | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 13.69 Evaluated at bid price : 13.69 Bid-YTW : 5.69 % |
| W.PR.M | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 23.53 Evaluated at bid price : 23.97 Bid-YTW : 5.48 % |
| IFC.PR.I | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 23.32 Evaluated at bid price : 23.63 Bid-YTW : 5.85 % |
| CM.PR.Y | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 5.29 % |
| MFC.PR.G | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 5.53 % |
| BAM.PF.E | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 6.29 % |
| PWF.PR.R | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 22.40 Evaluated at bid price : 22.81 Bid-YTW : 6.08 % |
| CU.PR.G | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.42 % |
| BAM.PF.J | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 22.35 Evaluated at bid price : 22.78 Bid-YTW : 5.27 % |
| MFC.PR.J | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 5.39 % |
| TRP.PR.K | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 22.58 Evaluated at bid price : 22.90 Bid-YTW : 5.36 % |
| IFC.PR.E | Deemed-Retractible | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 22.69 Evaluated at bid price : 23.01 Bid-YTW : 5.73 % |
| MFC.PR.M | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 5.30 % |
| MFC.PR.N | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 5.18 % |
| MFC.PR.B | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.55 % |
| BMO.PR.Z | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 22.88 Evaluated at bid price : 23.30 Bid-YTW : 5.38 % |
| SLF.PR.G | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 8.91 Evaluated at bid price : 8.91 Bid-YTW : 5.05 % |
| TRP.PR.E | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 5.99 % |
| ELF.PR.G | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.88 % |
| HSE.PR.G | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 9.49 % |
| PVS.PR.H | SplitShare | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 5.16 % |
| PVS.PR.F | SplitShare | 1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 5.14 % |
| BIP.PR.A | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 7.02 % |
| BIP.PR.F | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.50 % |
| IFC.PR.A | FixedReset Ins Non | 3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 5.23 % |
| IFC.PR.C | FixedReset Ins Non | 7.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.51 % |
| BMO.PR.W | FixedReset Disc | 10.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.12 % |
| PWF.PR.P | FixedReset Disc | 11.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 9.05 Evaluated at bid price : 9.05 Bid-YTW : 5.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 14.21 Evaluated at bid price : 14.21 Bid-YTW : 5.41 % |
| BAM.PR.T | FixedReset Disc | 19,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 6.24 % |
| TRP.PR.C | FixedReset Disc | 18,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 5.94 % |
| BMO.PR.T | FixedReset Disc | 11,834 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.31 % |
| TD.PF.J | FixedReset Disc | 11,163 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-05-25 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.11 % |
| RY.PR.F | Deemed-Retractible | 10,715 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.47 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.I | FixedReset Ins Non | Quote: 15.40 – 18.00 Spot Rate : 2.6000 Average : 1.5599 YTW SCENARIO |
| BAM.PF.I | FixedReset Disc | Quote: 22.00 – 23.81 Spot Rate : 1.8100 Average : 1.0562 YTW SCENARIO |
| W.PR.K | FixedReset Disc | Quote: 22.50 – 23.83 Spot Rate : 1.3300 Average : 0.8018 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 13.16 – 14.35 Spot Rate : 1.1900 Average : 0.7569 YTW SCENARIO |
| BMO.PR.D | FixedReset Disc | Quote: 16.00 – 16.99 Spot Rate : 0.9900 Average : 0.5776 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 21.44 – 22.75 Spot Rate : 1.3100 Average : 0.9366 YTW SCENARIO |