| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.9866 % | 1,428.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9866 % | 2,621.4 |
| Floater | 5.40 % | 5.76 % | 33,648 | 14.16 | 4 | 0.9866 % | 1,510.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3518 % | 3,438.9 |
| SplitShare | 4.89 % | 5.02 % | 60,282 | 3.89 | 7 | 0.3518 % | 4,106.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3518 % | 3,204.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5933 % | 2,972.7 |
| Perpetual-Discount | 5.66 % | 5.88 % | 78,153 | 14.02 | 35 | 0.5933 % | 3,188.5 |
| FixedReset Disc | 6.43 % | 5.33 % | 172,933 | 14.58 | 83 | 0.6240 % | 1,772.5 |
| Deemed-Retractible | 5.45 % | 5.69 % | 85,214 | 14.22 | 27 | 0.0577 % | 3,140.3 |
| FloatingReset | 4.97 % | 4.97 % | 43,612 | 15.62 | 3 | 0.4658 % | 1,750.2 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6240 % | 2,451.4 |
| FixedReset Bank Non | 2.00 % | 3.51 % | 158,867 | 1.62 | 2 | -0.0413 % | 2,759.4 |
| FixedReset Ins Non | 6.71 % | 5.37 % | 114,877 | 14.48 | 22 | 0.6652 % | 1,777.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 7.26 Evaluated at bid price : 7.26 Bid-YTW : 5.83 % |
| TRP.PR.G | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 6.38 % |
| RY.PR.N | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.99 Evaluated at bid price : 23.45 Bid-YTW : 5.24 % |
| RY.PR.W | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 5.14 % |
| BAM.PR.K | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 7.50 Evaluated at bid price : 7.50 Bid-YTW : 5.81 % |
| BAM.PR.N | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 5.94 % |
| BMO.PR.C | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.22 % |
| BAM.PF.D | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.96 % |
| NA.PR.S | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 5.47 % |
| CM.PR.P | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 5.43 % |
| PWF.PR.O | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 23.99 Evaluated at bid price : 24.24 Bid-YTW : 6.05 % |
| CM.PR.Q | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 5.70 % |
| RY.PR.S | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 4.67 % |
| ELF.PR.G | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.68 % |
| TRP.PR.K | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.51 Evaluated at bid price : 22.83 Bid-YTW : 5.38 % |
| W.PR.K | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 23.64 Evaluated at bid price : 24.30 Bid-YTW : 5.45 % |
| PWF.PR.R | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.88 % |
| BAM.PF.J | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.78 Evaluated at bid price : 23.50 Bid-YTW : 5.10 % |
| CM.PR.R | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 5.51 % |
| TD.PF.B | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 5.09 % |
| TD.PF.J | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 5.11 % |
| BAM.PR.B | Floater | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 7.57 Evaluated at bid price : 7.57 Bid-YTW : 5.76 % |
| TD.PF.H | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.26 Evaluated at bid price : 22.65 Bid-YTW : 5.07 % |
| PWF.PR.F | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 5.95 % |
| BMO.PR.Y | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 5.35 % |
| IAF.PR.B | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.54 % |
| NA.PR.E | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 5.37 % |
| TRP.PR.H | FloatingReset | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 7.34 Evaluated at bid price : 7.34 Bid-YTW : 4.97 % |
| BMO.PR.T | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 13.98 Evaluated at bid price : 13.98 Bid-YTW : 5.19 % |
| BMO.PR.S | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 5.28 % |
| MFC.PR.K | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 5.27 % |
| MFC.PR.F | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 8.70 Evaluated at bid price : 8.70 Bid-YTW : 5.30 % |
| HSE.PR.C | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 10.69 Evaluated at bid price : 10.69 Bid-YTW : 9.53 % |
| BIK.PR.A | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 22.47 Evaluated at bid price : 23.20 Bid-YTW : 6.28 % |
| IFC.PR.G | FixedReset Ins Non | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 15.22 Evaluated at bid price : 15.22 Bid-YTW : 5.57 % |
| SLF.PR.H | FixedReset Ins Non | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 5.37 % |
| TD.PF.K | FixedReset Disc | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.13 % |
| RY.PR.M | FixedReset Disc | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 14.91 Evaluated at bid price : 14.91 Bid-YTW : 5.14 % |
| HSE.PR.A | FixedReset Disc | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 6.30 Evaluated at bid price : 6.30 Bid-YTW : 8.80 % |
| TD.PF.E | FixedReset Disc | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 5.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 102,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 5.37 % |
| TRP.PR.E | FixedReset Disc | 54,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 6.12 % |
| BNS.PR.Z | FixedReset Bank Non | 51,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 3.51 % |
| BAM.PR.T | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 11.42 Evaluated at bid price : 11.42 Bid-YTW : 6.28 % |
| IAF.PR.I | FixedReset Ins Non | 40,569 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 5.34 % |
| RY.PR.Q | FixedReset Disc | 37,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-02 Maturity Price : 23.93 Evaluated at bid price : 24.42 Bid-YTW : 5.10 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 14.20 – 16.17 Spot Rate : 1.9700 Average : 1.5577 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 11.10 – 12.00 Spot Rate : 0.9000 Average : 0.5264 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 15.55 – 16.50 Spot Rate : 0.9500 Average : 0.7463 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 14.30 – 14.99 Spot Rate : 0.6900 Average : 0.4890 YTW SCENARIO |
| RY.PR.P | Perpetual-Discount | Quote: 24.96 – 25.50 Spot Rate : 0.5400 Average : 0.3475 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 8.70 – 9.79 Spot Rate : 1.0900 Average : 0.9162 YTW SCENARIO |