| 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 | -2.4598 % | 1,413.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.4598 % | 2,593.7 |
| Floater | 5.54 % | 5.67 % | 42,135 | 14.42 | 4 | -2.4598 % | 1,494.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -3.8951 % | 3,311.4 |
| SplitShare | 5.07 % | 5.43 % | 64,777 | 3.85 | 7 | -3.8951 % | 3,954.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -3.8951 % | 3,085.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0274 % | 2,997.3 |
| Perpetual-Discount | 5.63 % | 5.76 % | 78,638 | 14.21 | 35 | -0.0274 % | 3,215.0 |
| FixedReset Disc | 6.32 % | 5.23 % | 162,909 | 14.70 | 83 | -0.2023 % | 1,806.7 |
| Deemed-Retractible | 5.37 % | 5.47 % | 89,788 | 14.33 | 27 | 0.0162 % | 3,189.6 |
| FloatingReset | 5.00 % | 4.95 % | 48,109 | 15.62 | 3 | -1.6437 % | 1,740.0 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2023 % | 2,498.7 |
| FixedReset Bank Non | 1.98 % | 3.30 % | 133,386 | 1.59 | 2 | 0.2468 % | 2,778.7 |
| FixedReset Ins Non | 6.51 % | 5.25 % | 122,637 | 14.90 | 22 | 0.6900 % | 1,838.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EIT.PR.A | SplitShare | -17.62 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 20.10 Bid-YTW : 11.45 % |
| PVS.PR.G | SplitShare | -6.08 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.23 % |
| BAM.PR.K | Floater | -5.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 7.10 Evaluated at bid price : 7.10 Bid-YTW : 6.05 % |
| TD.PF.D | FixedReset Disc | -3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 5.18 % |
| CU.PR.C | FixedReset Disc | -3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 4.93 % |
| SLF.PR.J | FloatingReset | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 4.59 % |
| BMO.PR.B | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 21.70 Evaluated at bid price : 22.15 Bid-YTW : 5.07 % |
| PVS.PR.H | SplitShare | -2.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.05 Bid-YTW : 5.43 % |
| PWF.PR.A | Floater | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 8.88 Evaluated at bid price : 8.88 Bid-YTW : 4.88 % |
| TD.PF.E | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 5.09 % |
| MFC.PR.M | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.32 % |
| CM.PR.Y | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.30 % |
| BAM.PR.C | Floater | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 7.38 Evaluated at bid price : 7.38 Bid-YTW : 5.82 % |
| CM.PR.S | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.20 % |
| BMO.PR.E | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.13 % |
| MFC.PR.G | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.86 Evaluated at bid price : 15.86 Bid-YTW : 5.27 % |
| MFC.PR.K | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 5.22 % |
| MFC.PR.N | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 5.18 % |
| TD.PF.M | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.09 % |
| BMO.PR.W | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 5.04 % |
| PVS.PR.E | SplitShare | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 5.57 % |
| BIP.PR.A | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.74 Evaluated at bid price : 14.74 Bid-YTW : 6.70 % |
| BAM.PF.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.74 % |
| BAM.PF.F | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.84 % |
| NA.PR.X | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 23.88 Evaluated at bid price : 24.40 Bid-YTW : 5.46 % |
| MFC.PR.H | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 5.27 % |
| BAM.PR.X | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 9.82 Evaluated at bid price : 9.82 Bid-YTW : 5.72 % |
| BIP.PR.F | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.49 % |
| BIK.PR.A | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 22.71 Evaluated at bid price : 23.65 Bid-YTW : 6.16 % |
| MFC.PR.I | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 5.13 % |
| IFC.PR.A | FixedReset Ins Non | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 11.64 Evaluated at bid price : 11.64 Bid-YTW : 4.93 % |
| GWO.PR.N | FixedReset Ins Non | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 9.29 Evaluated at bid price : 9.29 Bid-YTW : 4.55 % |
| BAM.PF.E | FixedReset Disc | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 5.72 % |
| NA.PR.G | FixedReset Disc | 3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.20 % |
| MFC.PR.Q | FixedReset Ins Non | 14.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 5.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.M | FixedReset Disc | 149,439 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.89 % |
| BAM.PF.E | FixedReset Disc | 123,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 5.72 % |
| BAM.PF.G | FixedReset Disc | 122,780 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.74 % |
| TD.PF.D | FixedReset Disc | 42,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 5.18 % |
| NA.PR.C | FixedReset Disc | 39,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.50 % |
| MFC.PR.B | Deemed-Retractible | 32,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-15 Maturity Price : 21.45 Evaluated at bid price : 21.71 Bid-YTW : 5.37 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 20.10 – 25.15 Spot Rate : 5.0500 Average : 2.9551 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 8.80 – 13.90 Spot Rate : 5.1000 Average : 3.6491 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 14.20 – 16.17 Spot Rate : 1.9700 Average : 1.4104 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 23.50 – 25.25 Spot Rate : 1.7500 Average : 1.2337 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 14.75 – 16.12 Spot Rate : 1.3700 Average : 0.9078 YTW SCENARIO |
| BMO.PR.B | FixedReset Disc | Quote: 22.15 – 23.05 Spot Rate : 0.9000 Average : 0.6154 YTW SCENARIO |