| 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 | 1.4108 % | 1,586.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4108 % | 2,911.6 |
| Floater | 5.26 % | 5.30 % | 66,903 | 14.99 | 3 | 1.4108 % | 1,678.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,473.1 |
| SplitShare | 4.84 % | 4.85 % | 52,602 | 3.76 | 7 | 0.0000 % | 4,147.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,236.1 |
| Perpetual-Premium | 5.12 % | 4.86 % | 75,084 | 4.04 | 1 | 0.5098 % | 3,076.6 |
| Perpetual-Discount | 5.55 % | 5.68 % | 82,608 | 14.38 | 35 | -0.1779 % | 3,289.8 |
| FixedReset Disc | 5.65 % | 4.53 % | 148,817 | 16.00 | 75 | 0.6971 % | 2,000.1 |
| Deemed-Retractible | 5.28 % | 5.47 % | 85,940 | 14.46 | 27 | -0.0383 % | 3,243.7 |
| FloatingReset | 2.36 % | 2.37 % | 30,504 | 1.51 | 4 | -0.4187 % | 1,770.5 |
| FixedReset Prem | 5.41 % | 3.49 % | 342,176 | 0.98 | 3 | 0.2366 % | 2,604.4 |
| FixedReset Bank Non | 1.95 % | 2.35 % | 104,576 | 1.50 | 2 | 0.2020 % | 2,834.7 |
| FixedReset Ins Non | 5.78 % | 4.60 % | 100,554 | 15.97 | 22 | 2.3374 % | 2,061.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 5.34 % |
| TRP.PR.F | FloatingReset | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 10.13 Evaluated at bid price : 10.13 Bid-YTW : 5.21 % |
| CU.PR.E | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 22.83 Evaluated at bid price : 23.20 Bid-YTW : 5.34 % |
| CU.PR.D | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.37 % |
| TRP.PR.E | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 5.49 % |
| CU.PR.F | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.62 Evaluated at bid price : 21.62 Bid-YTW : 5.28 % |
| TRP.PR.G | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 5.45 % |
| MFC.PR.K | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 15.93 Evaluated at bid price : 15.93 Bid-YTW : 4.58 % |
| MFC.PR.M | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.53 Evaluated at bid price : 16.53 Bid-YTW : 4.54 % |
| BIP.PR.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 5.90 % |
| BIK.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 23.05 Evaluated at bid price : 24.37 Bid-YTW : 6.00 % |
| BMO.PR.T | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 4.28 % |
| TD.PF.L | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 22.41 Evaluated at bid price : 23.09 Bid-YTW : 4.22 % |
| BMO.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.22 Evaluated at bid price : 17.22 Bid-YTW : 4.30 % |
| TD.PF.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 4.26 % |
| BAM.PR.X | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 10.46 Evaluated at bid price : 10.46 Bid-YTW : 5.35 % |
| BAM.PR.C | Floater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 8.16 Evaluated at bid price : 8.16 Bid-YTW : 5.30 % |
| BAM.PR.Z | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 5.47 % |
| BAM.PR.K | Floater | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 8.11 Evaluated at bid price : 8.11 Bid-YTW : 5.34 % |
| TD.PF.E | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 4.30 % |
| CU.PR.I | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 23.94 Evaluated at bid price : 24.68 Bid-YTW : 4.57 % |
| BAM.PR.B | Floater | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 8.17 Evaluated at bid price : 8.17 Bid-YTW : 5.30 % |
| BAM.PF.F | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 5.49 % |
| MFC.PR.G | FixedReset Ins Non | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 4.62 % |
| BAM.PF.A | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 5.38 % |
| W.PR.M | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.97 % |
| RY.PR.S | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.15 % |
| SLF.PR.I | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.51 % |
| TRP.PR.A | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 12.29 Evaluated at bid price : 12.29 Bid-YTW : 5.33 % |
| MFC.PR.H | FixedReset Ins Non | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 4.62 % |
| NA.PR.W | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.43 Evaluated at bid price : 16.43 Bid-YTW : 4.41 % |
| NA.PR.E | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 4.43 % |
| BMO.PR.W | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.28 % |
| BAM.PF.B | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 5.63 % |
| CM.PR.S | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 4.39 % |
| RY.PR.M | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 4.13 % |
| BMO.PR.Y | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 4.24 % |
| BMO.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.32 % |
| MFC.PR.I | FixedReset Ins Non | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 4.60 % |
| IFC.PR.G | FixedReset Ins Non | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.63 % |
| PWF.PR.P | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 10.58 Evaluated at bid price : 10.58 Bid-YTW : 4.64 % |
| PWF.PR.T | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.23 Evaluated at bid price : 16.23 Bid-YTW : 4.64 % |
| NA.PR.G | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 4.49 % |
| TRP.PR.B | FixedReset Disc | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 4.81 % |
| BAM.PF.E | FixedReset Disc | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 14.54 Evaluated at bid price : 14.54 Bid-YTW : 5.36 % |
| TD.PF.I | FixedReset Disc | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.16 % |
| MFC.PR.L | FixedReset Ins Non | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 4.64 % |
| EML.PR.A | FixedReset Ins Non | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 24.35 Evaluated at bid price : 24.82 Bid-YTW : 5.41 % |
| MFC.PR.J | FixedReset Ins Non | 4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.62 % |
| IAF.PR.G | FixedReset Ins Non | 4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 4.47 % |
| IFC.PR.C | FixedReset Ins Non | 4.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 4.52 % |
| IFC.PR.A | FixedReset Ins Non | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 4.38 % |
| MFC.PR.N | FixedReset Ins Non | 6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 16.44 Evaluated at bid price : 16.44 Bid-YTW : 4.46 % |
| TRP.PR.C | FixedReset Disc | 6.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 9.31 Evaluated at bid price : 9.31 Bid-YTW : 5.12 % |
| GWO.PR.N | FixedReset Ins Non | 8.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 10.38 Evaluated at bid price : 10.38 Bid-YTW : 4.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 164,919 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 22.85 Evaluated at bid price : 24.00 Bid-YTW : 4.27 % |
| PWF.PR.L | Perpetual-Discount | 164,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.81 % |
| RY.PR.M | FixedReset Disc | 110,491 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 4.13 % |
| CM.PR.R | FixedReset Disc | 78,846 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 4.45 % |
| SLF.PR.D | Deemed-Retractible | 76,139 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 5.29 % |
| RY.PR.Q | FixedReset Disc | 67,265 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-21 Maturity Price : 24.82 Evaluated at bid price : 25.14 Bid-YTW : 4.94 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Y | FixedReset Disc | Quote: 18.32 – 20.00 Spot Rate : 1.6800 Average : 0.9854 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 10.17 – 11.17 Spot Rate : 1.0000 Average : 0.5859 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 8.65 – 9.37 Spot Rate : 0.7200 Average : 0.4392 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 16.86 – 17.45 Spot Rate : 0.5900 Average : 0.3548 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 14.80 – 15.47 Spot Rate : 0.6700 Average : 0.4947 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.99 – 22.38 Spot Rate : 0.3900 Average : 0.2701 YTW SCENARIO |