| 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 | 2.5051 % | 1,647.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.5051 % | 3,022.4 |
| Floater | 5.07 % | 5.11 % | 66,820 | 15.31 | 3 | 2.5051 % | 1,741.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1194 % | 3,479.8 |
| SplitShare | 4.83 % | 4.85 % | 51,855 | 3.75 | 7 | 0.1194 % | 4,155.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1194 % | 3,242.4 |
| Perpetual-Premium | 5.12 % | 4.53 % | 74,062 | 4.09 | 1 | 1.2398 % | 3,118.4 |
| Perpetual-Discount | 5.54 % | 5.67 % | 80,878 | 14.33 | 35 | 0.1423 % | 3,297.6 |
| FixedReset Disc | 5.69 % | 4.52 % | 144,768 | 15.83 | 75 | 0.0510 % | 1,988.4 |
| Deemed-Retractible | 5.27 % | 5.34 % | 92,055 | 14.48 | 27 | 0.3118 % | 3,256.8 |
| FloatingReset | 2.36 % | 2.46 % | 29,671 | 1.50 | 4 | -0.1161 % | 1,766.4 |
| FixedReset Prem | 5.42 % | 3.99 % | 336,426 | 0.98 | 3 | 0.4252 % | 2,611.7 |
| FixedReset Bank Non | 1.95 % | 2.52 % | 99,721 | 1.49 | 2 | -0.1009 % | 2,828.4 |
| FixedReset Ins Non | 5.86 % | 4.62 % | 101,297 | 15.60 | 22 | -0.7581 % | 2,031.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.I | FixedReset Ins Non | -7.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 4.97 % |
| MFC.PR.G | FixedReset Ins Non | -5.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.88 % |
| NA.PR.W | FixedReset Disc | -4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 4.67 % |
| BMO.PR.W | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 4.41 % |
| BMO.PR.Y | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 4.40 % |
| IFC.PR.C | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.74 % |
| BAM.PR.T | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 5.57 % |
| BAM.PF.E | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.58 % |
| GWO.PR.N | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 9.83 Evaluated at bid price : 9.83 Bid-YTW : 4.27 % |
| TRP.PR.A | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 11.96 Evaluated at bid price : 11.96 Bid-YTW : 5.49 % |
| MFC.PR.J | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 4.69 % |
| TRP.PR.F | FloatingReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 10.01 Evaluated at bid price : 10.01 Bid-YTW : 5.27 % |
| BIP.PR.E | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 6.03 % |
| SLF.PR.I | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.53 % |
| BIP.PR.A | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 6.33 % |
| TRP.PR.G | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 5.55 % |
| TRP.PR.B | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 8.45 Evaluated at bid price : 8.45 Bid-YTW : 4.92 % |
| BMO.PR.S | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.36 % |
| BAM.PR.R | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 12.23 Evaluated at bid price : 12.23 Bid-YTW : 5.51 % |
| IAF.PR.I | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.35 % |
| RY.PR.F | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : -13.39 % |
| RY.PR.R | FixedReset Prem | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : 3.05 % |
| RY.PR.E | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -14.29 % |
| RY.PR.G | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : -13.39 % |
| RY.PR.N | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 24.46 Evaluated at bid price : 24.75 Bid-YTW : 4.93 % |
| RY.PR.C | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -15.18 % |
| RY.PR.A | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : -13.39 % |
| RY.PR.P | Perpetual-Premium | 1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 4.53 % |
| BMO.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.32 % |
| BMO.PR.F | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 22.85 Evaluated at bid price : 23.95 Bid-YTW : 4.28 % |
| RY.PR.W | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : -0.33 % |
| RY.PR.H | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 4.13 % |
| RY.PR.M | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.09 % |
| SLF.PR.J | FloatingReset | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 9.56 Evaluated at bid price : 9.56 Bid-YTW : 4.16 % |
| SLF.PR.H | FixedReset Ins Non | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 4.50 % |
| CM.PR.O | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.59 % |
| RY.PR.S | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.05 % |
| BAM.PR.C | Floater | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 8.47 Evaluated at bid price : 8.47 Bid-YTW : 5.11 % |
| RY.PR.Z | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.06 % |
| BAM.PR.K | Floater | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 8.39 Evaluated at bid price : 8.39 Bid-YTW : 5.16 % |
| BAM.PR.B | Floater | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 8.51 Evaluated at bid price : 8.51 Bid-YTW : 5.09 % |
| TD.PF.D | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 4.23 % |
| TD.PF.E | FixedReset Disc | 9.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 4.25 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.W | Perpetual-Discount | 166,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : -0.33 % |
| RY.PR.R | FixedReset Prem | 93,016 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : 3.05 % |
| TD.PF.K | FixedReset Disc | 63,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 4.28 % |
| BMO.PR.C | FixedReset Disc | 57,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 22.11 Evaluated at bid price : 22.41 Bid-YTW : 4.24 % |
| MFC.PR.Q | FixedReset Ins Non | 54,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.58 % |
| CU.PR.C | FixedReset Disc | 52,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-23 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.10 % |
| There were 26 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: 17.05 – 18.30 Spot Rate : 1.2500 Average : 0.8134 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 15.55 – 16.35 Spot Rate : 0.8000 Average : 0.4546 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 17.10 – 18.00 Spot Rate : 0.9000 Average : 0.6215 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 14.05 – 16.60 Spot Rate : 2.5500 Average : 2.2797 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 16.50 – 17.25 Spot Rate : 0.7500 Average : 0.4999 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 15.50 – 16.68 Spot Rate : 1.1800 Average : 0.9493 YTW SCENARIO |