| 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 | -0.4414 % | 1,641.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4414 % | 3,011.6 |
| Floater | 5.18 % | 5.22 % | 49,403 | 15.16 | 3 | -0.4414 % | 1,735.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0547 % | 3,516.6 |
| SplitShare | 4.82 % | 4.77 % | 53,039 | 3.59 | 8 | -0.0547 % | 4,199.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0547 % | 3,276.6 |
| Perpetual-Premium | 5.30 % | -8.24 % | 90,441 | 0.09 | 17 | 0.1777 % | 3,193.2 |
| Perpetual-Discount | 5.08 % | 5.03 % | 93,406 | 15.32 | 17 | -0.0701 % | 3,622.8 |
| FixedReset Disc | 5.45 % | 4.15 % | 125,124 | 16.58 | 65 | 0.5611 % | 2,120.6 |
| Deemed-Retractible | 5.03 % | 4.75 % | 105,986 | 15.31 | 22 | -0.2483 % | 3,531.4 |
| FloatingReset | 1.98 % | 2.44 % | 41,458 | 1.30 | 3 | 0.2018 % | 1,800.6 |
| FixedReset Prem | 5.22 % | 3.25 % | 274,234 | 0.78 | 14 | 0.0639 % | 2,642.1 |
| FixedReset Bank Non | 1.94 % | 2.09 % | 104,899 | 1.29 | 2 | 0.0201 % | 2,857.7 |
| FixedReset Ins Non | 5.50 % | 4.24 % | 78,469 | 16.45 | 22 | 1.7816 % | 2,195.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 11.57 Evaluated at bid price : 11.57 Bid-YTW : 5.67 % |
| BAM.PR.C | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 8.28 Evaluated at bid price : 8.28 Bid-YTW : 5.22 % |
| GWO.PR.H | Deemed-Retractible | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.95 % |
| CU.PR.E | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 24.53 Evaluated at bid price : 24.80 Bid-YTW : 4.99 % |
| NA.PR.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 4.22 % |
| MFC.PR.Q | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 4.20 % |
| MFC.PR.J | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 4.26 % |
| RY.PR.M | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 4.01 % |
| NA.PR.S | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 4.28 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 8.60 Evaluated at bid price : 8.60 Bid-YTW : 4.87 % |
| TD.PF.C | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 3.95 % |
| TD.PF.E | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 4.12 % |
| TD.PF.I | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 21.78 Evaluated at bid price : 22.28 Bid-YTW : 3.88 % |
| BIP.PR.C | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 23.22 Evaluated at bid price : 23.78 Bid-YTW : 5.64 % |
| BMO.PR.D | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 22.48 Evaluated at bid price : 22.82 Bid-YTW : 3.99 % |
| CM.PR.P | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 4.01 % |
| MFC.PR.M | FixedReset Ins Non | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 4.18 % |
| BAM.PF.G | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 5.23 % |
| SLF.PR.I | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.18 % |
| MFC.PR.F | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 10.98 Evaluated at bid price : 10.98 Bid-YTW : 4.11 % |
| CM.PR.S | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 4.02 % |
| NA.PR.G | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.30 % |
| BAM.PR.Z | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 5.26 % |
| BAM.PR.X | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 11.34 Evaluated at bid price : 11.34 Bid-YTW : 4.93 % |
| PWF.PR.T | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 4.47 % |
| BMO.PR.W | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 3.97 % |
| SLF.PR.H | FixedReset Ins Non | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 4.17 % |
| MFC.PR.G | FixedReset Ins Non | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 4.25 % |
| BAM.PR.T | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 13.41 Evaluated at bid price : 13.41 Bid-YTW : 5.18 % |
| TRP.PR.F | FloatingReset | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 10.29 Evaluated at bid price : 10.29 Bid-YTW : 4.94 % |
| MFC.PR.K | FixedReset Ins Non | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 4.14 % |
| IAF.PR.G | FixedReset Ins Non | 3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.35 % |
| MFC.PR.I | FixedReset Ins Non | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.32 % |
| IFC.PR.G | FixedReset Ins Non | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 4.49 % |
| SLF.PR.G | FixedReset Ins Non | 4.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 10.99 Evaluated at bid price : 10.99 Bid-YTW : 4.10 % |
| MFC.PR.H | FixedReset Ins Non | 5.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 4.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset Prem | 103,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 3.48 % |
| TD.PF.G | FixedReset Prem | 81,635 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 2.38 % |
| PVS.PR.I | SplitShare | 69,810 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.76 % |
| PWF.PR.Z | Perpetual-Discount | 63,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 24.51 Evaluated at bid price : 25.00 Bid-YTW : 5.13 % |
| SLF.PR.C | Deemed-Retractible | 55,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.67 % |
| SLF.PR.G | FixedReset Ins Non | 54,413 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-08 Maturity Price : 10.99 Evaluated at bid price : 10.99 Bid-YTW : 4.10 % |
| There were 50 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.89 – 23.99 Spot Rate : 7.1000 Average : 4.6504 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.21 – 25.79 Spot Rate : 0.5800 Average : 0.3729 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 10.98 – 11.59 Spot Rate : 0.6100 Average : 0.4062 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 16.49 – 18.00 Spot Rate : 1.5100 Average : 1.3305 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 20.01 – 20.74 Spot Rate : 0.7300 Average : 0.5507 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 25.15 – 25.85 Spot Rate : 0.7000 Average : 0.5552 YTW SCENARIO |