| 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 | -6.2041 % | 1,520.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -6.2041 % | 2,789.5 |
| Floater | 5.60 % | 5.45 % | 38,527 | 14.72 | 3 | -6.2041 % | 1,607.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0397 % | 3,527.9 |
| SplitShare | 4.81 % | 4.78 % | 46,684 | 3.53 | 8 | 0.0397 % | 4,213.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0397 % | 3,287.2 |
| Perpetual-Premium | 5.33 % | -0.23 % | 92,063 | 0.15 | 17 | -0.1814 % | 3,183.7 |
| Perpetual-Discount | 5.20 % | 5.16 % | 82,784 | 15.21 | 17 | -0.4743 % | 3,538.4 |
| FixedReset Disc | 5.54 % | 4.29 % | 136,615 | 16.45 | 65 | 0.0048 % | 2,089.2 |
| Deemed-Retractible | 5.14 % | 5.00 % | 110,684 | 15.14 | 22 | -0.1384 % | 3,452.1 |
| FloatingReset | 1.98 % | 2.53 % | 50,178 | 1.24 | 3 | -0.0626 % | 1,792.8 |
| FixedReset Prem | 5.23 % | 3.33 % | 257,913 | 0.77 | 14 | -0.0587 % | 2,644.1 |
| FixedReset Bank Non | 1.95 % | 2.13 % | 187,249 | 1.24 | 2 | -0.0345 % | 2,860.2 |
| FixedReset Ins Non | 5.51 % | 4.27 % | 75,277 | 16.37 | 22 | -0.4398 % | 2,191.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -14.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 7.05 Evaluated at bid price : 7.05 Bid-YTW : 6.16 % |
| TRP.PR.B | FixedReset Disc | -9.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 7.50 Evaluated at bid price : 7.50 Bid-YTW : 5.64 % |
| CU.PR.F | Perpetual-Discount | -3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 22.48 Evaluated at bid price : 22.75 Bid-YTW : 5.01 % |
| TD.PF.D | FixedReset Disc | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.18 % |
| RY.PR.J | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 4.11 % |
| CM.PR.Q | FixedReset Disc | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 4.29 % |
| MFC.PR.F | FixedReset Ins Non | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 10.45 Evaluated at bid price : 10.45 Bid-YTW : 4.36 % |
| BAM.PR.B | Floater | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 7.95 Evaluated at bid price : 7.95 Bid-YTW : 5.45 % |
| BMO.PR.Y | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.11 % |
| BAM.PR.K | Floater | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 7.98 Evaluated at bid price : 7.98 Bid-YTW : 5.43 % |
| BAM.PF.D | Perpetual-Discount | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.50 % |
| BIP.PR.D | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.85 % |
| SLF.PR.I | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.26 % |
| MFC.PR.L | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 4.35 % |
| BAM.PR.Z | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 5.52 % |
| NA.PR.G | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.36 % |
| BAM.PR.R | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 12.74 Evaluated at bid price : 12.74 Bid-YTW : 5.35 % |
| PWF.PR.E | Perpetual-Premium | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.68 Evaluated at bid price : 24.95 Bid-YTW : 5.53 % |
| BAM.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 5.45 % |
| CU.PR.D | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.04 Evaluated at bid price : 24.35 Bid-YTW : 5.10 % |
| TD.PF.C | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.01 % |
| BAM.PR.M | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 21.52 Evaluated at bid price : 21.78 Bid-YTW : 5.50 % |
| MFC.PR.K | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 4.27 % |
| MFC.PR.M | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 4.32 % |
| TD.PF.K | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.12 % |
| POW.PR.B | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.65 Evaluated at bid price : 24.91 Bid-YTW : 5.41 % |
| TD.PF.E | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 4.08 % |
| BMO.PR.W | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 4.00 % |
| SLF.PR.A | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.93 % |
| NA.PR.C | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 22.69 Evaluated at bid price : 23.01 Bid-YTW : 4.20 % |
| BIP.PR.A | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.82 % |
| TD.PF.L | FixedReset Disc | 27.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 23.03 Evaluated at bid price : 24.28 Bid-YTW : 3.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Deemed-Retractible | 92,549 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.93 % |
| PWF.PR.F | Perpetual-Premium | 59,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 24.44 Evaluated at bid price : 24.68 Bid-YTW : 5.34 % |
| TRP.PR.K | FixedReset Disc | 53,697 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 23.64 Evaluated at bid price : 24.84 Bid-YTW : 4.94 % |
| RY.PR.Q | FixedReset Prem | 48,120 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.03 % |
| RY.PR.Z | FixedReset Disc | 41,409 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-30 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 3.88 % |
| TD.PF.G | FixedReset Prem | 40,240 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 3.32 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.C | Floater | Quote: 7.05 – 8.05 Spot Rate : 1.0000 Average : 0.5563 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.75 – 23.86 Spot Rate : 1.1100 Average : 0.6921 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 7.50 – 8.45 Spot Rate : 0.9500 Average : 0.5455 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 18.77 – 19.66 Spot Rate : 0.8900 Average : 0.5224 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 17.07 – 17.90 Spot Rate : 0.8300 Average : 0.5219 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 19.12 – 19.75 Spot Rate : 0.6300 Average : 0.3655 YTW SCENARIO |