| 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 | -2.8028 % | 2,028.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.8028 % | 3,721.4 |
| Floater | 4.26 % | 4.30 % | 44,752 | 16.80 | 3 | -2.8028 % | 2,144.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0659 % | 3,629.9 |
| SplitShare | 4.70 % | 4.44 % | 37,745 | 3.72 | 8 | -0.0659 % | 4,334.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0659 % | 3,382.3 |
| Perpetual-Premium | 5.36 % | -8.79 % | 71,230 | 0.09 | 18 | 0.2010 % | 3,227.9 |
| Perpetual-Discount | 4.99 % | 5.02 % | 69,072 | 15.38 | 13 | 0.0348 % | 3,698.5 |
| FixedReset Disc | 4.89 % | 3.73 % | 148,433 | 17.55 | 56 | -0.4334 % | 2,403.1 |
| Insurance Straight | 5.03 % | 4.80 % | 83,328 | 15.31 | 22 | -0.1408 % | 3,574.9 |
| FloatingReset | 2.48 % | 0.41 % | 26,155 | 0.10 | 3 | -0.0407 % | 1,936.4 |
| FixedReset Prem | 5.13 % | 2.99 % | 192,347 | 0.97 | 20 | -0.0432 % | 2,702.3 |
| FixedReset Bank Non | 1.93 % | 1.81 % | 170,036 | 1.00 | 2 | -0.0600 % | 2,884.3 |
| FixedReset Ins Non | 4.84 % | 3.68 % | 90,565 | 17.66 | 22 | 0.0538 % | 2,515.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -7.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 9.60 Evaluated at bid price : 9.60 Bid-YTW : 4.47 % |
| BAM.PR.B | Floater | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 10.06 Evaluated at bid price : 10.06 Bid-YTW : 4.30 % |
| RY.PR.M | FixedReset Disc | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.61 % |
| BAM.PR.K | Floater | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 10.06 Evaluated at bid price : 10.06 Bid-YTW : 4.30 % |
| SLF.PR.G | FixedReset Ins Non | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 12.51 Evaluated at bid price : 12.51 Bid-YTW : 3.69 % |
| GWO.PR.N | FixedReset Ins Non | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.63 % |
| BNS.PR.I | FixedReset Disc | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 22.41 Evaluated at bid price : 22.95 Bid-YTW : 3.39 % |
| BAM.PR.C | Floater | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 10.05 Evaluated at bid price : 10.05 Bid-YTW : 4.30 % |
| TRP.PR.A | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 4.79 % |
| TD.PF.K | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 3.67 % |
| MFC.PR.F | FixedReset Ins Non | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 12.72 Evaluated at bid price : 12.72 Bid-YTW : 3.65 % |
| PWF.PR.P | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 4.06 % |
| TRP.PR.G | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 4.98 % |
| NA.PR.E | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.54 Evaluated at bid price : 21.92 Bid-YTW : 3.59 % |
| BMO.PR.Y | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 3.69 % |
| TRP.PR.D | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.63 % |
| BIP.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 24.02 Evaluated at bid price : 24.45 Bid-YTW : 5.15 % |
| BAM.PF.E | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 4.76 % |
| SLF.PR.I | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.77 % |
| CU.PR.F | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.78 % |
| NA.PR.S | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 3.72 % |
| CM.PR.Q | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.55 Evaluated at bid price : 21.85 Bid-YTW : 3.65 % |
| CM.PR.O | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 3.72 % |
| SLF.PR.H | FixedReset Ins Non | 3.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 3.51 % |
| IAF.PR.G | FixedReset Ins Non | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.86 Evaluated at bid price : 22.38 Bid-YTW : 3.68 % |
| RY.PR.N | Perpetual-Premium | 4.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-26 Maturity Price : 26.00 Evaluated at bid price : 26.20 Bid-YTW : -8.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 84,764 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 3.91 % |
| RY.PR.Z | FixedReset Disc | 64,461 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 3.35 % |
| CM.PR.S | FixedReset Disc | 60,578 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-27 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 3.51 % |
| W.PR.M | FixedReset Prem | 47,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 3.73 % |
| TD.PF.H | FixedReset Prem | 47,380 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.66 % |
| BAM.PF.I | FixedReset Prem | 42,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.03 % |
| There were 71 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RS.PR.A | SplitShare | Quote: 10.30 – 11.69 Spot Rate : 1.3900 Average : 0.7884 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 21.00 – 21.94 Spot Rate : 0.9400 Average : 0.5910 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.20 – 18.05 Spot Rate : 0.8500 Average : 0.5342 YTW SCENARIO |
| BAM.PF.I | FixedReset Prem | Quote: 25.31 – 26.10 Spot Rate : 0.7900 Average : 0.4779 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 22.05 – 22.90 Spot Rate : 0.8500 Average : 0.5735 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 24.40 – 25.94 Spot Rate : 1.5400 Average : 1.2654 YTW SCENARIO |