| 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 | 0.3237 % | 2,105.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3237 % | 3,862.7 |
| Floater | 3.59 % | 3.80 % | 47,007 | 17.77 | 4 | 0.3237 % | 2,226.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0313 % | 3,003.5 |
| SplitShare | 4.98 % | 3.82 % | 64,088 | 0.74 | 5 | -0.0313 % | 3,586.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0313 % | 2,798.6 |
| Perpetual-Premium | 5.35 % | 4.61 % | 65,302 | 2.82 | 20 | 0.0978 % | 2,743.5 |
| Perpetual-Discount | 5.15 % | 5.21 % | 97,692 | 15.06 | 18 | 0.1245 % | 2,925.0 |
| FixedReset | 4.41 % | 4.17 % | 229,614 | 6.71 | 98 | 0.6490 % | 2,338.1 |
| Deemed-Retractible | 5.05 % | 0.68 % | 139,580 | 0.21 | 31 | -0.0885 % | 2,853.7 |
| FloatingReset | 2.48 % | 3.20 % | 46,867 | 4.61 | 9 | 0.3082 % | 2,495.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.B | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.84 % |
| MFC.PR.K | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.21 Bid-YTW : 6.00 % |
| CM.PR.Q | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.75 Evaluated at bid price : 23.64 Bid-YTW : 4.19 % |
| TRP.PR.F | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 3.21 % |
| RY.PR.H | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.08 Evaluated at bid price : 22.37 Bid-YTW : 4.00 % |
| MFC.PR.L | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.11 Bid-YTW : 6.10 % |
| CU.PR.C | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 21.62 Evaluated at bid price : 21.99 Bid-YTW : 4.17 % |
| BAM.PF.F | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.92 Evaluated at bid price : 23.75 Bid-YTW : 4.42 % |
| MFC.PR.H | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.23 Bid-YTW : 4.89 % |
| BMO.PR.T | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 4.02 % |
| BNS.PR.Z | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.28 Bid-YTW : 4.75 % |
| SLF.PR.I | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.04 % |
| TRP.PR.G | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.74 Evaluated at bid price : 23.70 Bid-YTW : 4.33 % |
| HSE.PR.C | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.61 Evaluated at bid price : 23.25 Bid-YTW : 4.71 % |
| GWO.PR.N | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.50 Bid-YTW : 9.24 % |
| TD.PF.C | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 4.01 % |
| PWF.PR.P | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 4.43 % |
| BAM.PR.Z | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.13 Evaluated at bid price : 22.80 Bid-YTW : 4.71 % |
| SLF.PR.G | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.93 Bid-YTW : 8.10 % |
| NA.PR.S | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.50 Evaluated at bid price : 22.79 Bid-YTW : 4.09 % |
| IFC.PR.A | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.66 Bid-YTW : 6.81 % |
| BMO.PR.Q | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.82 Bid-YTW : 4.84 % |
| NA.PR.W | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 21.85 Evaluated at bid price : 22.12 Bid-YTW : 4.06 % |
| TRP.PR.C | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 4.18 % |
| IAG.PR.G | FixedReset | 1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 5.14 % |
| FTS.PR.M | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.52 Evaluated at bid price : 23.08 Bid-YTW : 4.10 % |
| PWF.PR.T | FixedReset | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.34 Evaluated at bid price : 22.66 Bid-YTW : 4.10 % |
| FTS.PR.K | FixedReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.18 % |
| TRP.PR.B | FixedReset | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 4.15 % |
| FTS.PR.G | FixedReset | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 4.20 % |
| TRP.PR.A | FixedReset | 3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 4.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 512,464 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.25 % |
| GWO.PR.H | Deemed-Retractible | 82,942 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 5.83 % |
| TD.PF.E | FixedReset | 77,058 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.96 Evaluated at bid price : 24.15 Bid-YTW : 4.16 % |
| RY.PR.G | Deemed-Retractible | 70,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-09 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : -1.19 % |
| BAM.PR.T | FixedReset | 62,467 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.80 % |
| TD.PF.D | FixedReset | 58,416 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-10 Maturity Price : 22.62 Evaluated at bid price : 23.39 Bid-YTW : 4.24 % |
| There were 42 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.B | FixedReset | Quote: 25.51 – 25.86 Spot Rate : 0.3500 Average : 0.2216 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 21.24 – 21.70 Spot Rate : 0.4600 Average : 0.3408 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 22.20 – 22.59 Spot Rate : 0.3900 Average : 0.2744 YTW SCENARIO |
| BMO.PR.S | FixedReset | Quote: 22.43 – 22.69 Spot Rate : 0.2600 Average : 0.1774 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 23.00 – 23.19 Spot Rate : 0.1900 Average : 0.1189 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 23.75 – 23.99 Spot Rate : 0.2400 Average : 0.1727 YTW SCENARIO |