| 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 | 0.0546 % | 2,076.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0546 % | 3,810.0 |
| Floater | 5.66 % | 6.03 % | 52,495 | 13.77 | 3 | 0.0546 % | 2,195.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1252 % | 3,304.3 |
| SplitShare | 4.71 % | 4.79 % | 78,758 | 4.28 | 7 | -0.1252 % | 3,946.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1252 % | 3,078.9 |
| Perpetual-Premium | 5.53 % | 4.93 % | 82,529 | 1.77 | 12 | 0.0594 % | 2,950.4 |
| Perpetual-Discount | 5.44 % | 5.46 % | 72,784 | 14.68 | 20 | 0.2055 % | 3,104.3 |
| FixedReset Disc | 5.36 % | 5.40 % | 147,938 | 14.88 | 63 | -0.9582 % | 2,140.9 |
| Deemed-Retractible | 5.23 % | 5.88 % | 91,822 | 8.01 | 27 | 0.0221 % | 3,079.7 |
| FloatingReset | 3.96 % | 4.43 % | 45,462 | 2.57 | 4 | -0.2425 % | 2,409.3 |
| FixedReset Prem | 5.12 % | 4.02 % | 229,079 | 2.08 | 21 | -0.0613 % | 2,582.8 |
| FixedReset Bank Non | 1.98 % | 4.01 % | 142,135 | 2.59 | 3 | -0.0834 % | 2,646.4 |
| FixedReset Ins Non | 5.11 % | 6.78 % | 102,997 | 8.21 | 22 | -0.4361 % | 2,223.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.S | FixedReset Disc | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 5.55 % |
| HSE.PR.C | FixedReset Disc | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.74 % |
| HSE.PR.A | FixedReset Disc | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 6.59 % |
| HSE.PR.E | FixedReset Disc | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.74 % |
| NA.PR.W | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 5.60 % |
| RY.PR.M | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.20 % |
| BAM.PF.F | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.11 % |
| BMO.PR.W | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 5.39 % |
| BMO.PR.E | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.02 % |
| EMA.PR.F | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 5.67 % |
| BMO.PR.T | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 5.39 % |
| HSE.PR.G | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.69 % |
| TD.PF.C | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 5.26 % |
| BAM.PF.G | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.04 % |
| BMO.PR.D | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.85 Evaluated at bid price : 22.16 Bid-YTW : 5.23 % |
| TD.PF.K | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.19 % |
| BAM.PF.A | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 5.94 % |
| BIP.PR.F | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.22 % |
| CM.PR.R | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 22.04 Evaluated at bid price : 22.41 Bid-YTW : 5.38 % |
| MFC.PR.H | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.16 Bid-YTW : 6.55 % |
| BMO.PR.Y | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 5.23 % |
| MFC.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.18 Bid-YTW : 6.83 % |
| RY.PR.J | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 5.23 % |
| PWF.PR.T | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.42 % |
| BMO.PR.S | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.30 % |
| TD.PF.E | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.10 % |
| BAM.PF.J | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 22.25 Evaluated at bid price : 22.80 Bid-YTW : 5.26 % |
| BNS.PR.I | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.99 Evaluated at bid price : 22.50 Bid-YTW : 4.64 % |
| MFC.PR.L | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.15 Bid-YTW : 8.12 % |
| CM.PR.P | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 5.46 % |
| NA.PR.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 5.31 % |
| MFC.PR.N | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.60 Bid-YTW : 7.97 % |
| NA.PR.C | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.90 Evaluated at bid price : 22.25 Bid-YTW : 5.46 % |
| CM.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 5.15 % |
| NA.PR.G | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.14 % |
| PWF.PR.Z | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.26 Evaluated at bid price : 23.60 Bid-YTW : 5.50 % |
| BAM.PF.D | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.80 % |
| CCS.PR.C | Deemed-Retractible | 1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 6.08 % |
| PWF.PR.F | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.97 Evaluated at bid price : 24.22 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 71,851 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.20 % |
| IAF.PR.G | FixedReset Ins Non | 64,648 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 6.06 % |
| RY.PR.Q | FixedReset Prem | 52,534 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.80 % |
| TD.PF.L | FixedReset Prem | 42,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.20 Evaluated at bid price : 25.10 Bid-YTW : 4.80 % |
| TD.PF.G | FixedReset Prem | 33,465 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.67 % |
| TD.PF.B | FixedReset Disc | 30,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.22 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 19.03 – 20.02 Spot Rate : 0.9900 Average : 0.6360 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 18.18 – 18.62 Spot Rate : 0.4400 Average : 0.2801 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.40 – 21.75 Spot Rate : 0.3500 Average : 0.2200 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 19.03 – 19.70 Spot Rate : 0.6700 Average : 0.5531 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 22.55 – 22.90 Spot Rate : 0.3500 Average : 0.2482 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 21.16 – 21.55 Spot Rate : 0.3900 Average : 0.2884 YTW SCENARIO |