| 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 | 6.0445 % | 2,538.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 6.0445 % | 4,658.0 |
| Floater | 4.61 % | 4.96 % | 37,578 | 15.59 | 4 | 6.0445 % | 2,684.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2694 % | 3,200.5 |
| SplitShare | 4.65 % | 4.89 % | 92,249 | 4.52 | 6 | -0.2694 % | 3,822.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2694 % | 2,982.1 |
| Perpetual-Premium | 5.59 % | 5.27 % | 93,111 | 14.94 | 2 | 0.0199 % | 2,884.0 |
| Perpetual-Discount | 5.62 % | 5.72 % | 77,255 | 14.29 | 33 | 0.4941 % | 2,966.1 |
| FixedReset Disc | 4.91 % | 5.33 % | 204,209 | 14.99 | 66 | 0.0229 % | 2,299.1 |
| Deemed-Retractible | 5.36 % | 6.24 % | 85,702 | 8.20 | 27 | 0.4231 % | 2,952.4 |
| FloatingReset | 4.02 % | 4.14 % | 40,233 | 2.91 | 7 | 0.0665 % | 2,503.8 |
| FixedReset Prem | 5.16 % | 4.28 % | 260,082 | 2.21 | 14 | -0.0251 % | 2,531.4 |
| FixedReset Bank Non | 2.97 % | 3.63 % | 125,992 | 0.11 | 6 | -0.2876 % | 2,582.6 |
| FixedReset Ins Non | 4.78 % | 6.21 % | 143,358 | 8.43 | 22 | 1.1189 % | 2,303.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.E | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 6.55 % |
| TRP.PR.G | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 5.74 % |
| SLF.PR.J | FloatingReset | -1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.24 Bid-YTW : 8.61 % |
| NA.PR.G | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.29 Evaluated at bid price : 23.00 Bid-YTW : 5.10 % |
| BAM.PF.A | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.12 Evaluated at bid price : 22.70 Bid-YTW : 5.36 % |
| RY.PR.S | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.18 Evaluated at bid price : 22.85 Bid-YTW : 4.88 % |
| TD.PF.I | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.24 Evaluated at bid price : 22.80 Bid-YTW : 5.25 % |
| BMO.PR.E | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.55 Evaluated at bid price : 23.50 Bid-YTW : 5.01 % |
| NA.PR.S | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.32 % |
| TD.PF.J | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.27 Evaluated at bid price : 22.91 Bid-YTW : 5.00 % |
| BMO.PR.S | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 5.22 % |
| TD.PF.A | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.15 % |
| EMA.PR.H | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.84 Evaluated at bid price : 24.08 Bid-YTW : 5.10 % |
| MFC.PR.Q | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.56 Bid-YTW : 6.39 % |
| BMO.PR.Q | FixedReset Bank Non | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 4.81 % |
| EIT.PR.B | SplitShare | -1.26 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.36 Bid-YTW : 5.40 % |
| BAM.PF.F | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.63 % |
| CM.PR.Q | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.36 % |
| CU.PR.I | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.27 % |
| RY.PR.M | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 5.17 % |
| SLF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.62 Bid-YTW : 8.46 % |
| NA.PR.W | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 5.39 % |
| SLF.PR.A | Deemed-Retractible | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.73 Bid-YTW : 6.49 % |
| CCS.PR.C | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.34 % |
| TRP.PR.H | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.32 % |
| BAM.PR.R | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 5.55 % |
| PWF.PR.H | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 24.65 Evaluated at bid price : 24.91 Bid-YTW : 5.78 % |
| IFC.PR.E | Deemed-Retractible | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 6.12 % |
| TRP.PR.B | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 13.69 Evaluated at bid price : 13.69 Bid-YTW : 5.67 % |
| MFC.PR.I | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.16 Bid-YTW : 6.09 % |
| MFC.PR.H | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.79 % |
| BAM.PF.G | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 5.63 % |
| BIP.PR.D | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.88 Evaluated at bid price : 23.87 Bid-YTW : 5.80 % |
| CU.PR.D | Perpetual-Discount | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.07 Evaluated at bid price : 22.39 Bid-YTW : 5.54 % |
| TRP.PR.F | FloatingReset | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 5.28 % |
| BIP.PR.A | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.36 Evaluated at bid price : 21.66 Bid-YTW : 6.23 % |
| PWF.PR.E | Perpetual-Discount | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 23.69 Evaluated at bid price : 23.99 Bid-YTW : 5.74 % |
| BAM.PR.M | Perpetual-Discount | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.85 % |
| BAM.PR.X | FixedReset Disc | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 5.28 % |
| GWO.PR.S | Deemed-Retractible | 3.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 5.91 % |
| BAM.PR.K | Floater | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 4.96 % |
| BAM.PR.C | Floater | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 14.03 Evaluated at bid price : 14.03 Bid-YTW : 4.97 % |
| BAM.PR.Z | FixedReset Disc | 4.19 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | 4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 5.37 % |
| BAM.PR.T | FixedReset Disc | 4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 5.56 % |
| MFC.PR.K | FixedReset Ins Non | 5.98 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | 6.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.25 Bid-YTW : 7.16 % |
| PWF.PR.A | Floater | 7.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 3.89 % |
| VNR.PR.A | FixedReset Disc | 9.20 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | 9.48 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| BAM.PR.B | Floater | 9.76 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| TD.PF.B | FixedReset Disc | 12.83 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Y | FixedReset Bank Non | 195,864 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 3.88 % |
| BMO.PR.C | FixedReset Disc | 170,273 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.85 Evaluated at bid price : 23.84 Bid-YTW : 5.34 % |
| TD.PF.I | FixedReset Disc | 108,740 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.24 Evaluated at bid price : 22.80 Bid-YTW : 5.25 % |
| CM.PR.S | FixedReset Disc | 81,992 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.10 % |
| CM.PR.R | FixedReset Disc | 69,809 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-14 Maturity Price : 22.57 Evaluated at bid price : 23.34 Bid-YTW : 5.41 % |
| NA.PR.X | FixedReset Prem | 67,172 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.49 Bid-YTW : 4.51 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.G | FixedReset Disc | Quote: 23.00 – 23.55 Spot Rate : 0.5500 Average : 0.3328 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 20.86 – 21.42 Spot Rate : 0.5600 Average : 0.3501 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 22.70 – 23.25 Spot Rate : 0.5500 Average : 0.3407 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 25.70 – 26.25 Spot Rate : 0.5500 Average : 0.3851 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 20.71 – 21.19 Spot Rate : 0.4800 Average : 0.3323 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 20.25 – 20.65 Spot Rate : 0.4000 Average : 0.2638 YTW SCENARIO |