May 25, 2020

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 0.0000 % 1,416.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0000 % 2,599.1
Floater 5.45 % 5.73 % 31,283 14.23 4 0.0000 % 1,497.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.5778 % 3,406.1
SplitShare 4.93 % 5.16 % 71,376 3.91 7 0.5778 % 4,067.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.5778 % 3,173.7
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.0473 % 2,917.7
Perpetual-Discount 5.77 % 6.00 % 79,640 13.89 35 -0.0473 % 3,129.5
FixedReset Disc 6.51 % 5.36 % 183,301 14.57 83 -0.6431 % 1,747.2
Deemed-Retractible 5.45 % 5.73 % 90,477 13.94 27 0.0379 % 3,108.7
FloatingReset 5.09 % 5.14 % 50,783 15.19 3 0.0765 % 1,733.3
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 -0.6431 % 2,416.3
FixedReset Bank Non 2.01 % 3.86 % 166,550 1.64 2 -0.0415 % 2,745.1
FixedReset Ins Non 6.73 % 5.41 % 117,677 14.46 22 0.0185 % 1,766.3
Performance Highlights
Issue Index Change Notes
TRP.PR.G FixedReset Disc -8.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.16
Evaluated at bid price : 13.16
Bid-YTW : 6.37 %
BMO.PR.D FixedReset Disc -6.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.74 %
BAM.PF.I FixedReset Disc -6.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.52 %
GWO.PR.N FixedReset Ins Non -6.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 8.75
Evaluated at bid price : 8.75
Bid-YTW : 4.87 %
W.PR.K FixedReset Disc -5.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.95
Evaluated at bid price : 22.50
Bid-YTW : 5.89 %
RY.PR.J FixedReset Disc -4.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 5.36 %
MFC.PR.I FixedReset Ins Non -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 5.48 %
NA.PR.G FixedReset Disc -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 5.68 %
BMO.PR.B FixedReset Disc -2.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 5.14 %
TRP.PR.C FixedReset Disc -2.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 8.15
Evaluated at bid price : 8.15
Bid-YTW : 5.94 %
SLF.PR.H FixedReset Ins Non -2.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 12.15
Evaluated at bid price : 12.15
Bid-YTW : 5.35 %
BMO.PR.F FixedReset Disc -2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.21
Evaluated at bid price : 20.21
Bid-YTW : 5.16 %
MFC.PR.L FixedReset Ins Non -2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.01
Evaluated at bid price : 13.01
Bid-YTW : 5.41 %
TD.PF.M FixedReset Disc -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.76
Evaluated at bid price : 20.76
Bid-YTW : 5.13 %
TD.PF.L FixedReset Disc -2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 5.13 %
CU.PR.C FixedReset Disc -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 4.66 %
BMO.PR.T FixedReset Disc -1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 5.31 %
TRP.PR.A FixedReset Disc -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 11.00
Evaluated at bid price : 11.00
Bid-YTW : 6.11 %
BMO.PR.E FixedReset Disc -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 5.18 %
BNS.PR.I FixedReset Disc -1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 4.77 %
BMO.PR.Y FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 5.43 %
PWF.PR.T FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.69
Evaluated at bid price : 13.69
Bid-YTW : 5.69 %
W.PR.M FixedReset Disc -1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 23.53
Evaluated at bid price : 23.97
Bid-YTW : 5.48 %
IFC.PR.I Perpetual-Discount -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 23.32
Evaluated at bid price : 23.63
Bid-YTW : 5.85 %
CM.PR.Y FixedReset Disc -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.44
Evaluated at bid price : 20.44
Bid-YTW : 5.29 %
MFC.PR.G FixedReset Ins Non -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.01
Evaluated at bid price : 15.01
Bid-YTW : 5.53 %
BAM.PF.E FixedReset Disc -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 12.63
Evaluated at bid price : 12.63
Bid-YTW : 6.29 %
PWF.PR.R Perpetual-Discount -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 22.40
Evaluated at bid price : 22.81
Bid-YTW : 6.08 %
CU.PR.G Perpetual-Discount -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.42 %
BAM.PF.J FixedReset Disc -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 22.35
Evaluated at bid price : 22.78
Bid-YTW : 5.27 %
MFC.PR.J FixedReset Ins Non -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 5.39 %
TRP.PR.K FixedReset Disc -1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 22.58
Evaluated at bid price : 22.90
Bid-YTW : 5.36 %
IFC.PR.E Deemed-Retractible -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 22.69
Evaluated at bid price : 23.01
Bid-YTW : 5.73 %
MFC.PR.M FixedReset Ins Non 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.30 %
MFC.PR.N FixedReset Ins Non 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.15
Evaluated at bid price : 14.15
Bid-YTW : 5.18 %
MFC.PR.B Deemed-Retractible 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.55 %
BMO.PR.Z Perpetual-Discount 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 22.88
Evaluated at bid price : 23.30
Bid-YTW : 5.38 %
SLF.PR.G FixedReset Ins Non 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 8.91
Evaluated at bid price : 8.91
Bid-YTW : 5.05 %
TRP.PR.E FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 5.99 %
ELF.PR.G Perpetual-Discount 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.88 %
HSE.PR.G FixedReset Disc 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 10.50
Evaluated at bid price : 10.50
Bid-YTW : 9.49 %
PVS.PR.H SplitShare 1.46 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.35
Bid-YTW : 5.16 %
PVS.PR.F SplitShare 1.48 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.66
Bid-YTW : 5.14 %
BIP.PR.A FixedReset Disc 1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 7.02 %
BIP.PR.F FixedReset Disc 2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.50 %
IFC.PR.A FixedReset Ins Non 3.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 11.10
Evaluated at bid price : 11.10
Bid-YTW : 5.23 %
IFC.PR.C FixedReset Ins Non 7.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.05
Evaluated at bid price : 14.05
Bid-YTW : 5.51 %
BMO.PR.W FixedReset Disc 10.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 5.12 %
PWF.PR.P FixedReset Disc 11.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 9.05
Evaluated at bid price : 9.05
Bid-YTW : 5.53 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.S FixedReset Disc 21,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 14.21
Evaluated at bid price : 14.21
Bid-YTW : 5.41 %
BAM.PR.T FixedReset Disc 19,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 11.30
Evaluated at bid price : 11.30
Bid-YTW : 6.24 %
TRP.PR.C FixedReset Disc 18,510 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 8.15
Evaluated at bid price : 8.15
Bid-YTW : 5.94 %
BMO.PR.T FixedReset Disc 11,834 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 5.31 %
TD.PF.J FixedReset Disc 11,163 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 5.11 %
RY.PR.F Deemed-Retractible 10,715 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 4.47 %
There were 2 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.I FixedReset Ins Non Quote: 15.40 – 18.00
Spot Rate : 2.6000
Average : 1.5599

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 5.48 %

BAM.PF.I FixedReset Disc Quote: 22.00 – 23.81
Spot Rate : 1.8100
Average : 1.0562

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.60
Evaluated at bid price : 22.00
Bid-YTW : 5.52 %

W.PR.K FixedReset Disc Quote: 22.50 – 23.83
Spot Rate : 1.3300
Average : 0.8018

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.95
Evaluated at bid price : 22.50
Bid-YTW : 5.89 %

TRP.PR.G FixedReset Disc Quote: 13.16 – 14.35
Spot Rate : 1.1900
Average : 0.7569

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 13.16
Evaluated at bid price : 13.16
Bid-YTW : 6.37 %

BMO.PR.D FixedReset Disc Quote: 16.00 – 16.99
Spot Rate : 0.9900
Average : 0.5776

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.74 %

CCS.PR.C Deemed-Retractible Quote: 21.44 – 22.75
Spot Rate : 1.3100
Average : 0.9366

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-25
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 5.94 %

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