| 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 | 0.3039 % | 1,687.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3039 % | 3,083.4 |
| Floater | 4.87 % | 4.64 % | 85,976 | 16.07 | 4 | 0.3039 % | 1,777.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1667 % | 2,886.3 |
| SplitShare | 5.04 % | 4.63 % | 88,424 | 2.21 | 5 | 0.1667 % | 3,446.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1667 % | 2,689.4 |
| Perpetual-Premium | 5.50 % | 4.04 % | 74,063 | 0.15 | 12 | -0.2307 % | 2,674.3 |
| Perpetual-Discount | 5.11 % | 5.11 % | 99,865 | 14.99 | 26 | 0.1043 % | 2,907.9 |
| FixedReset | 4.97 % | 4.28 % | 140,930 | 7.08 | 89 | -0.5311 % | 2,045.2 |
| Deemed-Retractible | 5.02 % | 4.70 % | 116,445 | 3.25 | 32 | -0.0483 % | 2,800.8 |
| FloatingReset | 2.84 % | 3.97 % | 30,034 | 5.04 | 12 | -0.4120 % | 2,210.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -3.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.75 Bid-YTW : 11.04 % |
| NA.PR.W | FixedReset | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 4.28 % |
| MFC.PR.F | FixedReset | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.60 Bid-YTW : 10.44 % |
| RY.PR.M | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.28 % |
| TD.PF.A | FixedReset | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.14 % |
| TRP.PR.C | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 13.22 Evaluated at bid price : 13.22 Bid-YTW : 4.25 % |
| TD.PF.C | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 4.18 % |
| BAM.PR.Z | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 4.92 % |
| TD.PF.D | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.33 % |
| CM.PR.Q | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.34 % |
| BAM.PR.T | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 15.68 Evaluated at bid price : 15.68 Bid-YTW : 4.96 % |
| RY.PR.Z | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.05 % |
| 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 : 14.17 Bid-YTW : 9.90 % |
| RY.PR.H | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.12 % |
| MFC.PR.G | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.18 Bid-YTW : 7.35 % |
| TD.PF.B | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 4.17 % |
| MFC.PR.L | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.91 Bid-YTW : 7.94 % |
| MFC.PR.I | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 7.04 % |
| RY.PR.J | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 4.32 % |
| TD.PF.E | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 4.27 % |
| BAM.PF.B | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 4.83 % |
| MFC.PR.H | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.33 % |
| MFC.PR.N | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.33 Bid-YTW : 7.76 % |
| BAM.PF.A | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.72 % |
| BAM.PF.G | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 4.54 % |
| NA.PR.S | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.26 % |
| MFC.PR.M | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.42 Bid-YTW : 7.75 % |
| CM.PR.P | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 4.19 % |
| CM.PR.O | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.97 Evaluated at bid price : 18.97 Bid-YTW : 4.19 % |
| BIP.PR.A | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.35 % |
| SLF.PR.I | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.26 Bid-YTW : 7.89 % |
| BAM.PR.R | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 15.76 Evaluated at bid price : 15.76 Bid-YTW : 4.74 % |
| PWF.PR.K | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 5.13 % |
| FTS.PR.H | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.C | FixedReset | 60,790 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 5.11 % |
| TD.PF.C | FixedReset | 35,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 4.18 % |
| BAM.PR.K | Floater | 31,420 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 10.34 Evaluated at bid price : 10.34 Bid-YTW : 4.64 % |
| HSE.PR.A | FixedReset | 26,115 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 4.99 % |
| RY.PR.H | FixedReset | 25,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.12 % |
| RY.PR.M | FixedReset | 23,255 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-06 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.28 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset | Quote: 13.98 – 14.35 Spot Rate : 0.3700 Average : 0.2677 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.17 – 14.43 Spot Rate : 0.2600 Average : 0.1805 YTW SCENARIO |
| POW.PR.C | Perpetual-Premium | Quote: 25.44 – 25.65 Spot Rate : 0.2100 Average : 0.1405 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 13.22 – 13.44 Spot Rate : 0.2200 Average : 0.1510 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 24.65 – 24.83 Spot Rate : 0.1800 Average : 0.1130 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 20.35 – 20.60 Spot Rate : 0.2500 Average : 0.1839 YTW SCENARIO |