| 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 | -0.4431 % | 3,204.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4431 % | 5,880.5 |
| Floater | 3.39 % | 3.57 % | 40,193 | 18.41 | 4 | -0.4431 % | 3,389.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,227.4 |
| SplitShare | 4.61 % | 4.74 % | 53,996 | 4.75 | 5 | -0.0238 % | 3,854.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,007.2 |
| Perpetual-Premium | 5.55 % | -3.90 % | 50,002 | 0.09 | 12 | 0.0033 % | 2,926.3 |
| Perpetual-Discount | 5.45 % | 5.59 % | 61,453 | 14.50 | 21 | -0.3323 % | 2,995.3 |
| FixedReset Disc | 4.14 % | 4.93 % | 130,516 | 15.42 | 43 | 0.3274 % | 2,614.4 |
| Deemed-Retractible | 5.18 % | 6.14 % | 60,316 | 5.32 | 27 | -0.1004 % | 2,987.0 |
| FloatingReset | 3.44 % | 3.59 % | 41,973 | 5.62 | 4 | -0.4808 % | 2,872.7 |
| FixedReset Prem | 4.84 % | 4.10 % | 219,220 | 2.83 | 34 | -0.0971 % | 2,578.2 |
| FixedReset Bank Non | 3.19 % | 3.82 % | 68,727 | 0.39 | 9 | -0.0226 % | 2,577.6 |
| FixedReset Ins Non | 4.30 % | 5.05 % | 88,905 | 5.40 | 22 | -0.1696 % | 2,599.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 3.57 % |
| IFC.PR.A | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 7.39 % |
| TRP.PR.F | FloatingReset | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.15 % |
| MFC.PR.K | FixedReset Ins Non | -1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.15 % |
| CU.PR.F | Perpetual-Discount | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 5.49 % |
| TD.PF.C | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 22.86 Evaluated at bid price : 23.32 Bid-YTW : 4.89 % |
| BAM.PF.I | FixedReset Prem | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.21 % |
| BAM.PF.C | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 5.78 % |
| TD.PF.B | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 23.04 Evaluated at bid price : 23.66 Bid-YTW : 4.86 % |
| BAM.PR.C | Floater | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 3.57 % |
| PWF.PR.Q | FloatingReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 21.39 Evaluated at bid price : 21.72 Bid-YTW : 3.59 % |
| BAM.PF.G | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.68 % |
| BAM.PR.B | Floater | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 3.61 % |
| BMO.PR.T | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 23.04 Evaluated at bid price : 23.63 Bid-YTW : 4.82 % |
| TRP.PR.G | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.82 Bid-YTW : 4.34 % |
| BAM.PF.F | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.93 % |
| BMO.PR.W | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 22.98 Evaluated at bid price : 23.49 Bid-YTW : 4.82 % |
| BAM.PR.T | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Prem | 224,195 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.75 % |
| MFC.PR.O | FixedReset Ins Non | 104,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 3.69 % |
| TD.PF.B | FixedReset Disc | 94,522 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 23.04 Evaluated at bid price : 23.66 Bid-YTW : 4.86 % |
| MFC.PR.Q | FixedReset Ins Non | 71,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 4.92 % |
| TD.PF.D | FixedReset Disc | 69,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 4.28 % |
| RY.PR.H | FixedReset Disc | 58,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-04 Maturity Price : 23.24 Evaluated at bid price : 23.83 Bid-YTW : 4.80 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 22.82 – 23.80 Spot Rate : 0.9800 Average : 0.5393 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 23.85 – 24.80 Spot Rate : 0.9500 Average : 0.5486 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 23.32 – 23.95 Spot Rate : 0.6300 Average : 0.3418 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 23.66 – 24.09 Spot Rate : 0.4300 Average : 0.2372 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.06 – 25.56 Spot Rate : 0.5000 Average : 0.3135 YTW SCENARIO |
| BAM.PF.I | FixedReset Prem | Quote: 25.51 – 25.88 Spot Rate : 0.3700 Average : 0.2229 YTW SCENARIO |