| 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 | -0.7175 % | 1,966.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7175 % | 3,608.6 |
| Floater | 6.06 % | 6.23 % | 37,997 | 13.57 | 4 | -0.7175 % | 2,079.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0619 % | 3,347.0 |
| SplitShare | 4.65 % | 4.63 % | 79,630 | 4.15 | 7 | -0.0619 % | 3,997.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0619 % | 3,118.7 |
| Perpetual-Premium | 5.62 % | -16.02 % | 54,956 | 0.09 | 7 | 0.0900 % | 2,978.3 |
| Perpetual-Discount | 5.46 % | 5.56 % | 61,369 | 14.59 | 25 | 0.0000 % | 3,116.8 |
| FixedReset Disc | 5.41 % | 5.43 % | 159,167 | 14.68 | 69 | -0.5216 % | 2,125.4 |
| Deemed-Retractible | 5.23 % | 5.82 % | 65,918 | 7.99 | 27 | 0.0696 % | 3,108.0 |
| FloatingReset | 4.03 % | 4.37 % | 39,650 | 2.45 | 4 | 0.2099 % | 2,371.3 |
| FixedReset Prem | 5.14 % | 4.01 % | 166,973 | 1.92 | 17 | 0.0252 % | 2,591.3 |
| FixedReset Bank Non | 1.99 % | 4.29 % | 95,980 | 2.46 | 3 | -0.1951 % | 2,643.9 |
| FixedReset Ins Non | 5.25 % | 7.41 % | 87,502 | 8.02 | 22 | -0.0288 % | 2,172.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.32 % |
| BMO.PR.S | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.40 % |
| TRP.PR.G | FixedReset Disc | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.24 Evaluated at bid price : 18.24 Bid-YTW : 6.21 % |
| MFC.PR.K | FixedReset Ins Non | -2.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.21 Bid-YTW : 8.04 % |
| CM.PR.Q | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.93 Evaluated at bid price : 18.93 Bid-YTW : 5.70 % |
| BAM.PF.F | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 6.20 % |
| HSE.PR.G | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 6.61 % |
| BNS.PR.I | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 5.15 % |
| RY.PR.Z | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 5.29 % |
| BAM.PF.G | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 6.32 % |
| CM.PR.S | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.47 % |
| PWF.PR.L | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 22.45 Evaluated at bid price : 22.71 Bid-YTW : 5.62 % |
| BIP.PR.E | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 5.95 % |
| BAM.PR.Z | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.21 % |
| NA.PR.C | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 21.29 Evaluated at bid price : 21.58 Bid-YTW : 5.65 % |
| TD.PF.D | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 5.39 % |
| CU.PR.C | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 5.55 % |
| BAM.PR.B | Floater | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 6.24 % |
| BMO.PR.D | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 21.43 Evaluated at bid price : 21.77 Bid-YTW : 5.43 % |
| IFC.PR.A | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.61 Bid-YTW : 8.97 % |
| MFC.PR.N | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.39 Bid-YTW : 8.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset Prem | 178,653 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 3.60 % |
| TD.PF.A | FixedReset Disc | 157,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 5.31 % |
| SLF.PR.A | Deemed-Retractible | 79,736 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 6.34 % |
| IAF.PR.G | FixedReset Ins Non | 71,850 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.45 Bid-YTW : 6.69 % |
| BMO.PR.T | FixedReset Disc | 71,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 5.41 % |
| CM.PR.R | FixedReset Disc | 69,261 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-16 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 5.56 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 20.55 – 21.07 Spot Rate : 0.5200 Average : 0.3112 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 18.21 – 18.83 Spot Rate : 0.6200 Average : 0.4692 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 22.10 – 22.49 Spot Rate : 0.3900 Average : 0.2421 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 22.71 – 23.07 Spot Rate : 0.3600 Average : 0.2427 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 20.09 – 20.48 Spot Rate : 0.3900 Average : 0.2754 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 18.01 – 18.39 Spot Rate : 0.3800 Average : 0.2704 YTW SCENARIO |