| 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 | -0.4037 % | 1,601.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4037 % | 2,939.0 |
| Floater | 5.21 % | 5.29 % | 63,912 | 14.96 | 3 | -0.4037 % | 1,693.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1578 % | 3,503.6 |
| SplitShare | 4.66 % | 4.57 % | 39,934 | 3.25 | 8 | -0.1578 % | 4,184.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1578 % | 3,264.6 |
| Perpetual-Premium | 5.56 % | 4.69 % | 83,436 | 4.03 | 4 | 0.0198 % | 3,095.4 |
| Perpetual-Discount | 5.44 % | 5.66 % | 76,496 | 14.39 | 31 | 0.1347 % | 3,353.1 |
| FixedReset Disc | 5.65 % | 4.37 % | 121,797 | 16.07 | 67 | -0.0272 % | 2,028.9 |
| Deemed-Retractible | 5.22 % | 5.32 % | 90,965 | 14.55 | 27 | 0.0284 % | 3,285.3 |
| FloatingReset | 2.90 % | 1.95 % | 42,513 | 1.45 | 3 | 0.2706 % | 1,776.5 |
| FixedReset Prem | 5.27 % | 4.33 % | 227,022 | 0.92 | 11 | 0.1442 % | 2,608.4 |
| FixedReset Bank Non | 1.94 % | 2.14 % | 107,670 | 1.44 | 2 | 0.3631 % | 2,849.8 |
| FixedReset Ins Non | 5.78 % | 4.52 % | 98,945 | 15.88 | 22 | 0.0613 % | 2,058.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.L | FixedReset Disc | -16.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.02 % |
| TD.PF.E | FixedReset Disc | -4.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.31 % |
| MFC.PR.H | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.65 % |
| CM.PR.T | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 22.08 Evaluated at bid price : 22.54 Bid-YTW : 4.37 % |
| BIP.PR.B | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 24.05 Evaluated at bid price : 24.75 Bid-YTW : 5.60 % |
| BAM.PF.F | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.45 % |
| MFC.PR.F | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 10.03 Evaluated at bid price : 10.03 Bid-YTW : 4.45 % |
| MFC.PR.N | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 4.49 % |
| TRP.PR.D | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.34 % |
| BAM.PR.R | FixedReset Disc | 3.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 5.33 % |
| TD.PF.J | FixedReset Disc | 7.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 4.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.C | Deemed-Retractible | 109,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 5.31 % |
| BAM.PF.G | FixedReset Disc | 58,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 5.36 % |
| TD.PF.M | FixedReset Disc | 26,765 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 23.02 Evaluated at bid price : 24.38 Bid-YTW : 4.18 % |
| TD.PF.A | FixedReset Disc | 24,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 4.12 % |
| RY.PR.C | Deemed-Retractible | 24,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-09-12 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 1.45 % |
| BAM.PF.H | FixedReset Disc | 22,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-13 Maturity Price : 24.34 Evaluated at bid price : 24.95 Bid-YTW : 5.04 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.L | FixedReset Disc | Quote: 19.74 – 23.73 Spot Rate : 3.9900 Average : 2.1441 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 18.72 – 20.05 Spot Rate : 1.3300 Average : 0.9098 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.40 – 27.00 Spot Rate : 1.6000 Average : 1.3128 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 19.30 – 19.82 Spot Rate : 0.5200 Average : 0.3434 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 16.92 – 17.40 Spot Rate : 0.4800 Average : 0.3333 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 19.55 – 19.97 Spot Rate : 0.4200 Average : 0.3159 YTW SCENARIO |