| 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 | 0.4300 % | 1,667.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4300 % | 3,060.5 |
| Floater | 5.01 % | 5.10 % | 63,951 | 15.25 | 3 | 0.4300 % | 1,763.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0369 % | 3,529.8 |
| SplitShare | 4.68 % | 4.41 % | 41,155 | 3.25 | 8 | 0.0369 % | 4,215.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0369 % | 3,289.0 |
| Perpetual-Premium | 5.54 % | 4.67 % | 82,498 | 3.99 | 4 | 0.0099 % | 3,106.8 |
| Perpetual-Discount | 5.34 % | 5.39 % | 78,074 | 14.63 | 31 | 0.1725 % | 3,421.3 |
| FixedReset Disc | 5.45 % | 4.27 % | 121,648 | 16.32 | 67 | -0.0124 % | 2,102.5 |
| Deemed-Retractible | 5.14 % | 5.16 % | 99,115 | 14.84 | 27 | 0.0885 % | 3,354.0 |
| FloatingReset | 2.86 % | 2.20 % | 40,701 | 1.40 | 3 | -0.2412 % | 1,806.2 |
| FixedReset Prem | 5.25 % | 4.10 % | 235,435 | 0.88 | 11 | 0.0000 % | 2,619.4 |
| FixedReset Bank Non | 1.95 % | 2.38 % | 131,498 | 1.40 | 2 | 0.4654 % | 2,844.0 |
| FixedReset Ins Non | 5.69 % | 4.45 % | 90,602 | 16.11 | 22 | 0.7154 % | 2,115.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 5.12 % |
| SLF.PR.J | FloatingReset | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 4.09 % |
| TRP.PR.D | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.56 % |
| RY.PR.Z | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.93 % |
| NA.PR.G | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 4.39 % |
| BAM.PR.M | Perpetual-Discount | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.62 % |
| BAM.PR.T | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 13.37 Evaluated at bid price : 13.37 Bid-YTW : 5.28 % |
| CM.PR.Q | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.27 % |
| TRP.PR.A | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 5.31 % |
| CM.PR.R | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 22.40 Evaluated at bid price : 22.72 Bid-YTW : 4.24 % |
| SLF.PR.E | Deemed-Retractible | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.16 % |
| MFC.PR.C | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.17 % |
| TD.PF.C | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 3.92 % |
| BAM.PF.I | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 24.17 Evaluated at bid price : 24.50 Bid-YTW : 4.96 % |
| CM.PR.O | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.16 % |
| BAM.PF.H | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 24.39 Evaluated at bid price : 25.00 Bid-YTW : 5.05 % |
| SLF.PR.H | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.45 % |
| MFC.PR.J | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.46 % |
| PWF.PR.L | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 5.46 % |
| BAM.PR.B | Floater | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 5.03 % |
| IAF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 4.22 % |
| BIK.PR.A | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 5.72 % |
| BAM.PR.Z | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.27 % |
| TRP.PR.F | FloatingReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 10.52 Evaluated at bid price : 10.52 Bid-YTW : 4.91 % |
| SLF.PR.A | Deemed-Retractible | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 22.89 Evaluated at bid price : 23.16 Bid-YTW : 5.11 % |
| TD.PF.E | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 3.89 % |
| SLF.PR.G | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 10.40 Evaluated at bid price : 10.40 Bid-YTW : 4.32 % |
| MFC.PR.R | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 23.83 Evaluated at bid price : 24.21 Bid-YTW : 4.38 % |
| POW.PR.D | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 5.33 % |
| IAF.PR.B | Deemed-Retractible | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.12 % |
| NA.PR.W | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 4.30 % |
| TRP.PR.B | FixedReset Disc | 3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 4.82 % |
| MFC.PR.I | FixedReset Ins Non | 5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 4.40 % |
| TD.PF.D | FixedReset Disc | 6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 3.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 69,060 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.31 % |
| MFC.PR.M | FixedReset Ins Non | 56,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.49 % |
| PWF.PR.H | Perpetual-Discount | 50,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-09-27 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -1.05 % |
| MFC.PR.N | FixedReset Ins Non | 50,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 4.46 % |
| BNS.PR.H | FixedReset Prem | 28,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 3.98 % |
| BAM.PR.Z | FixedReset Disc | 26,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-28 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.27 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 23.70 – 24.80 Spot Rate : 1.1000 Average : 0.6413 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 25.23 – 26.23 Spot Rate : 1.0000 Average : 0.6091 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 18.90 – 20.00 Spot Rate : 1.1000 Average : 0.7333 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 22.15 – 23.00 Spot Rate : 0.8500 Average : 0.5161 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 21.50 – 22.13 Spot Rate : 0.6300 Average : 0.3782 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 15.16 – 15.85 Spot Rate : 0.6900 Average : 0.4738 YTW SCENARIO |