| 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 | 0.1660 % | 1,596.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1660 % | 2,929.1 |
| Floater | 5.33 % | 5.39 % | 41,332 | 14.82 | 3 | 0.1660 % | 1,688.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1188 % | 3,531.1 |
| SplitShare | 4.80 % | 4.79 % | 46,385 | 3.52 | 8 | -0.1188 % | 4,216.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1188 % | 3,290.2 |
| Perpetual-Premium | 5.35 % | 1.12 % | 78,037 | 0.14 | 14 | -0.0028 % | 3,178.5 |
| Perpetual-Discount | 5.22 % | 5.17 % | 88,213 | 15.16 | 19 | -0.2729 % | 3,544.9 |
| FixedReset Disc | 5.50 % | 4.21 % | 131,981 | 16.54 | 64 | 0.1329 % | 2,106.0 |
| Insurance Straight | 5.11 % | 4.95 % | 110,779 | 15.17 | 22 | 0.2258 % | 3,471.4 |
| FloatingReset | 1.97 % | 2.06 % | 49,122 | 1.23 | 3 | 0.1349 % | 1,798.0 |
| FixedReset Prem | 5.23 % | 3.91 % | 248,099 | 0.79 | 15 | -0.0950 % | 2,644.9 |
| FixedReset Bank Non | 1.95 % | 2.16 % | 182,285 | 1.22 | 2 | -0.2008 % | 2,860.7 |
| FixedReset Ins Non | 5.50 % | 4.28 % | 74,555 | 16.38 | 22 | -0.1922 % | 2,195.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.D | Perpetual-Discount | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 22.05 Evaluated at bid price : 22.05 Bid-YTW : 5.63 % |
| TRP.PR.A | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 5.80 % |
| MFC.PR.L | FixedReset Ins Non | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 4.38 % |
| BAM.PR.N | Perpetual-Discount | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.58 % |
| BAM.PR.M | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 21.35 Evaluated at bid price : 21.62 Bid-YTW : 5.55 % |
| IFC.PR.A | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 4.56 % |
| SLF.PR.E | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 4.79 % |
| TD.PF.D | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.06 % |
| MFC.PR.B | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 23.82 Evaluated at bid price : 24.07 Bid-YTW : 4.88 % |
| PWF.PR.T | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.44 % |
| NA.PR.S | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.32 % |
| BAM.PF.B | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 5.38 % |
| BNS.PR.I | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 3.88 % |
| TRP.PR.C | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 8.80 Evaluated at bid price : 8.80 Bid-YTW : 5.52 % |
| NA.PR.C | FixedReset Disc | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 23.47 Evaluated at bid price : 23.80 Bid-YTW : 4.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 98,925 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 4.04 % |
| BAM.PR.T | FixedReset Disc | 63,007 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 5.36 % |
| RY.PR.M | FixedReset Disc | 55,166 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.09 % |
| RY.PR.Q | FixedReset Prem | 38,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.09 % |
| CM.PR.R | FixedReset Disc | 38,282 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 22.58 Evaluated at bid price : 22.95 Bid-YTW : 4.17 % |
| CU.PR.H | Perpetual-Premium | 36,747 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-03 Maturity Price : 25.17 Evaluated at bid price : 25.46 Bid-YTW : 5.23 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 18.45 – 19.85 Spot Rate : 1.4000 Average : 0.9909 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 22.05 – 23.25 Spot Rate : 1.2000 Average : 0.7982 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.20 – 26.17 Spot Rate : 0.9700 Average : 0.5700 YTW SCENARIO |
| BIP.PR.C | FixedReset Disc | Quote: 23.50 – 24.44 Spot Rate : 0.9400 Average : 0.7282 YTW SCENARIO |
| W.PR.M | FixedReset Prem | Quote: 24.89 – 25.80 Spot Rate : 0.9100 Average : 0.7138 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 10.85 – 11.35 Spot Rate : 0.5000 Average : 0.3348 YTW SCENARIO |