| 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 | -0.2363 % | 2,327.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2363 % | 4,271.5 |
| Floater | 5.04 % | 5.28 % | 34,253 | 15.01 | 4 | -0.2363 % | 2,461.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1403 % | 3,207.8 |
| SplitShare | 4.93 % | 4.58 % | 67,962 | 3.98 | 8 | -0.1403 % | 3,830.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1403 % | 2,989.0 |
| Perpetual-Premium | 5.92 % | -2.84 % | 150,407 | 0.08 | 2 | 0.1595 % | 2,881.1 |
| Perpetual-Discount | 5.64 % | 5.73 % | 79,985 | 14.22 | 33 | -0.0066 % | 2,949.3 |
| FixedReset Disc | 5.15 % | 5.60 % | 217,912 | 14.60 | 65 | 0.2995 % | 2,196.7 |
| Deemed-Retractible | 5.40 % | 6.37 % | 91,928 | 8.15 | 27 | 0.1030 % | 2,937.3 |
| FloatingReset | 4.29 % | 5.24 % | 60,696 | 8.51 | 6 | 0.2279 % | 2,438.0 |
| FixedReset Prem | 5.13 % | 4.43 % | 258,640 | 2.32 | 17 | 0.2131 % | 2,523.0 |
| FixedReset Bank Non | 2.81 % | 4.08 % | 154,452 | 2.88 | 5 | 0.0552 % | 2,579.2 |
| FixedReset Ins Non | 5.11 % | 7.23 % | 135,888 | 8.23 | 22 | 0.1962 % | 2,177.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.F | FixedReset Disc | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 21.75 Evaluated at bid price : 22.15 Bid-YTW : 5.81 % |
| PWF.PR.A | Floater | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 4.39 % |
| PWF.PR.T | FixedReset Disc | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.72 % |
| BAM.PR.R | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 16.43 Evaluated at bid price : 16.43 Bid-YTW : 6.18 % |
| BAM.PR.Z | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.83 % |
| BIP.PR.A | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.87 % |
| HSE.PR.E | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 6.69 % |
| BIP.PR.D | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 22.17 Evaluated at bid price : 22.60 Bid-YTW : 6.19 % |
| W.PR.H | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 23.34 Evaluated at bid price : 23.63 Bid-YTW : 5.86 % |
| IFC.PR.A | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.75 % |
| BIP.PR.C | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 6.40 % |
| IFC.PR.G | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 7.02 % |
| BIP.PR.B | FixedReset Prem | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 23.49 Evaluated at bid price : 24.70 Bid-YTW : 6.42 % |
| BAM.PR.N | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 5.92 % |
| MFC.PR.H | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.45 Bid-YTW : 6.73 % |
| BMO.PR.D | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 22.32 Evaluated at bid price : 22.90 Bid-YTW : 5.43 % |
| BAM.PR.B | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 5.28 % |
| EMA.PR.F | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 5.75 % |
| POW.PR.D | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 21.72 Evaluated at bid price : 21.97 Bid-YTW : 5.73 % |
| CCS.PR.C | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.63 Bid-YTW : 6.30 % |
| NA.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.70 % |
| PWF.PR.Q | FloatingReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 5.24 % |
| BMO.PR.W | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 18.97 Evaluated at bid price : 18.97 Bid-YTW : 5.50 % |
| BAM.PR.K | Floater | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.38 % |
| BAM.PF.G | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.03 % |
| TD.PF.C | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 5.49 % |
| HSE.PR.C | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.48 % |
| TD.PF.J | FixedReset Disc | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.32 % |
| TD.PF.I | FixedReset Disc | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 22.24 Evaluated at bid price : 22.80 Bid-YTW : 5.28 % |
| BMO.PR.E | FixedReset Disc | 3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 22.24 Evaluated at bid price : 22.92 Bid-YTW : 5.19 % |
| RY.PR.S | FixedReset Disc | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 21.58 Evaluated at bid price : 21.92 Bid-YTW : 5.02 % |
| BNS.PR.I | FixedReset Disc | 4.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 22.19 Evaluated at bid price : 22.85 Bid-YTW : 4.88 % |
| TD.PF.K | FixedReset Disc | 4.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 21.48 Evaluated at bid price : 21.77 Bid-YTW : 5.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Disc | 499,072 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 23.13 Evaluated at bid price : 24.95 Bid-YTW : 5.11 % |
| CM.PR.T | FixedReset Disc | 148,361 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 23.08 Evaluated at bid price : 24.82 Bid-YTW : 5.18 % |
| TRP.PR.K | FixedReset Disc | 126,078 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 23.08 Evaluated at bid price : 24.35 Bid-YTW : 5.75 % |
| TD.PF.H | FixedReset Prem | 94,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.42 % |
| BMO.PR.T | FixedReset Disc | 77,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 18.97 Evaluated at bid price : 18.97 Bid-YTW : 5.53 % |
| TRP.PR.B | FixedReset Disc | 77,343 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-29 Maturity Price : 12.91 Evaluated at bid price : 12.91 Bid-YTW : 6.05 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 20.00 – 20.93 Spot Rate : 0.9300 Average : 0.5745 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 16.43 – 17.50 Spot Rate : 1.0700 Average : 0.7658 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.24 – 22.02 Spot Rate : 0.7800 Average : 0.4810 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 20.90 – 21.59 Spot Rate : 0.6900 Average : 0.4471 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.75 – 19.28 Spot Rate : 0.5300 Average : 0.3325 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 24.00 – 24.49 Spot Rate : 0.4900 Average : 0.3143 YTW SCENARIO |