| 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 | 1.1886 % | 1,912.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1886 % | 3,508.9 |
| Floater | 6.25 % | 6.41 % | 51,257 | 13.19 | 4 | 1.1886 % | 2,022.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2488 % | 3,380.9 |
| SplitShare | 4.66 % | 4.45 % | 65,958 | 4.05 | 7 | 0.2488 % | 4,037.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2488 % | 3,150.2 |
| Perpetual-Premium | 5.62 % | -17.25 % | 60,557 | 0.09 | 6 | 0.0913 % | 2,979.6 |
| Perpetual-Discount | 5.47 % | 5.63 % | 65,526 | 14.40 | 28 | 0.1077 % | 3,123.9 |
| FixedReset Disc | 5.55 % | 5.47 % | 167,563 | 14.56 | 73 | 0.5622 % | 2,062.6 |
| Deemed-Retractible | 5.29 % | 6.07 % | 78,045 | 7.91 | 27 | 0.0544 % | 3,109.4 |
| FloatingReset | 4.50 % | 6.68 % | 61,896 | 8.04 | 3 | 0.9363 % | 2,343.8 |
| FixedReset Prem | 5.25 % | 3.94 % | 134,305 | 1.62 | 14 | 0.1370 % | 2,578.4 |
| FixedReset Bank Non | 1.97 % | 4.19 % | 92,016 | 2.32 | 3 | 0.0416 % | 2,670.2 |
| FixedReset Ins Non | 5.50 % | 7.92 % | 100,509 | 7.93 | 21 | 0.2211 % | 2,093.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 5.71 % |
| SLF.PR.I | FixedReset Ins Non | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.75 Bid-YTW : 8.22 % |
| IFC.PR.C | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.50 Bid-YTW : 8.36 % |
| IFC.PR.G | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.10 Bid-YTW : 7.89 % |
| BAM.PF.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 6.37 % |
| NA.PR.E | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 5.38 % |
| GWO.PR.S | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.78 Bid-YTW : 5.88 % |
| CM.PR.S | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.35 % |
| BAM.PR.R | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 6.22 % |
| TD.PF.H | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 5.05 % |
| BMO.PR.Y | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.47 % |
| BNS.PR.I | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.93 % |
| NA.PR.G | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.47 % |
| RY.PR.J | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.50 % |
| PVS.PR.D | SplitShare | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 3.79 % |
| TD.PF.E | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.60 % |
| SLF.PR.G | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.87 Bid-YTW : 10.53 % |
| BAM.PF.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.25 % |
| TD.PF.C | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 16.93 Evaluated at bid price : 16.93 Bid-YTW : 5.41 % |
| IAF.PR.G | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.86 Bid-YTW : 7.52 % |
| BAM.PF.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 6.05 % |
| BAM.PF.F | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 6.35 % |
| HSE.PR.A | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 6.72 % |
| TRP.PR.F | FloatingReset | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 6.68 % |
| TD.PF.D | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 5.56 % |
| IAF.PR.I | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.10 Bid-YTW : 7.77 % |
| TD.PF.K | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 5.18 % |
| GWO.PR.N | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.05 Bid-YTW : 9.22 % |
| SLF.PR.J | FloatingReset | 1.89 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.94 Bid-YTW : 10.87 % |
| MFC.PR.F | FixedReset Ins Non | 1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.68 Bid-YTW : 10.59 % |
| MFC.PR.M | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.92 Bid-YTW : 9.27 % |
| NA.PR.C | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.64 % |
| TRP.PR.C | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 6.09 % |
| PWF.PR.A | Floater | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 11.54 Evaluated at bid price : 11.54 Bid-YTW : 6.06 % |
| BAM.PR.T | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 6.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.M | FixedReset Ins Non | 123,866 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.92 Bid-YTW : 9.27 % |
| HSE.PR.E | FixedReset Disc | 110,735 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.97 % |
| TD.PF.B | FixedReset Disc | 60,672 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 5.21 % |
| RY.PR.S | FixedReset Disc | 59,335 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.97 % |
| RY.PR.H | FixedReset Disc | 58,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 5.14 % |
| CU.PR.C | FixedReset Disc | 56,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-09 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.45 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.F | FixedReset Disc | Quote: 23.80 – 24.20 Spot Rate : 0.4000 Average : 0.2734 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 18.01 – 18.42 Spot Rate : 0.4100 Average : 0.3089 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.20 – 25.65 Spot Rate : 0.4500 Average : 0.3490 YTW SCENARIO |
| EMA.PR.C | FixedReset Disc | Quote: 18.00 – 18.50 Spot Rate : 0.5000 Average : 0.4060 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.25 – 17.84 Spot Rate : 0.5900 Average : 0.4972 YTW SCENARIO |
| TD.PF.M | FixedReset Disc | Quote: 24.35 – 24.60 Spot Rate : 0.2500 Average : 0.1580 YTW SCENARIO |