| 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 | -0.3764 % | 1,966.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3764 % | 3,607.9 |
| Floater | 6.15 % | 6.30 % | 47,139 | 13.40 | 4 | -0.3764 % | 2,079.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1399 % | 3,402.2 |
| SplitShare | 4.63 % | 4.62 % | 48,293 | 3.85 | 7 | -0.1399 % | 4,063.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1399 % | 3,170.1 |
| Perpetual-Premium | 5.56 % | -18.60 % | 48,440 | 0.09 | 10 | 0.0274 % | 3,036.7 |
| Perpetual-Discount | 5.32 % | 5.43 % | 69,995 | 14.74 | 25 | -0.0208 % | 3,249.1 |
| FixedReset Disc | 5.59 % | 5.62 % | 180,578 | 14.43 | 66 | -0.1531 % | 2,104.4 |
| Deemed-Retractible | 5.16 % | 5.61 % | 64,257 | 7.77 | 27 | 0.0219 % | 3,199.3 |
| FloatingReset | 6.16 % | 6.72 % | 100,543 | 12.81 | 2 | 0.7440 % | 2,475.4 |
| FixedReset Prem | 5.12 % | 3.79 % | 120,476 | 1.60 | 20 | -0.0312 % | 2,621.3 |
| FixedReset Bank Non | 1.97 % | 4.18 % | 74,798 | 2.13 | 3 | -0.2069 % | 2,689.0 |
| FixedReset Ins Non | 5.43 % | 8.00 % | 111,490 | 7.86 | 22 | -0.0967 % | 2,149.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.C | FixedReset Disc | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 5.64 % |
| HSE.PR.E | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.25 % |
| CU.PR.C | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 5.80 % |
| HSE.PR.A | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 7.10 % |
| PWF.PR.A | Floater | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 11.71 Evaluated at bid price : 11.71 Bid-YTW : 5.95 % |
| GWO.PR.N | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.53 Bid-YTW : 10.04 % |
| EIT.PR.A | SplitShare | -1.13 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 4.57 % |
| BAM.PR.T | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 6.17 % |
| HSE.PR.G | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 17.39 Evaluated at bid price : 17.39 Bid-YTW : 7.30 % |
| BAM.PR.R | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 15.22 Evaluated at bid price : 15.22 Bid-YTW : 6.17 % |
| HSE.PR.C | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 7.18 % |
| IFC.PR.C | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.37 % |
| TRP.PR.A | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 6.27 % |
| TD.PF.E | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.S | Perpetual-Discount | 178,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 22.13 Evaluated at bid price : 22.13 Bid-YTW : 5.48 % |
| TD.PF.M | FixedReset Disc | 121,893 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 23.04 Evaluated at bid price : 24.60 Bid-YTW : 5.09 % |
| TRP.PR.D | FixedReset Disc | 116,721 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 16.04 Evaluated at bid price : 16.04 Bid-YTW : 6.09 % |
| BMO.PR.D | FixedReset Disc | 94,578 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.46 % |
| RY.PR.H | FixedReset Disc | 73,897 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 5.40 % |
| EMA.PR.E | Perpetual-Discount | 65,978 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-19 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.38 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.C | FixedReset Disc | Quote: 16.65 – 17.00 Spot Rate : 0.3500 Average : 0.2146 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.46 – 25.96 Spot Rate : 0.5000 Average : 0.3768 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.45 – 16.88 Spot Rate : 0.4300 Average : 0.3261 YTW SCENARIO |
| TD.PF.L | FixedReset Disc | Quote: 23.96 – 24.18 Spot Rate : 0.2200 Average : 0.1299 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.33 – 25.63 Spot Rate : 0.3000 Average : 0.2125 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 21.91 – 22.18 Spot Rate : 0.2700 Average : 0.1830 YTW SCENARIO |
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