| 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 | -0.9685 % | 1,593.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9685 % | 2,923.5 |
| Floater | 5.24 % | 5.29 % | 58,829 | 14.98 | 3 | -0.9685 % | 1,684.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1763 % | 3,481.8 |
| SplitShare | 4.83 % | 4.77 % | 53,253 | 3.73 | 7 | 0.1763 % | 4,158.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1763 % | 3,244.2 |
| Perpetual-Premium | 5.19 % | 4.90 % | 78,366 | 4.06 | 1 | -0.0395 % | 3,075.9 |
| Perpetual-Discount | 5.51 % | 5.65 % | 74,588 | 14.35 | 35 | 0.1888 % | 3,314.4 |
| FixedReset Disc | 5.68 % | 4.48 % | 153,376 | 15.97 | 75 | 0.0656 % | 1,991.1 |
| Deemed-Retractible | 5.25 % | 5.32 % | 94,629 | 14.50 | 27 | 0.1814 % | 3,266.2 |
| FloatingReset | 2.37 % | 2.74 % | 35,244 | 1.48 | 4 | -0.1415 % | 1,760.6 |
| FixedReset Prem | 5.45 % | 4.08 % | 349,011 | 1.04 | 3 | -0.1055 % | 2,597.9 |
| FixedReset Bank Non | 1.97 % | 2.56 % | 117,468 | 1.48 | 2 | -0.3781 % | 2,818.8 |
| FixedReset Ins Non | 5.81 % | 4.59 % | 97,922 | 15.92 | 22 | 0.3949 % | 2,048.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -5.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.45 % |
| TD.PF.E | FixedReset Disc | -5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.49 % |
| BMO.PR.Y | FixedReset Disc | -3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.47 % |
| SLF.PR.G | FixedReset Ins Non | -3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 10.45 Evaluated at bid price : 10.45 Bid-YTW : 4.28 % |
| TRP.PR.B | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 8.00 Evaluated at bid price : 8.00 Bid-YTW : 5.19 % |
| BNS.PR.I | FixedReset Disc | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 4.05 % |
| BAM.PF.J | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 22.21 Evaluated at bid price : 22.55 Bid-YTW : 5.31 % |
| CU.PR.C | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 4.63 % |
| PWF.PR.P | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 10.05 Evaluated at bid price : 10.05 Bid-YTW : 4.87 % |
| BIP.PR.A | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 6.33 % |
| BAM.PR.B | Floater | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 8.20 Evaluated at bid price : 8.20 Bid-YTW : 5.29 % |
| BAM.PR.C | Floater | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 8.19 Evaluated at bid price : 8.19 Bid-YTW : 5.29 % |
| IFC.PR.I | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 24.34 Evaluated at bid price : 24.73 Bid-YTW : 5.51 % |
| BMO.PR.W | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 4.20 % |
| IFC.PR.E | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 23.81 Evaluated at bid price : 24.26 Bid-YTW : 5.40 % |
| TRP.PR.D | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 5.56 % |
| BMO.PR.F | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 22.91 Evaluated at bid price : 24.07 Bid-YTW : 4.17 % |
| IFC.PR.A | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 4.61 % |
| BIK.PR.A | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 23.11 Evaluated at bid price : 24.51 Bid-YTW : 5.98 % |
| IAF.PR.G | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.53 % |
| TD.PF.I | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 4.09 % |
| IFC.PR.F | Deemed-Retractible | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 24.04 Evaluated at bid price : 24.50 Bid-YTW : 5.45 % |
| ELF.PR.G | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.49 % |
| TRP.PR.E | FixedReset Disc | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 13.61 Evaluated at bid price : 13.61 Bid-YTW : 5.46 % |
| SLF.PR.I | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.39 % |
| TRP.PR.C | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 8.74 Evaluated at bid price : 8.74 Bid-YTW : 5.44 % |
| RY.PR.M | FixedReset Disc | 18.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.M | FixedReset Disc | 135,103 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.10 % |
| TD.PF.K | FixedReset Disc | 47,221 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.25 % |
| CM.PR.Q | FixedReset Disc | 44,909 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 4.52 % |
| CM.PR.R | FixedReset Disc | 38,036 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.40 % |
| TRP.PR.E | FixedReset Disc | 31,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-31 Maturity Price : 13.61 Evaluated at bid price : 13.61 Bid-YTW : 5.46 % |
| RY.PR.F | Deemed-Retractible | 26,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-30 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : -0.57 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 14.90 – 18.50 Spot Rate : 3.6000 Average : 2.0928 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 18.00 – 20.50 Spot Rate : 2.5000 Average : 1.4954 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 17.70 – 19.10 Spot Rate : 1.4000 Average : 0.8838 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 17.50 – 19.17 Spot Rate : 1.6700 Average : 1.2052 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 18.15 – 19.17 Spot Rate : 1.0200 Average : 0.6159 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 17.10 – 18.10 Spot Rate : 1.0000 Average : 0.6301 YTW SCENARIO |