| 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 | 4.8303 % | 1,593.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 4.8303 % | 2,924.2 |
| Floater | 5.34 % | 5.41 % | 41,582 | 14.79 | 3 | 4.8303 % | 1,685.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2084 % | 3,535.3 |
| SplitShare | 4.80 % | 4.75 % | 46,201 | 3.52 | 8 | 0.2084 % | 4,221.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2084 % | 3,294.1 |
| Perpetual-Premium | 5.35 % | -1.59 % | 76,573 | 0.14 | 14 | -0.1590 % | 3,178.6 |
| Perpetual-Discount | 5.20 % | 5.15 % | 88,483 | 15.20 | 19 | 0.4576 % | 3,554.6 |
| FixedReset Disc | 5.51 % | 4.21 % | 132,275 | 16.53 | 64 | 0.6682 % | 2,103.2 |
| Insurance Straight | 5.13 % | 5.00 % | 109,120 | 15.14 | 22 | 0.3314 % | 3,463.6 |
| FloatingReset | 1.97 % | 2.31 % | 49,320 | 1.23 | 3 | 0.1520 % | 1,795.5 |
| FixedReset Prem | 5.22 % | 3.64 % | 250,981 | 0.79 | 15 | 0.1241 % | 2,647.4 |
| FixedReset Bank Non | 1.94 % | 1.94 % | 140,808 | 1.23 | 2 | 0.2214 % | 2,866.5 |
| FixedReset Ins Non | 5.49 % | 4.27 % | 72,516 | 16.38 | 22 | 0.3935 % | 2,199.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 9.82 Evaluated at bid price : 9.82 Bid-YTW : 4.37 % |
| NA.PR.S | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.39 % |
| CM.PR.Y | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 23.33 Evaluated at bid price : 25.15 Bid-YTW : 4.11 % |
| IAF.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 4.35 % |
| BAM.PF.H | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 24.24 Evaluated at bid price : 25.05 Bid-YTW : 5.00 % |
| BMO.PR.T | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.13 % |
| TRP.PR.K | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 23.75 Evaluated at bid price : 25.11 Bid-YTW : 4.88 % |
| BMO.PR.D | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 22.32 Evaluated at bid price : 22.65 Bid-YTW : 3.99 % |
| NA.PR.W | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.35 % |
| BIP.PR.D | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 21.51 Evaluated at bid price : 21.87 Bid-YTW : 5.77 % |
| BAM.PR.B | Floater | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 8.05 Evaluated at bid price : 8.05 Bid-YTW : 5.39 % |
| IFC.PR.A | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 4.49 % |
| MFC.PR.L | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 4.31 % |
| BAM.PF.F | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 5.46 % |
| SLF.PR.C | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 22.88 Evaluated at bid price : 23.15 Bid-YTW : 4.84 % |
| BAM.PF.G | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.41 % |
| SLF.PR.B | Insurance Straight | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.90 % |
| BAM.PF.A | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 5.37 % |
| BAM.PR.X | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 5.28 % |
| SLF.PR.I | FixedReset Ins Non | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 4.20 % |
| MFC.PR.M | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 4.25 % |
| BMO.PR.Y | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.04 % |
| TD.PF.D | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.10 % |
| BAM.PF.D | Perpetual-Discount | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 22.73 Evaluated at bid price : 23.01 Bid-YTW : 5.38 % |
| BAM.PR.T | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 5.34 % |
| MFC.PR.C | Insurance Straight | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 4.87 % |
| BAM.PF.J | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 23.39 Evaluated at bid price : 24.60 Bid-YTW : 4.81 % |
| CM.PR.Q | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.20 % |
| RY.PR.J | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 4.01 % |
| TRP.PR.G | FixedReset Disc | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 5.80 % |
| CU.PR.F | Perpetual-Discount | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 23.10 Evaluated at bid price : 23.55 Bid-YTW : 4.83 % |
| TRP.PR.B | FixedReset Disc | 10.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 8.30 Evaluated at bid price : 8.30 Bid-YTW : 5.11 % |
| BAM.PR.C | Floater | 13.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 8.02 Evaluated at bid price : 8.02 Bid-YTW : 5.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset Prem | 78,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 3.22 % |
| RY.PR.M | FixedReset Disc | 70,236 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 4.08 % |
| SLF.PR.G | FixedReset Ins Non | 52,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 4.21 % |
| IFC.PR.I | Perpetual-Premium | 42,401 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 5.09 % |
| SLF.PR.D | Insurance Straight | 33,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-02 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 4.85 % |
| TD.PF.H | FixedReset Prem | 31,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.86 % |
| There were 16 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: 19.09 – 25.00 Spot Rate : 5.9100 Average : 3.4330 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 14.45 – 15.49 Spot Rate : 1.0400 Average : 0.5898 YTW SCENARIO |
| PWF.PR.G | Perpetual-Premium | Quote: 25.30 – 26.24 Spot Rate : 0.9400 Average : 0.5781 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 17.75 – 18.75 Spot Rate : 1.0000 Average : 0.6774 YTW SCENARIO |
| W.PR.M | FixedReset Prem | Quote: 25.05 – 25.80 Spot Rate : 0.7500 Average : 0.4987 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 24.00 – 24.70 Spot Rate : 0.7000 Average : 0.4747 YTW SCENARIO |