| 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 | 0.1601 % | 1,705.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1601 % | 3,115.7 |
| Floater | 4.85 % | 4.57 % | 84,784 | 16.27 | 4 | 0.1601 % | 1,795.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1587 % | 2,892.9 |
| SplitShare | 5.06 % | 4.75 % | 75,123 | 2.15 | 5 | -0.1587 % | 3,454.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1587 % | 2,695.5 |
| Perpetual-Premium | 5.50 % | 4.63 % | 64,566 | 1.94 | 12 | 0.0228 % | 2,688.8 |
| Perpetual-Discount | 5.12 % | 5.00 % | 88,673 | 15.04 | 26 | 0.1755 % | 2,923.5 |
| FixedReset | 4.92 % | 4.20 % | 148,214 | 6.98 | 92 | 0.2689 % | 2,058.4 |
| Deemed-Retractible | 5.01 % | 4.79 % | 111,878 | 1.20 | 32 | 0.1268 % | 2,806.2 |
| FloatingReset | 2.84 % | 4.37 % | 32,078 | 4.98 | 12 | 0.2467 % | 2,207.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 4.12 % |
| TD.PR.T | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.82 Bid-YTW : 3.95 % |
| BNS.PR.Q | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.97 Bid-YTW : 3.63 % |
| CM.PR.Q | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 4.20 % |
| RY.PR.J | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 4.17 % |
| BIP.PR.A | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 5.11 % |
| FTS.PR.H | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 3.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 198,923 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.31 % |
| BIP.PR.C | FixedReset | 68,011 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.88 % |
| CM.PR.O | FixedReset | 53,294 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 4.06 % |
| BAM.PR.T | FixedReset | 42,777 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-30 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 4.79 % |
| BNS.PR.G | FixedReset | 42,553 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.87 % |
| BNS.PR.H | FixedReset | 38,985 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 4.22 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset | Quote: 26.31 – 26.75 Spot Rate : 0.4400 Average : 0.3145 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 18.43 – 18.89 Spot Rate : 0.4600 Average : 0.3435 YTW SCENARIO |
| IGM.PR.B | Perpetual-Premium | Quote: 25.30 – 25.59 Spot Rate : 0.2900 Average : 0.1968 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 24.72 – 25.05 Spot Rate : 0.3300 Average : 0.2501 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 22.41 – 22.70 Spot Rate : 0.2900 Average : 0.2239 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 25.00 – 25.19 Spot Rate : 0.1900 Average : 0.1302 YTW SCENARIO |