| 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 | 0.7564 % | 3,128.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7564 % | 5,741.2 |
| Floater | 3.47 % | 3.67 % | 39,129 | 18.15 | 4 | 0.7564 % | 3,308.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1271 % | 3,226.1 |
| SplitShare | 4.61 % | 4.61 % | 54,617 | 4.72 | 5 | 0.1271 % | 3,852.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1271 % | 3,006.0 |
| Perpetual-Premium | 5.61 % | -1.82 % | 58,963 | 0.21 | 12 | 0.0465 % | 2,915.9 |
| Perpetual-Discount | 5.53 % | 5.66 % | 69,864 | 14.45 | 21 | 0.1157 % | 2,962.8 |
| FixedReset Disc | 4.20 % | 5.13 % | 142,082 | 15.43 | 45 | -0.0309 % | 2,586.6 |
| Deemed-Retractible | 5.27 % | 6.59 % | 64,177 | 5.27 | 27 | 0.0384 % | 2,936.8 |
| FloatingReset | 3.59 % | 3.79 % | 40,850 | 5.56 | 4 | 0.3023 % | 2,854.5 |
| FixedReset Prem | 4.89 % | 4.30 % | 225,539 | 2.83 | 34 | -0.0139 % | 2,560.2 |
| FixedReset Bank Non | 3.12 % | 3.60 % | 73,363 | 0.36 | 8 | -0.0153 % | 2,574.3 |
| FixedReset Ins Non | 4.40 % | 5.57 % | 102,198 | 5.38 | 22 | -0.0966 % | 2,543.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.J | FixedReset Prem | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 22.85 Evaluated at bid price : 24.10 Bid-YTW : 5.11 % |
| BAM.PR.M | Perpetual-Discount | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 5.95 % |
| IAG.PR.I | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.25 % |
| IAG.PR.G | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.66 Bid-YTW : 5.43 % |
| TRP.PR.F | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 4.23 % |
| BAM.PR.K | Floater | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 3.68 % |
| TRP.PR.C | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 5.18 % |
| BAM.PR.C | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 3.67 % |
| MFC.PR.L | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 6.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.I | FixedReset Disc | 207,032 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 23.14 Evaluated at bid price : 24.99 Bid-YTW : 4.75 % |
| TD.PF.K | FixedReset Prem | 98,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.85 % |
| PWF.PR.G | Perpetual-Premium | 69,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -13.69 % |
| BAM.PF.G | FixedReset Disc | 61,560 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-15 Maturity Price : 23.55 Evaluated at bid price : 24.71 Bid-YTW : 5.19 % |
| NA.PR.G | FixedReset Prem | 44,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.87 % |
| TD.PR.Y | FixedReset Bank Non | 43,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.30 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Prem | Quote: 24.10 – 25.10 Spot Rate : 1.0000 Average : 0.6140 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 20.16 – 20.64 Spot Rate : 0.4800 Average : 0.2999 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.53 – 24.85 Spot Rate : 0.3200 Average : 0.1988 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 24.40 – 24.73 Spot Rate : 0.3300 Average : 0.2256 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 23.17 – 23.48 Spot Rate : 0.3100 Average : 0.2109 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 24.35 – 24.72 Spot Rate : 0.3700 Average : 0.2744 YTW SCENARIO |