| 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 | 0.0667 % | 1,939.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0667 % | 3,559.6 |
| Floater | 6.14 % | 6.35 % | 39,274 | 13.40 | 4 | 0.0667 % | 2,051.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0338 % | 3,348.3 |
| SplitShare | 4.65 % | 4.62 % | 77,925 | 4.13 | 7 | -0.0338 % | 3,998.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0338 % | 3,119.9 |
| Perpetual-Premium | 5.62 % | -16.72 % | 53,536 | 0.09 | 7 | 0.0449 % | 2,979.8 |
| Perpetual-Discount | 5.46 % | 5.58 % | 57,990 | 14.56 | 25 | 0.1495 % | 3,116.4 |
| FixedReset Disc | 5.45 % | 5.30 % | 162,665 | 14.91 | 69 | 0.1310 % | 2,111.0 |
| Deemed-Retractible | 5.23 % | 5.85 % | 63,344 | 7.96 | 27 | 0.1518 % | 3,110.9 |
| FloatingReset | 4.06 % | 4.39 % | 37,074 | 2.43 | 4 | -0.1454 % | 2,344.9 |
| FixedReset Prem | 5.14 % | 3.92 % | 164,432 | 1.90 | 17 | 0.1079 % | 2,591.6 |
| FixedReset Bank Non | 1.99 % | 4.23 % | 92,918 | 2.44 | 3 | -0.1255 % | 2,644.3 |
| FixedReset Ins Non | 5.26 % | 7.33 % | 84,079 | 8.04 | 22 | 0.2918 % | 2,166.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.D | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 21.53 Evaluated at bid price : 21.91 Bid-YTW : 5.91 % |
| BAM.PF.G | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 6.25 % |
| GWO.PR.N | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 9.05 % |
| TRP.PR.C | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 6.01 % |
| TRP.PR.F | FloatingReset | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 6.62 % |
| BIP.PR.A | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.65 % |
| IFC.PR.F | Deemed-Retractible | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 5.73 % |
| TD.PF.C | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.20 % |
| GWO.PR.R | Deemed-Retractible | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.29 % |
| TRP.PR.B | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 5.81 % |
| TD.PF.A | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 5.19 % |
| MFC.PR.K | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.18 Bid-YTW : 7.96 % |
| CCS.PR.C | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.32 % |
| TD.PF.E | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.30 % |
| RY.PR.M | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.29 % |
| SLF.PR.H | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.35 Bid-YTW : 8.46 % |
| PWF.PR.Z | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 22.40 Evaluated at bid price : 22.78 Bid-YTW : 5.66 % |
| NA.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 21.28 Evaluated at bid price : 21.57 Bid-YTW : 5.50 % |
| GWO.PR.Q | Deemed-Retractible | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.56 Bid-YTW : 5.97 % |
| EMA.PR.F | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 5.94 % |
| GWO.PR.P | Deemed-Retractible | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.60 % |
| TD.PF.J | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.19 % |
| BIP.PR.E | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 5.80 % |
| SLF.PR.D | Deemed-Retractible | 1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.95 Bid-YTW : 6.69 % |
| SLF.PR.J | FloatingReset | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.36 Bid-YTW : 10.54 % |
| MFC.PR.N | FixedReset Ins Non | 1.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.99 Bid-YTW : 8.44 % |
| TD.PF.D | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset Prem | 142,675 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.91 Bid-YTW : 3.29 % |
| MFC.PR.F | FixedReset Ins Non | 108,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.35 Bid-YTW : 9.96 % |
| CM.PR.Q | FixedReset Disc | 50,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 5.52 % |
| NA.PR.A | FixedReset Prem | 37,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.03 % |
| BAM.PF.B | FixedReset Disc | 33,186 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.04 % |
| BMO.PR.Y | FixedReset Disc | 29,967 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-22 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 5.32 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.D | FixedReset Disc | Quote: 21.91 – 22.50 Spot Rate : 0.5900 Average : 0.4479 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 24.30 – 24.80 Spot Rate : 0.5000 Average : 0.3971 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.25 – 14.55 Spot Rate : 0.3000 Average : 0.1994 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 21.76 – 22.32 Spot Rate : 0.5600 Average : 0.4620 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.17 – 17.50 Spot Rate : 0.3300 Average : 0.2348 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.50 – 25.88 Spot Rate : 0.3800 Average : 0.2906 YTW SCENARIO |