| 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 | 0.1154 % | 1,890.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1154 % | 3,468.6 |
| Floater | 6.37 % | 6.54 % | 48,180 | 13.14 | 4 | 0.1154 % | 1,999.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1298 % | 3,382.2 |
| SplitShare | 4.66 % | 4.53 % | 53,348 | 4.00 | 7 | 0.1298 % | 4,039.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1298 % | 3,151.4 |
| Perpetual-Premium | 5.59 % | -18.81 % | 60,077 | 0.09 | 6 | 0.0195 % | 3,000.1 |
| Perpetual-Discount | 5.41 % | 5.45 % | 67,688 | 14.51 | 28 | 0.0972 % | 3,176.5 |
| FixedReset Disc | 5.53 % | 5.46 % | 166,675 | 14.49 | 73 | 0.5549 % | 2,078.7 |
| Deemed-Retractible | 5.22 % | 5.80 % | 67,141 | 7.89 | 27 | 0.1547 % | 3,158.1 |
| FloatingReset | 4.55 % | 6.71 % | 56,469 | 7.96 | 3 | 0.0987 % | 2,345.2 |
| FixedReset Prem | 5.22 % | 3.70 % | 128,344 | 1.58 | 14 | 0.3701 % | 2,598.4 |
| FixedReset Bank Non | 1.96 % | 3.98 % | 89,513 | 2.27 | 3 | 0.2629 % | 2,679.9 |
| FixedReset Ins Non | 5.50 % | 8.08 % | 102,109 | 7.92 | 21 | 0.2974 % | 2,101.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.Q | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.80 % |
| BAM.PF.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.01 % |
| ELF.PR.H | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.46 % |
| TRP.PR.D | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 5.95 % |
| TD.PF.A | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.31 % |
| TD.PF.E | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.40 % |
| MFC.PR.Q | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.37 Bid-YTW : 8.18 % |
| MFC.PR.J | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.90 Bid-YTW : 7.84 % |
| NA.PR.W | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 5.75 % |
| BAM.PF.I | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.97 % |
| NA.PR.C | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.67 % |
| HSE.PR.G | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 6.96 % |
| NA.PR.G | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 5.50 % |
| RY.PR.M | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.45 % |
| PWF.PR.P | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 12.79 Evaluated at bid price : 12.79 Bid-YTW : 5.83 % |
| MFC.PR.G | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.47 Bid-YTW : 8.00 % |
| TRP.PR.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 6.00 % |
| TD.PF.K | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 19.89 Evaluated at bid price : 19.89 Bid-YTW : 5.32 % |
| W.PR.K | FixedReset Prem | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 3.38 % |
| BMO.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 22.08 Evaluated at bid price : 22.40 Bid-YTW : 5.27 % |
| BAM.PF.E | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 6.27 % |
| BAM.PF.G | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 6.12 % |
| BIP.PR.A | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 6.82 % |
| HSE.PR.A | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 10.83 Evaluated at bid price : 10.83 Bid-YTW : 7.07 % |
| BNS.PR.I | FixedReset Disc | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 5.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 197,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 12.79 Evaluated at bid price : 12.79 Bid-YTW : 5.83 % |
| TD.PF.J | FixedReset Disc | 152,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.30 % |
| CM.PR.T | FixedReset Disc | 151,402 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 22.73 Evaluated at bid price : 23.84 Bid-YTW : 5.00 % |
| CU.PR.C | FixedReset Disc | 132,326 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 5.67 % |
| BMO.PR.F | FixedReset Disc | 102,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 22.91 Evaluated at bid price : 24.27 Bid-YTW : 5.08 % |
| CM.PR.S | FixedReset Disc | 94,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-27 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 5.46 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 17.91 – 18.42 Spot Rate : 0.5100 Average : 0.3738 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 18.43 – 18.85 Spot Rate : 0.4200 Average : 0.3163 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 18.75 – 19.29 Spot Rate : 0.5400 Average : 0.4505 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.90 – 17.28 Spot Rate : 0.3800 Average : 0.2943 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 22.05 – 22.36 Spot Rate : 0.3100 Average : 0.2272 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 20.11 – 20.37 Spot Rate : 0.2600 Average : 0.1839 YTW SCENARIO |