| 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 | 0.1614 % | 1,893.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1614 % | 3,474.2 |
| Floater | 6.36 % | 6.54 % | 47,664 | 13.13 | 4 | 0.1614 % | 2,002.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0846 % | 3,385.1 |
| SplitShare | 4.65 % | 4.61 % | 53,950 | 3.99 | 7 | 0.0846 % | 4,042.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0846 % | 3,154.1 |
| Perpetual-Premium | 5.58 % | -21.67 % | 60,173 | 0.09 | 6 | 0.2010 % | 3,006.1 |
| Perpetual-Discount | 5.40 % | 5.46 % | 68,768 | 14.53 | 28 | 0.1987 % | 3,182.8 |
| FixedReset Disc | 5.51 % | 5.47 % | 166,113 | 14.42 | 73 | 0.2546 % | 2,084.0 |
| Deemed-Retractible | 5.22 % | 5.78 % | 68,625 | 7.89 | 27 | -0.0079 % | 3,157.8 |
| FloatingReset | 4.60 % | 6.76 % | 56,535 | 7.95 | 3 | 0.0074 % | 2,345.4 |
| FixedReset Prem | 5.23 % | 3.44 % | 127,624 | 1.57 | 14 | 0.2330 % | 2,604.4 |
| FixedReset Bank Non | 1.97 % | 3.99 % | 85,985 | 2.27 | 3 | 0.0451 % | 2,681.1 |
| FixedReset Ins Non | 5.48 % | 8.02 % | 100,958 | 7.90 | 21 | 0.2624 % | 2,106.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 6.98 % |
| CM.PR.O | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 5.68 % |
| CM.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 5.75 % |
| NA.PR.W | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 5.85 % |
| CM.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.55 % |
| CM.PR.Q | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 5.77 % |
| RY.PR.M | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.42 % |
| BAM.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.01 % |
| TD.PF.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 5.28 % |
| SLF.PR.J | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.04 Bid-YTW : 10.94 % |
| MFC.PR.M | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.56 Bid-YTW : 8.89 % |
| EMA.PR.C | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.92 % |
| TRP.PR.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 6.17 % |
| CU.PR.F | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 5.27 % |
| TD.PF.I | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.31 % |
| BAM.PF.A | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 5.93 % |
| IFC.PR.G | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.75 Bid-YTW : 8.02 % |
| GWO.PR.N | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.36 Bid-YTW : 9.08 % |
| BMO.PR.Y | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.47 % |
| HSE.PR.A | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 11.04 Evaluated at bid price : 11.04 Bid-YTW : 6.98 % |
| TD.PF.D | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 5.35 % |
| BAM.PF.F | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.04 % |
| RY.PR.J | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EIT.PR.B | SplitShare | 80,200 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.61 % |
| CM.PR.Y | FixedReset Disc | 42,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 22.89 Evaluated at bid price : 24.25 Bid-YTW : 5.15 % |
| HSE.PR.A | FixedReset Disc | 39,083 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 11.04 Evaluated at bid price : 11.04 Bid-YTW : 6.98 % |
| PWF.PR.P | FixedReset Disc | 30,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 12.72 Evaluated at bid price : 12.72 Bid-YTW : 5.91 % |
| BMO.PR.D | FixedReset Disc | 30,280 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 21.37 Evaluated at bid price : 21.69 Bid-YTW : 5.29 % |
| CM.PR.R | FixedReset Disc | 30,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-30 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 5.55 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 17.38 – 17.88 Spot Rate : 0.5000 Average : 0.3277 YTW SCENARIO |
| CGI.PR.D | SplitShare | Quote: 25.10 – 25.50 Spot Rate : 0.4000 Average : 0.2292 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 21.87 – 22.46 Spot Rate : 0.5900 Average : 0.4302 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 23.64 – 23.99 Spot Rate : 0.3500 Average : 0.2334 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.15 – 21.53 Spot Rate : 0.3800 Average : 0.2636 YTW SCENARIO |
| EMA.PR.C | FixedReset Disc | Quote: 18.10 – 18.49 Spot Rate : 0.3900 Average : 0.2785 YTW SCENARIO |