| 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 | -0.1422 % | 1,835.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1422 % | 3,368.7 |
| Floater | 6.56 % | 6.80 % | 43,719 | 12.82 | 4 | -0.1422 % | 1,941.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0619 % | 3,390.2 |
| SplitShare | 4.65 % | 4.55 % | 50,702 | 3.98 | 7 | 0.0619 % | 4,048.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0619 % | 3,158.9 |
| Perpetual-Premium | 5.59 % | -20.02 % | 59,319 | 0.09 | 6 | 0.0972 % | 3,004.0 |
| Perpetual-Discount | 5.42 % | 5.50 % | 68,759 | 14.55 | 28 | -0.0786 % | 3,171.0 |
| FixedReset Disc | 5.63 % | 5.57 % | 173,175 | 14.34 | 72 | -0.6429 % | 2,046.2 |
| Deemed-Retractible | 5.24 % | 5.79 % | 64,404 | 7.88 | 27 | -0.0966 % | 3,141.2 |
| FloatingReset | 4.72 % | 7.16 % | 63,580 | 7.84 | 3 | -0.7445 % | 2,286.0 |
| FixedReset Prem | 5.26 % | 4.00 % | 124,358 | 1.56 | 14 | -0.1478 % | 2,587.9 |
| FixedReset Bank Non | 1.98 % | 4.47 % | 85,624 | 2.25 | 3 | -0.0139 % | 2,665.5 |
| FixedReset Ins Non | 5.59 % | 8.12 % | 100,969 | 7.82 | 21 | -0.3168 % | 2,064.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset Disc | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 6.30 % |
| BAM.PF.G | FixedReset Disc | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.68 Evaluated at bid price : 16.68 Bid-YTW : 6.44 % |
| TRP.PR.G | FixedReset Disc | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 6.52 % |
| TRP.PR.F | FloatingReset | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 12.61 Evaluated at bid price : 12.61 Bid-YTW : 7.16 % |
| BAM.PF.E | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 15.47 Evaluated at bid price : 15.47 Bid-YTW : 6.48 % |
| MFC.PR.M | FixedReset Ins Non | -2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.74 Bid-YTW : 9.56 % |
| EMA.PR.F | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 6.28 % |
| TD.PF.D | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 5.70 % |
| SLF.PR.G | FixedReset Ins Non | -1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.41 Bid-YTW : 11.15 % |
| RY.PR.J | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 5.64 % |
| HSE.PR.C | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 7.25 % |
| MFC.PR.N | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.36 Bid-YTW : 9.80 % |
| BAM.PR.Z | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.11 % |
| TD.PF.C | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.57 Evaluated at bid price : 16.57 Bid-YTW : 5.63 % |
| BAM.PR.X | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 12.43 Evaluated at bid price : 12.43 Bid-YTW : 6.34 % |
| BMO.PR.Z | Perpetual-Discount | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 23.82 Evaluated at bid price : 24.29 Bid-YTW : 5.19 % |
| MFC.PR.J | FixedReset Ins Non | -1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 8.52 % |
| TRP.PR.D | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 6.24 % |
| BAM.PR.R | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 14.17 Evaluated at bid price : 14.17 Bid-YTW : 6.47 % |
| TD.PF.B | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 5.53 % |
| HSE.PR.A | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 10.52 Evaluated at bid price : 10.52 Bid-YTW : 7.33 % |
| NA.PR.E | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.57 % |
| BAM.PR.T | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 6.43 % |
| BIP.PR.A | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.01 % |
| PWF.PR.P | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 6.16 % |
| CM.PR.P | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 5.83 % |
| BMO.PR.W | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 5.66 % |
| BMO.PR.S | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 5.52 % |
| CU.PR.G | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 5.40 % |
| TD.PF.I | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.39 % |
| BAM.PF.B | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 6.14 % |
| TRP.PR.A | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 6.65 % |
| IAF.PR.B | Deemed-Retractible | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.44 % |
| ELF.PR.G | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 5.38 % |
| IFC.PR.G | FixedReset Ins Non | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.65 Bid-YTW : 8.10 % |
| CU.PR.C | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 5.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 206,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 23.02 Evaluated at bid price : 24.57 Bid-YTW : 5.15 % |
| PWF.PR.L | Perpetual-Discount | 77,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 23.12 Evaluated at bid price : 23.38 Bid-YTW : 5.54 % |
| BNS.PR.H | FixedReset Disc | 71,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.45 % |
| RY.PR.Q | FixedReset Prem | 70,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.08 % |
| POW.PR.D | Perpetual-Discount | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-03 Maturity Price : 22.06 Evaluated at bid price : 22.35 Bid-YTW : 5.60 % |
| TD.PF.G | FixedReset Prem | 49,858 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 3.65 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.F | FixedReset Disc | Quote: 17.09 – 17.50 Spot Rate : 0.4100 Average : 0.2728 YTW SCENARIO |
| BMO.PR.Z | Perpetual-Discount | Quote: 24.29 – 24.68 Spot Rate : 0.3900 Average : 0.2764 YTW SCENARIO |
| BAM.PF.H | FixedReset Prem | Quote: 25.05 – 25.42 Spot Rate : 0.3700 Average : 0.2579 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 18.12 – 18.45 Spot Rate : 0.3300 Average : 0.2213 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.35 – 20.76 Spot Rate : 0.4100 Average : 0.3076 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 15.74 – 16.13 Spot Rate : 0.3900 Average : 0.2950 YTW SCENARIO |