| 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 | -0.2136 % | 1,831.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2136 % | 3,361.5 |
| Floater | 6.58 % | 6.81 % | 43,737 | 12.81 | 4 | -0.2136 % | 1,937.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0787 % | 3,387.5 |
| SplitShare | 4.65 % | 4.54 % | 53,861 | 3.98 | 7 | -0.0787 % | 4,045.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0787 % | 3,156.4 |
| Perpetual-Premium | 5.58 % | -20.28 % | 58,469 | 0.09 | 6 | 0.0583 % | 3,005.7 |
| Perpetual-Discount | 5.41 % | 5.49 % | 68,512 | 14.51 | 28 | 0.1651 % | 3,176.2 |
| FixedReset Disc | 5.63 % | 5.59 % | 178,416 | 14.36 | 72 | 0.1843 % | 2,050.0 |
| Deemed-Retractible | 5.23 % | 5.77 % | 63,773 | 7.88 | 27 | 0.2298 % | 3,148.4 |
| FloatingReset | 4.69 % | 7.03 % | 63,906 | 7.84 | 3 | 0.5676 % | 2,299.0 |
| FixedReset Prem | 5.26 % | 3.89 % | 124,184 | 1.55 | 14 | 0.1474 % | 2,591.7 |
| FixedReset Bank Non | 1.97 % | 4.21 % | 84,989 | 2.25 | 3 | 0.2367 % | 2,671.8 |
| FixedReset Ins Non | 5.58 % | 8.21 % | 99,969 | 7.82 | 21 | 0.2190 % | 2,069.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 5.64 % |
| EMA.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 5.95 % |
| BMO.PR.S | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 5.46 % |
| BAM.PF.B | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 6.06 % |
| BMO.PR.E | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.38 % |
| BAM.PF.G | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 6.36 % |
| MFC.PR.J | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.24 Bid-YTW : 8.34 % |
| RY.PR.J | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 5.56 % |
| BAM.PF.F | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.21 % |
| SLF.PR.I | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 7.87 % |
| IAF.PR.B | Deemed-Retractible | 1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 6.24 % |
| BMO.PR.Z | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 24.22 Evaluated at bid price : 24.70 Bid-YTW : 5.10 % |
| TRP.PR.B | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 10.43 Evaluated at bid price : 10.43 Bid-YTW : 6.46 % |
| TRP.PR.F | FloatingReset | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 7.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.E | SplitShare | 57,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 5.08 % |
| MFC.PR.H | FixedReset Ins Non | 51,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.96 % |
| NA.PR.S | FixedReset Disc | 30,853 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.71 % |
| BAM.PF.F | FixedReset Disc | 28,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.21 % |
| TD.PF.I | FixedReset Disc | 24,579 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.36 % |
| TD.PF.K | FixedReset Disc | 20,364 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-04 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 5.46 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset Disc | Quote: 18.13 – 18.47 Spot Rate : 0.3400 Average : 0.2061 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 12.16 – 12.51 Spot Rate : 0.3500 Average : 0.2307 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 17.20 – 17.69 Spot Rate : 0.4900 Average : 0.3787 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.11 – 21.49 Spot Rate : 0.3800 Average : 0.2694 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.46 – 25.88 Spot Rate : 0.4200 Average : 0.3133 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.50 – 25.75 Spot Rate : 0.2500 Average : 0.1473 YTW SCENARIO |