| 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 | -0.8403 % | 1,608.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8403 % | 2,952.1 |
| Floater | 5.19 % | 5.23 % | 58,923 | 15.08 | 3 | -0.8403 % | 1,701.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0512 % | 3,475.7 |
| SplitShare | 4.83 % | 4.87 % | 54,074 | 3.74 | 7 | -0.0512 % | 4,150.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0512 % | 3,238.5 |
| Perpetual-Premium | 5.19 % | 4.89 % | 74,795 | 4.06 | 1 | -0.0395 % | 3,077.1 |
| Perpetual-Discount | 5.52 % | 5.67 % | 77,288 | 14.37 | 35 | 0.1324 % | 3,308.2 |
| FixedReset Disc | 5.69 % | 4.45 % | 148,515 | 15.90 | 75 | -0.3223 % | 1,989.8 |
| Deemed-Retractible | 5.26 % | 5.33 % | 94,708 | 14.50 | 27 | 0.1482 % | 3,260.3 |
| FloatingReset | 2.37 % | 2.55 % | 35,798 | 1.48 | 4 | -0.0146 % | 1,763.1 |
| FixedReset Prem | 5.44 % | 4.11 % | 353,903 | 1.04 | 3 | -0.5249 % | 2,600.7 |
| FixedReset Bank Non | 1.95 % | 2.48 % | 118,788 | 1.48 | 2 | -0.3823 % | 2,829.5 |
| FixedReset Ins Non | 5.84 % | 4.63 % | 96,549 | 15.90 | 22 | 0.9574 % | 2,040.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 8.30 Evaluated at bid price : 8.30 Bid-YTW : 5.22 % |
| TRP.PR.D | FixedReset Disc | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 5.62 % |
| PWF.PR.T | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.74 % |
| BAM.PR.C | Floater | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 8.28 Evaluated at bid price : 8.28 Bid-YTW : 5.23 % |
| BAM.PF.B | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 15.08 Evaluated at bid price : 15.08 Bid-YTW : 5.55 % |
| BIP.PR.D | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 5.99 % |
| TRP.PR.A | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.53 % |
| TD.PF.I | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.16 % |
| BIK.PR.A | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 22.98 Evaluated at bid price : 24.21 Bid-YTW : 6.06 % |
| CU.PR.C | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 4.54 % |
| TRP.PR.E | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 13.26 Evaluated at bid price : 13.26 Bid-YTW : 5.61 % |
| TD.PF.G | FixedReset Prem | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 24.69 Evaluated at bid price : 25.06 Bid-YTW : 5.01 % |
| W.PR.K | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 23.60 Evaluated at bid price : 24.35 Bid-YTW : 5.40 % |
| BAM.PR.X | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 10.29 Evaluated at bid price : 10.29 Bid-YTW : 5.43 % |
| TD.PF.L | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 22.48 Evaluated at bid price : 23.21 Bid-YTW : 4.19 % |
| ELF.PR.G | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 5.60 % |
| CCS.PR.C | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.60 % |
| W.PR.M | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 23.98 Evaluated at bid price : 24.41 Bid-YTW : 5.35 % |
| IAF.PR.I | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.41 % |
| SLF.PR.H | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.57 % |
| SLF.PR.I | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.53 % |
| MFC.PR.C | Deemed-Retractible | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.28 % |
| BAM.PR.K | Floater | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 8.20 Evaluated at bid price : 8.20 Bid-YTW : 5.29 % |
| SLF.PR.G | FixedReset Ins Non | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 4.13 % |
| PWF.PR.Z | Perpetual-Discount | 3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 22.51 Evaluated at bid price : 22.80 Bid-YTW : 5.67 % |
| MFC.PR.I | FixedReset Ins Non | 19.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 4.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 118,782 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 4.46 % |
| NA.PR.C | FixedReset Disc | 81,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 4.40 % |
| RY.PR.Q | FixedReset Disc | 78,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.28 % |
| TD.PF.M | FixedReset Disc | 69,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 23.02 Evaluated at bid price : 24.40 Bid-YTW : 4.17 % |
| TD.PF.K | FixedReset Disc | 57,705 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.25 % |
| TD.PF.L | FixedReset Disc | 49,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-30 Maturity Price : 22.48 Evaluated at bid price : 23.21 Bid-YTW : 4.19 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 15.32 – 18.50 Spot Rate : 3.1800 Average : 2.5467 YTW SCENARIO |
| W.PR.K | FixedReset Disc | Quote: 24.35 – 24.94 Spot Rate : 0.5900 Average : 0.4161 YTW SCENARIO |
| CU.PR.I | FixedReset Disc | Quote: 24.80 – 25.45 Spot Rate : 0.6500 Average : 0.4783 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.50 – 17.50 Spot Rate : 1.0000 Average : 0.8285 YTW SCENARIO |
| TD.PF.G | FixedReset Prem | Quote: 25.06 – 25.51 Spot Rate : 0.4500 Average : 0.2817 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.00 – 26.00 Spot Rate : 1.0000 Average : 0.8617 YTW SCENARIO |