| 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 | 0.6647 % | 1,573.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6647 % | 2,886.6 |
| Floater | 5.31 % | 5.37 % | 60,757 | 14.82 | 3 | 0.6647 % | 1,663.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0395 % | 3,506.2 |
| SplitShare | 4.66 % | 4.53 % | 42,521 | 3.26 | 8 | 0.0395 % | 4,187.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0395 % | 3,267.0 |
| Perpetual-Premium | 5.55 % | 4.70 % | 81,581 | 4.03 | 4 | -0.0297 % | 3,097.0 |
| Perpetual-Discount | 5.45 % | 5.64 % | 80,207 | 14.42 | 31 | 0.1251 % | 3,352.3 |
| FixedReset Disc | 5.66 % | 4.38 % | 115,740 | 16.02 | 67 | 0.5267 % | 2,024.8 |
| Deemed-Retractible | 5.22 % | 5.33 % | 89,500 | 14.58 | 27 | -0.0379 % | 3,284.7 |
| FloatingReset | 2.90 % | 2.23 % | 44,355 | 1.45 | 3 | 0.3850 % | 1,770.9 |
| FixedReset Prem | 5.27 % | 4.42 % | 232,635 | 0.92 | 11 | -0.0540 % | 2,607.3 |
| FixedReset Bank Non | 1.95 % | 2.39 % | 106,942 | 1.45 | 2 | -0.0605 % | 2,839.4 |
| FixedReset Ins Non | 5.79 % | 4.51 % | 92,328 | 15.93 | 22 | 0.2162 % | 2,058.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIK.PR.A | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 23.11 Evaluated at bid price : 24.50 Bid-YTW : 5.99 % |
| NA.PR.G | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 4.40 % |
| TRP.PR.A | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 5.36 % |
| IAF.PR.I | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 4.35 % |
| MFC.PR.K | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.02 Evaluated at bid price : 16.02 Bid-YTW : 4.55 % |
| CU.PR.I | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 0.39 % |
| MFC.PR.I | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 4.46 % |
| GWO.PR.N | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 4.39 % |
| BAM.PR.T | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 5.34 % |
| NA.PR.C | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 21.73 Evaluated at bid price : 22.20 Bid-YTW : 4.31 % |
| MFC.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 4.53 % |
| TRP.PR.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 8.35 Evaluated at bid price : 8.35 Bid-YTW : 4.95 % |
| BAM.PF.H | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 24.13 Evaluated at bid price : 24.80 Bid-YTW : 5.07 % |
| TRP.PR.K | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 23.39 Evaluated at bid price : 24.40 Bid-YTW : 5.06 % |
| CM.PR.O | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.31 % |
| SLF.PR.I | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 4.46 % |
| CM.PR.S | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 4.16 % |
| BAM.PF.E | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 5.41 % |
| BMO.PR.T | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 4.28 % |
| NA.PR.S | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.41 % |
| TRP.PR.F | FloatingReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 10.31 Evaluated at bid price : 10.31 Bid-YTW : 5.10 % |
| MFC.PR.H | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 4.51 % |
| BIP.PR.A | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.01 % |
| TRP.PR.C | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 8.90 Evaluated at bid price : 8.90 Bid-YTW : 5.32 % |
| BAM.PR.X | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 5.15 % |
| CM.PR.P | FixedReset Disc | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 4.29 % |
| PWF.PR.P | FixedReset Disc | 4.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 4.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset Ins Non | 245,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 23.32 Evaluated at bid price : 23.73 Bid-YTW : 4.48 % |
| GWO.PR.N | FixedReset Ins Non | 79,519 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 4.39 % |
| BAM.PF.B | FixedReset Disc | 52,275 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 15.34 Evaluated at bid price : 15.34 Bid-YTW : 5.45 % |
| CM.PR.O | FixedReset Disc | 48,734 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.31 % |
| CM.PR.Y | FixedReset Disc | 43,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 22.79 Evaluated at bid price : 23.85 Bid-YTW : 4.38 % |
| TD.PF.K | FixedReset Disc | 42,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.21 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 18.55 – 20.04 Spot Rate : 1.4900 Average : 1.1423 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 19.25 – 19.85 Spot Rate : 0.6000 Average : 0.3507 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 23.85 – 24.45 Spot Rate : 0.6000 Average : 0.4251 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 19.51 – 19.95 Spot Rate : 0.4400 Average : 0.2695 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.15 – 16.80 Spot Rate : 0.6500 Average : 0.5353 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 18.30 – 18.69 Spot Rate : 0.3900 Average : 0.2923 YTW SCENARIO |