| 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 | -1.4865 % | 1,592.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4865 % | 2,921.2 |
| Floater | 5.25 % | 5.31 % | 63,258 | 14.91 | 3 | -1.4865 % | 1,683.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1678 % | 3,511.7 |
| SplitShare | 4.65 % | 4.30 % | 42,338 | 3.24 | 8 | 0.1678 % | 4,193.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1678 % | 3,272.1 |
| Perpetual-Premium | 5.56 % | 4.72 % | 87,932 | 4.02 | 4 | 0.0199 % | 3,094.5 |
| Perpetual-Discount | 5.43 % | 5.65 % | 78,074 | 14.36 | 31 | -0.0192 % | 3,359.2 |
| FixedReset Disc | 5.64 % | 4.44 % | 123,949 | 15.96 | 67 | -0.0416 % | 2,031.8 |
| Deemed-Retractible | 5.22 % | 5.32 % | 94,725 | 14.59 | 27 | 0.0394 % | 3,292.2 |
| FloatingReset | 2.92 % | 2.26 % | 39,864 | 1.43 | 3 | 0.0907 % | 1,763.8 |
| FixedReset Prem | 5.27 % | 4.21 % | 230,557 | 0.91 | 11 | -0.1509 % | 2,612.9 |
| FixedReset Bank Non | 1.95 % | 2.45 % | 106,465 | 1.43 | 2 | -0.1610 % | 2,841.2 |
| FixedReset Ins Non | 5.85 % | 4.66 % | 89,488 | 15.80 | 22 | 0.1997 % | 2,052.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.L | FixedReset Disc | -19.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.33 % |
| MFC.PR.F | FixedReset Ins Non | -4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 9.62 Evaluated at bid price : 9.62 Bid-YTW : 4.79 % |
| GWO.PR.N | FixedReset Ins Non | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 9.73 Evaluated at bid price : 9.73 Bid-YTW : 4.52 % |
| IFC.PR.C | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 4.99 % |
| BAM.PR.B | Floater | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 8.15 Evaluated at bid price : 8.15 Bid-YTW : 5.33 % |
| BAM.PR.T | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 5.50 % |
| BAM.PR.C | Floater | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 8.18 Evaluated at bid price : 8.18 Bid-YTW : 5.31 % |
| SLF.PR.G | FixedReset Ins Non | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 9.91 Evaluated at bid price : 9.91 Bid-YTW : 4.68 % |
| TD.PF.G | FixedReset Prem | -1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.11 % |
| TD.PF.D | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.28 % |
| BMO.PR.S | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.25 % |
| TD.PF.A | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.14 % |
| CM.PR.Q | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 4.41 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 8.55 Evaluated at bid price : 8.55 Bid-YTW : 5.04 % |
| TD.PF.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.16 % |
| IFC.PR.G | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 4.69 % |
| BMO.PR.T | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 4.27 % |
| MFC.PR.L | FixedReset Ins Non | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 4.75 % |
| MFC.PR.J | FixedReset Ins Non | 6.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.A | FixedReset Disc | 165,181 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 5.50 % |
| TD.PF.M | FixedReset Disc | 155,139 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 23.03 Evaluated at bid price : 24.40 Bid-YTW : 4.25 % |
| RY.PR.Q | FixedReset Prem | 103,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 3.72 % |
| BNS.PR.H | FixedReset Prem | 103,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.21 % |
| NA.PR.A | FixedReset Prem | 66,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.74 % |
| CM.PR.P | FixedReset Disc | 34,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-18 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 4.27 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.L | FixedReset Disc | Quote: 19.00 – 23.81 Spot Rate : 4.8100 Average : 2.7886 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 11.98 – 18.83 Spot Rate : 6.8500 Average : 6.1464 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 22.20 – 23.10 Spot Rate : 0.9000 Average : 0.5013 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 12.99 – 13.47 Spot Rate : 0.4800 Average : 0.2804 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 9.62 – 10.16 Spot Rate : 0.5400 Average : 0.3750 YTW SCENARIO |
| BMO.PR.E | FixedReset Disc | Quote: 20.10 – 20.48 Spot Rate : 0.3800 Average : 0.2296 YTW SCENARIO |