| 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 | -0.0408 % | 1,591.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0408 % | 2,920.0 |
| Floater | 5.25 % | 5.32 % | 62,386 | 14.90 | 3 | -0.0408 % | 1,682.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0099 % | 3,512.1 |
| SplitShare | 4.65 % | 4.30 % | 40,676 | 3.24 | 8 | 0.0099 % | 4,194.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0099 % | 3,272.5 |
| Perpetual-Premium | 5.55 % | 4.69 % | 84,896 | 4.01 | 4 | 0.0695 % | 3,096.7 |
| Perpetual-Discount | 5.43 % | 5.64 % | 80,456 | 14.38 | 31 | 0.0699 % | 3,361.6 |
| FixedReset Disc | 5.58 % | 4.39 % | 129,774 | 16.07 | 67 | 1.0582 % | 2,053.3 |
| Deemed-Retractible | 5.21 % | 5.30 % | 93,343 | 14.59 | 27 | 0.0915 % | 3,295.2 |
| FloatingReset | 2.90 % | 2.12 % | 43,071 | 1.43 | 3 | 0.6795 % | 1,775.7 |
| FixedReset Prem | 5.26 % | 4.22 % | 227,756 | 0.90 | 11 | 0.0792 % | 2,615.0 |
| FixedReset Bank Non | 1.96 % | 2.54 % | 111,280 | 1.42 | 2 | -0.5242 % | 2,826.3 |
| FixedReset Ins Non | 5.83 % | 4.62 % | 88,405 | 15.80 | 22 | 0.4094 % | 2,061.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -5.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.43 % |
| CU.PR.C | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 15.43 Evaluated at bid price : 15.43 Bid-YTW : 4.67 % |
| GWO.PR.N | FixedReset Ins Non | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 9.60 Evaluated at bid price : 9.60 Bid-YTW : 4.58 % |
| BIK.PR.A | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 23.15 Evaluated at bid price : 24.62 Bid-YTW : 5.97 % |
| BAM.PF.J | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 22.92 Evaluated at bid price : 23.69 Bid-YTW : 5.04 % |
| BAM.PR.X | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 5.23 % |
| IFC.PR.C | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.94 % |
| NA.PR.W | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 4.40 % |
| MFC.PR.H | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 4.61 % |
| TD.PF.A | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.09 % |
| BMO.PR.W | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.14 % |
| NA.PR.S | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.39 % |
| CM.PR.O | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 4.26 % |
| BAM.PR.Z | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.52 % |
| BAM.PF.A | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 5.43 % |
| TRP.PR.C | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 8.90 Evaluated at bid price : 8.90 Bid-YTW : 5.58 % |
| BAM.PR.T | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 13.17 Evaluated at bid price : 13.17 Bid-YTW : 5.43 % |
| MFC.PR.K | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 4.58 % |
| MFC.PR.J | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.66 % |
| NA.PR.C | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 22.44 Evaluated at bid price : 22.85 Bid-YTW : 4.28 % |
| TD.PF.D | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.21 % |
| NA.PR.E | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 4.31 % |
| RY.PR.Z | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 3.99 % |
| MFC.PR.F | FixedReset Ins Non | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 9.80 Evaluated at bid price : 9.80 Bid-YTW : 4.70 % |
| SLF.PR.J | FloatingReset | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 9.30 Evaluated at bid price : 9.30 Bid-YTW : 4.27 % |
| SLF.PR.G | FixedReset Ins Non | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 10.21 Evaluated at bid price : 10.21 Bid-YTW : 4.54 % |
| TD.PF.L | FixedReset Disc | 23.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 22.64 Evaluated at bid price : 23.50 Bid-YTW : 4.20 % |
| RY.PR.M | FixedReset Disc | 54.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Disc | 225,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 22.64 Evaluated at bid price : 23.01 Bid-YTW : 4.14 % |
| RY.PR.M | FixedReset Disc | 118,570 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.14 % |
| BAM.PF.B | FixedReset Disc | 85,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.56 % |
| BAM.PF.H | FixedReset Disc | 84,302 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 24.57 Evaluated at bid price : 25.10 Bid-YTW : 5.02 % |
| MFC.PR.R | FixedReset Ins Non | 58,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-19 Maturity Price : 23.30 Evaluated at bid price : 23.71 Bid-YTW : 4.50 % |
| RY.PR.F | Deemed-Retractible | 48,063 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-09-18 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 1.76 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.E | FixedReset Disc | Quote: 18.72 – 20.21 Spot Rate : 1.4900 Average : 1.0281 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 11.05 – 12.50 Spot Rate : 1.4500 Average : 1.0459 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.61 – 27.00 Spot Rate : 1.3900 Average : 1.1216 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.69 – 24.48 Spot Rate : 0.7900 Average : 0.6088 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 24.56 – 24.93 Spot Rate : 0.3700 Average : 0.2791 YTW SCENARIO |
| BMO.PR.Q | FixedReset Bank Non | Quote: 24.55 – 24.85 Spot Rate : 0.3000 Average : 0.2186 YTW SCENARIO |