| 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 | 0.5257 % | 1,614.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5257 % | 2,961.7 |
| Floater | 5.17 % | 5.25 % | 58,793 | 15.01 | 3 | 0.5257 % | 1,706.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0695 % | 3,522.7 |
| SplitShare | 4.69 % | 4.41 % | 39,908 | 3.26 | 8 | -0.0695 % | 4,206.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0695 % | 3,282.4 |
| Perpetual-Premium | 5.54 % | 4.68 % | 87,225 | 4.00 | 4 | 0.1587 % | 3,102.2 |
| Perpetual-Discount | 5.41 % | 5.54 % | 78,554 | 14.41 | 31 | 0.1666 % | 3,376.3 |
| FixedReset Disc | 5.50 % | 4.27 % | 121,665 | 16.20 | 67 | 0.6427 % | 2,076.7 |
| Deemed-Retractible | 5.18 % | 5.25 % | 91,623 | 14.67 | 27 | 0.4671 % | 3,321.1 |
| FloatingReset | 2.86 % | 2.05 % | 38,431 | 1.41 | 3 | 0.7609 % | 1,798.5 |
| FixedReset Prem | 5.25 % | 4.04 % | 238,830 | 0.89 | 11 | 0.2156 % | 2,621.8 |
| FixedReset Bank Non | 1.96 % | 2.31 % | 118,534 | 1.41 | 2 | 0.6721 % | 2,831.4 |
| FixedReset Ins Non | 5.75 % | 4.48 % | 85,276 | 15.99 | 22 | 1.1500 % | 2,090.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 5.34 % |
| TD.PF.C | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 4.05 % |
| MFC.PR.Q | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 4.48 % |
| TD.PF.A | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 3.97 % |
| MFC.PR.I | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 4.51 % |
| BMO.PR.Y | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.21 % |
| MFC.PR.H | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 4.52 % |
| TD.PF.E | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.00 % |
| MFC.PR.B | Deemed-Retractible | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 22.05 Evaluated at bid price : 22.28 Bid-YTW : 5.21 % |
| BMO.PR.Q | FixedReset Bank Non | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.56 Bid-YTW : 2.98 % |
| CU.PR.C | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 4.52 % |
| BAM.PF.J | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 23.09 Evaluated at bid price : 24.01 Bid-YTW : 4.97 % |
| TRP.PR.D | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 5.51 % |
| SLF.PR.E | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 21.51 Evaluated at bid price : 21.77 Bid-YTW : 5.15 % |
| MFC.PR.C | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.17 % |
| TD.PF.I | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 22.12 Evaluated at bid price : 22.39 Bid-YTW : 3.93 % |
| MFC.PR.N | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.48 % |
| SLF.PR.B | Deemed-Retractible | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 22.83 Evaluated at bid price : 23.11 Bid-YTW : 5.18 % |
| SLF.PR.G | FixedReset Ins Non | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 10.25 Evaluated at bid price : 10.25 Bid-YTW : 4.39 % |
| RY.PR.M | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 3.98 % |
| MFC.PR.G | FixedReset Ins Non | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 4.49 % |
| MFC.PR.F | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 9.99 Evaluated at bid price : 9.99 Bid-YTW : 4.52 % |
| SLF.PR.H | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 4.48 % |
| TRP.PR.B | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 8.62 Evaluated at bid price : 8.62 Bid-YTW : 4.92 % |
| TD.PF.D | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.06 % |
| GWO.PR.N | FixedReset Ins Non | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.34 % |
| BAM.PF.E | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 5.44 % |
| MFC.PR.K | FixedReset Ins Non | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.44 % |
| SLF.PR.J | FloatingReset | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 9.55 Evaluated at bid price : 9.55 Bid-YTW : 4.07 % |
| CM.PR.Q | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 4.24 % |
| SLF.PR.I | FixedReset Ins Non | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Z | FixedReset Bank Non | 154,686 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 2.31 % |
| GWO.PR.T | Deemed-Retractible | 150,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 23.68 Evaluated at bid price : 24.13 Bid-YTW : 5.40 % |
| IAF.PR.I | FixedReset Ins Non | 102,494 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 4.34 % |
| BMO.PR.S | FixedReset Disc | 78,127 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.12 % |
| BNS.PR.E | FixedReset Prem | 60,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 4.44 % |
| SLF.PR.B | Deemed-Retractible | 55,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-25 Maturity Price : 22.83 Evaluated at bid price : 23.11 Bid-YTW : 5.18 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 18.51 – 25.00 Spot Rate : 6.4900 Average : 5.4452 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 16.85 – 18.00 Spot Rate : 1.1500 Average : 0.8010 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 18.04 – 18.50 Spot Rate : 0.4600 Average : 0.3335 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 23.25 – 23.50 Spot Rate : 0.2500 Average : 0.1725 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 19.98 – 20.24 Spot Rate : 0.2600 Average : 0.1887 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 22.28 – 22.47 Spot Rate : 0.1900 Average : 0.1329 YTW SCENARIO |