| 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 | 0.2003 % | 1,654.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2003 % | 3,035.9 |
| Floater | 5.14 % | 5.15 % | 56,895 | 15.26 | 3 | 0.2003 % | 1,749.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0621 % | 3,542.3 |
| SplitShare | 4.80 % | 4.34 % | 42,975 | 3.65 | 7 | 0.0621 % | 4,230.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0621 % | 3,300.6 |
| Perpetual-Premium | 5.35 % | 4.88 % | 81,346 | 3.93 | 17 | 0.0419 % | 3,122.8 |
| Perpetual-Discount | 5.22 % | 5.29 % | 94,060 | 14.95 | 17 | 0.0817 % | 3,512.5 |
| FixedReset Disc | 5.45 % | 4.22 % | 125,019 | 16.32 | 68 | -0.2429 % | 2,098.5 |
| Deemed-Retractible | 5.03 % | 4.89 % | 113,074 | 15.14 | 27 | -0.1730 % | 3,447.6 |
| FloatingReset | 2.85 % | 2.18 % | 47,049 | 1.35 | 3 | 0.6498 % | 1,811.0 |
| FixedReset Prem | 5.26 % | 4.46 % | 253,884 | 0.82 | 11 | 0.0431 % | 2,617.3 |
| FixedReset Bank Non | 1.95 % | 2.44 % | 127,864 | 1.34 | 2 | -0.0403 % | 2,841.7 |
| FixedReset Ins Non | 5.70 % | 4.42 % | 86,707 | 16.26 | 22 | 0.6073 % | 2,119.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.22 % |
| TRP.PR.B | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 4.80 % |
| MFC.PR.H | FixedReset Ins Non | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.52 % |
| BIP.PR.A | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 5.77 % |
| TD.PF.E | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 3.96 % |
| BAM.PR.X | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 5.03 % |
| BIP.PR.E | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 5.71 % |
| TRP.PR.F | FloatingReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 5.08 % |
| RY.PR.J | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 3.95 % |
| TD.PF.L | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 22.94 Evaluated at bid price : 24.10 Bid-YTW : 4.04 % |
| IAF.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 4.49 % |
| MFC.PR.K | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 4.39 % |
| PWF.PR.P | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 10.44 Evaluated at bid price : 10.44 Bid-YTW : 4.78 % |
| MFC.PR.Q | FixedReset Ins Non | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.45 % |
| IFC.PR.A | FixedReset Ins Non | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 4.57 % |
| SLF.PR.J | FloatingReset | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 3.94 % |
| SLF.PR.G | FixedReset Ins Non | 5.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 4.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 98,062 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 4.02 % |
| TD.PF.H | FixedReset Prem | 78,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 23.93 Evaluated at bid price : 25.15 Bid-YTW : 4.46 % |
| SLF.PR.J | FloatingReset | 78,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 3.94 % |
| BNS.PR.E | FixedReset Prem | 61,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.74 % |
| SLF.PR.B | Deemed-Retractible | 53,888 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-18 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 4.90 % |
| RY.PR.E | Deemed-Retractible | 52,425 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-18 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.88 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.50 – 26.50 Spot Rate : 1.0000 Average : 0.6342 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 19.00 – 20.00 Spot Rate : 1.0000 Average : 0.7336 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 17.13 – 17.90 Spot Rate : 0.7700 Average : 0.6169 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 14.80 – 15.20 Spot Rate : 0.4000 Average : 0.3013 YTW SCENARIO |
| IAF.PR.B | Deemed-Retractible | Quote: 23.61 – 24.15 Spot Rate : 0.5400 Average : 0.4465 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 10.01 – 10.27 Spot Rate : 0.2600 Average : 0.1801 YTW SCENARIO |