| 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 | 0.1628 % | 1,628.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1628 % | 2,987.4 |
| Floater | 5.23 % | 5.24 % | 55,152 | 15.09 | 3 | 0.1628 % | 1,721.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4753 % | 3,517.1 |
| SplitShare | 4.83 % | 4.76 % | 45,004 | 3.62 | 7 | -0.4753 % | 4,200.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4753 % | 3,277.1 |
| Perpetual-Premium | 5.36 % | 4.88 % | 78,093 | 3.92 | 17 | -0.1071 % | 3,126.8 |
| Perpetual-Discount | 5.23 % | 5.31 % | 92,287 | 14.86 | 17 | -0.1386 % | 3,508.5 |
| FixedReset Disc | 5.59 % | 4.38 % | 122,724 | 16.31 | 68 | -0.8585 % | 2,047.9 |
| Deemed-Retractible | 5.03 % | 4.91 % | 116,036 | 15.13 | 27 | -0.1898 % | 3,446.4 |
| FloatingReset | 2.87 % | 2.44 % | 45,890 | 1.33 | 3 | -0.1126 % | 1,788.0 |
| FixedReset Prem | 5.26 % | 4.51 % | 246,113 | 0.88 | 11 | 0.0539 % | 2,618.5 |
| FixedReset Bank Non | 1.95 % | 2.20 % | 124,092 | 1.32 | 2 | 0.2628 % | 2,841.2 |
| FixedReset Ins Non | 5.71 % | 4.40 % | 82,093 | 16.07 | 22 | -0.0473 % | 2,115.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -37.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 6.29 % |
| TD.PF.E | FixedReset Disc | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.21 % |
| TRP.PR.C | FixedReset Disc | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 8.77 Evaluated at bid price : 8.77 Bid-YTW : 5.50 % |
| MFC.PR.L | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.54 % |
| NA.PR.W | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 16.64 Evaluated at bid price : 16.64 Bid-YTW : 4.39 % |
| BAM.PF.B | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.47 % |
| SLF.PR.G | FixedReset Ins Non | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 10.03 Evaluated at bid price : 10.03 Bid-YTW : 4.45 % |
| TD.PF.C | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.09 % |
| BAM.PR.R | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 5.41 % |
| BIP.PR.A | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.99 % |
| CM.PR.P | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 4.18 % |
| CM.PR.R | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 22.36 Evaluated at bid price : 22.69 Bid-YTW : 4.16 % |
| MFC.PR.J | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.51 % |
| IFC.PR.E | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 24.51 Evaluated at bid price : 25.00 Bid-YTW : 5.20 % |
| TD.PF.L | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 22.70 Evaluated at bid price : 23.58 Bid-YTW : 4.15 % |
| CM.PR.O | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 4.27 % |
| BIP.PR.D | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 21.87 Evaluated at bid price : 22.40 Bid-YTW : 5.58 % |
| TRP.PR.B | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 8.66 Evaluated at bid price : 8.66 Bid-YTW : 4.78 % |
| TD.PF.J | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 4.15 % |
| BIP.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 5.67 % |
| EML.PR.A | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 1.86 % |
| BAM.PF.F | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 16.06 Evaluated at bid price : 16.06 Bid-YTW : 5.32 % |
| BAM.PF.G | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 5.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 57,727 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 23.20 Evaluated at bid price : 24.81 Bid-YTW : 4.13 % |
| TD.PF.L | FixedReset Disc | 52,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 22.70 Evaluated at bid price : 23.58 Bid-YTW : 4.15 % |
| RY.PR.H | FixedReset Disc | 28,641 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.01 % |
| RY.PR.Z | FixedReset Disc | 25,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 3.91 % |
| CM.PR.Y | FixedReset Disc | 24,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 23.19 Evaluated at bid price : 24.80 Bid-YTW : 4.13 % |
| TD.PF.B | FixedReset Disc | 23,724 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-25 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 4.09 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 11.98 – 19.17 Spot Rate : 7.1900 Average : 3.8806 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 15.02 – 19.30 Spot Rate : 4.2800 Average : 3.5158 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 16.20 – 23.99 Spot Rate : 7.7900 Average : 7.3714 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 16.64 – 17.50 Spot Rate : 0.8600 Average : 0.5110 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 22.20 – 22.91 Spot Rate : 0.7100 Average : 0.4725 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 24.05 – 24.79 Spot Rate : 0.7400 Average : 0.5575 YTW SCENARIO |