| 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 | 0.1212 % | 1,639.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1212 % | 3,008.0 |
| Floater | 5.19 % | 5.23 % | 52,795 | 15.14 | 3 | 0.1212 % | 1,733.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1026 % | 3,505.9 |
| SplitShare | 4.85 % | 4.84 % | 55,646 | 3.59 | 7 | -0.1026 % | 4,186.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1026 % | 3,266.7 |
| Perpetual-Premium | 5.29 % | 2.54 % | 79,669 | 0.09 | 17 | -0.0275 % | 3,178.5 |
| Perpetual-Discount | 5.10 % | 5.10 % | 90,111 | 15.05 | 17 | 0.1877 % | 3,598.9 |
| FixedReset Disc | 5.50 % | 4.24 % | 126,174 | 16.43 | 65 | 0.5835 % | 2,094.2 |
| Deemed-Retractible | 5.07 % | 4.80 % | 105,754 | 15.30 | 22 | 0.6803 % | 3,501.2 |
| FloatingReset | 1.98 % | 2.90 % | 39,546 | 1.31 | 3 | -0.3938 % | 1,794.2 |
| FixedReset Prem | 5.23 % | 3.64 % | 248,252 | 0.84 | 14 | -0.0287 % | 2,629.2 |
| FixedReset Bank Non | 1.94 % | 2.04 % | 101,458 | 1.30 | 2 | 0.1182 % | 2,858.9 |
| FixedReset Ins Non | 5.64 % | 4.36 % | 79,176 | 16.24 | 22 | 0.7264 % | 2,144.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.J | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.17 Evaluated at bid price : 24.14 Bid-YTW : 4.89 % |
| BIK.PR.A | FixedReset Prem | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.22 Evaluated at bid price : 24.75 Bid-YTW : 5.88 % |
| GWO.PR.N | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.26 % |
| RY.PR.H | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 3.95 % |
| BMO.PR.T | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.19 % |
| CU.PR.F | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.44 Evaluated at bid price : 23.95 Bid-YTW : 4.72 % |
| TD.PF.L | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.19 Evaluated at bid price : 24.70 Bid-YTW : 3.93 % |
| TRP.PR.C | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 8.72 Evaluated at bid price : 8.72 Bid-YTW : 5.49 % |
| MFC.PR.L | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.40 % |
| GWO.PR.H | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 5.01 % |
| CM.PR.S | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.09 % |
| SLF.PR.D | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.04 Evaluated at bid price : 23.31 Bid-YTW : 4.79 % |
| MFC.PR.M | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.40 % |
| CM.PR.Y | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.40 Evaluated at bid price : 25.40 Bid-YTW : 4.03 % |
| MFC.PR.G | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.40 % |
| CM.PR.T | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.07 Evaluated at bid price : 24.40 Bid-YTW : 3.97 % |
| BAM.PF.B | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.27 % |
| IAF.PR.B | Deemed-Retractible | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 4.74 % |
| MFC.PR.C | Deemed-Retractible | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 4.83 % |
| MFC.PR.I | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.34 % |
| CM.PR.R | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 22.83 Evaluated at bid price : 23.20 Bid-YTW : 4.09 % |
| IFC.PR.A | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 12.20 Evaluated at bid price : 12.20 Bid-YTW : 4.67 % |
| PWF.PR.T | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 4.61 % |
| BNS.PR.I | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 3.86 % |
| NA.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.33 Evaluated at bid price : 23.65 Bid-YTW : 4.06 % |
| BAM.PR.R | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 12.67 Evaluated at bid price : 12.67 Bid-YTW : 5.33 % |
| SLF.PR.A | Deemed-Retractible | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.86 % |
| SLF.PR.C | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.11 Evaluated at bid price : 23.37 Bid-YTW : 4.78 % |
| GWO.PR.P | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-04 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -17.05 % |
| TD.PF.J | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.13 % |
| GWO.PR.I | Deemed-Retractible | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 22.60 Evaluated at bid price : 22.85 Bid-YTW : 4.94 % |
| IAF.PR.G | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 4.45 % |
| NA.PR.E | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.24 % |
| MFC.PR.Q | FixedReset Ins Non | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 4.35 % |
| MFC.PR.N | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 4.30 % |
| CU.PR.C | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 4.35 % |
| BMO.PR.D | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 21.80 Evaluated at bid price : 22.30 Bid-YTW : 4.07 % |
| PWF.PR.P | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 4.86 % |
| RY.PR.S | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 3.83 % |
| SLF.PR.H | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 4.19 % |
| BIP.PR.E | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 21.57 Evaluated at bid price : 21.97 Bid-YTW : 5.71 % |
| MFC.PR.F | FixedReset Ins Non | 4.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 10.68 Evaluated at bid price : 10.68 Bid-YTW : 4.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.T | FixedReset Disc | 115,098 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.07 Evaluated at bid price : 24.40 Bid-YTW : 3.97 % |
| TD.PF.L | FixedReset Disc | 84,894 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.19 Evaluated at bid price : 24.70 Bid-YTW : 3.93 % |
| SLF.PR.A | Deemed-Retractible | 75,328 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.86 % |
| CM.PR.R | FixedReset Disc | 67,422 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 22.83 Evaluated at bid price : 23.20 Bid-YTW : 4.09 % |
| TD.PF.M | FixedReset Disc | 55,670 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 23.27 Evaluated at bid price : 25.00 Bid-YTW : 4.11 % |
| CM.PR.O | FixedReset Disc | 30,958 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-05 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.24 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset Disc | Quote: 11.80 – 12.99 Spot Rate : 1.1900 Average : 0.8653 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 18.87 – 20.00 Spot Rate : 1.1300 Average : 0.8243 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 26.41 – 26.99 Spot Rate : 0.5800 Average : 0.3712 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 24.14 – 24.75 Spot Rate : 0.6100 Average : 0.4549 YTW SCENARIO |
| BIP.PR.C | FixedReset Disc | Quote: 23.21 – 23.75 Spot Rate : 0.5400 Average : 0.3969 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 21.39 – 22.29 Spot Rate : 0.9000 Average : 0.7817 YTW SCENARIO |