| 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 | -0.3217 % | 1,639.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3217 % | 3,009.2 |
| Floater | 5.19 % | 5.23 % | 46,271 | 15.12 | 3 | -0.3217 % | 1,734.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2783 % | 3,532.7 |
| SplitShare | 4.80 % | 4.60 % | 53,688 | 3.58 | 8 | 0.2783 % | 4,218.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2783 % | 3,291.6 |
| Perpetual-Premium | 5.29 % | -3.70 % | 90,872 | 0.09 | 17 | 0.0964 % | 3,197.2 |
| Perpetual-Discount | 5.10 % | 5.07 % | 92,164 | 15.17 | 17 | -0.4193 % | 3,608.6 |
| FixedReset Disc | 5.47 % | 4.18 % | 124,275 | 16.53 | 65 | -0.2354 % | 2,111.6 |
| Deemed-Retractible | 5.08 % | 4.83 % | 106,494 | 15.13 | 22 | -0.5154 % | 3,493.4 |
| FloatingReset | 1.97 % | 2.71 % | 42,912 | 1.28 | 3 | -0.0336 % | 1,798.2 |
| FixedReset Prem | 5.21 % | 3.27 % | 262,056 | 0.82 | 14 | 0.1608 % | 2,645.3 |
| FixedReset Bank Non | 1.94 % | 2.24 % | 112,713 | 1.28 | 2 | 0.0000 % | 2,856.6 |
| FixedReset Ins Non | 5.47 % | 4.23 % | 78,435 | 16.47 | 22 | 0.6569 % | 2,207.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -35.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 6.38 % |
| SLF.PR.C | Deemed-Retractible | -6.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 21.98 Evaluated at bid price : 22.21 Bid-YTW : 5.04 % |
| CU.PR.D | Perpetual-Discount | -3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 23.73 Evaluated at bid price : 24.03 Bid-YTW : 5.15 % |
| CU.PR.E | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 24.19 Evaluated at bid price : 24.43 Bid-YTW : 5.07 % |
| TRP.PR.B | FixedReset Disc | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 8.40 Evaluated at bid price : 8.40 Bid-YTW : 5.01 % |
| SLF.PR.B | Deemed-Retractible | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 4.93 % |
| SLF.PR.E | Deemed-Retractible | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 23.39 Evaluated at bid price : 23.68 Bid-YTW : 4.77 % |
| SLF.PR.A | Deemed-Retractible | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 4.90 % |
| BMO.PR.T | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 4.18 % |
| SLF.PR.D | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 4.75 % |
| IAF.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 4.34 % |
| MFC.PR.Q | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.23 % |
| SLF.PR.G | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 4.15 % |
| IAF.PR.I | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.22 % |
| CM.PR.P | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 4.00 % |
| TRP.PR.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 11.99 Evaluated at bid price : 11.99 Bid-YTW : 5.48 % |
| MFC.PR.F | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 4.21 % |
| BIP.PR.A | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 5.78 % |
| IFC.PR.G | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.47 % |
| MFC.PR.G | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.20 % |
| NA.PR.G | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 4.27 % |
| IFC.PR.A | FixedReset Ins Non | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 4.54 % |
| TRP.PR.G | FixedReset Disc | 6.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 5.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.I | SplitShare | 42,275 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.60 % |
| TRP.PR.G | FixedReset Disc | 31,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 5.57 % |
| CM.PR.T | FixedReset Disc | 28,225 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 23.10 Evaluated at bid price : 24.45 Bid-YTW : 3.98 % |
| BAM.PR.X | FixedReset Disc | 23,278 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 5.05 % |
| RY.PR.Z | FixedReset Disc | 21,905 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-13 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 3.89 % |
| PWF.PR.O | Perpetual-Premium | 21,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-12 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -10.02 % |
| There were 7 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 – 18.95 Spot Rate : 6.9700 Average : 3.8051 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 23.53 – 25.25 Spot Rate : 1.7200 Average : 1.0009 YTW SCENARIO |
| SLF.PR.C | Deemed-Retractible | Quote: 22.21 – 23.65 Spot Rate : 1.4400 Average : 0.7927 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 24.03 – 24.96 Spot Rate : 0.9300 Average : 0.5297 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 11.99 – 12.95 Spot Rate : 0.9600 Average : 0.5605 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 17.50 – 18.30 Spot Rate : 0.8000 Average : 0.5417 YTW SCENARIO |