| 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 | -0.3232 % | 1,632.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3232 % | 2,994.6 |
| Floater | 5.21 % | 5.26 % | 42,687 | 15.08 | 3 | -0.3232 % | 1,725.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0347 % | 3,530.6 |
| SplitShare | 4.80 % | 4.69 % | 51,234 | 3.57 | 8 | -0.0347 % | 4,216.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0347 % | 3,289.7 |
| Perpetual-Premium | 5.29 % | -6.08 % | 93,657 | 0.09 | 17 | -0.0092 % | 3,196.3 |
| Perpetual-Discount | 5.10 % | 5.07 % | 88,138 | 15.32 | 17 | -0.0584 % | 3,610.5 |
| FixedReset Disc | 5.44 % | 4.15 % | 124,718 | 16.58 | 65 | 0.7071 % | 2,123.6 |
| Deemed-Retractible | 5.07 % | 4.84 % | 114,898 | 15.18 | 22 | 0.1626 % | 3,504.3 |
| FloatingReset | 1.97 % | 2.76 % | 40,985 | 1.28 | 3 | -0.0337 % | 1,793.3 |
| FixedReset Prem | 5.21 % | 3.22 % | 258,968 | 0.82 | 14 | 0.1835 % | 2,643.2 |
| FixedReset Bank Non | 1.95 % | 2.37 % | 111,947 | 1.27 | 2 | -0.1809 % | 2,851.4 |
| FixedReset Ins Non | 5.50 % | 4.24 % | 75,485 | 16.46 | 22 | 0.2385 % | 2,197.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.I | FixedReset Ins Non | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.34 % |
| BIP.PR.A | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.90 % |
| IAF.PR.G | FixedReset Ins Non | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.39 % |
| TRP.PR.B | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 8.41 Evaluated at bid price : 8.41 Bid-YTW : 5.01 % |
| MFC.PR.C | Deemed-Retractible | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 4.85 % |
| IAF.PR.I | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 4.31 % |
| IFC.PR.C | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 4.56 % |
| BAM.PR.M | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.25 % |
| BAM.PF.G | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 5.23 % |
| BAM.PR.R | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 5.20 % |
| IFC.PR.G | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 4.55 % |
| TRP.PR.K | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 23.65 Evaluated at bid price : 24.90 Bid-YTW : 4.91 % |
| SLF.PR.B | Deemed-Retractible | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.89 % |
| IFC.PR.A | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 12.68 Evaluated at bid price : 12.68 Bid-YTW : 4.51 % |
| MFC.PR.G | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.29 % |
| MFC.PR.R | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 24.39 Evaluated at bid price : 24.71 Bid-YTW : 4.33 % |
| BAM.PF.E | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 5.17 % |
| PWF.PR.S | Perpetual-Discount | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 23.18 Evaluated at bid price : 23.66 Bid-YTW : 5.06 % |
| MFC.PR.N | FixedReset Ins Non | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 4.15 % |
| MFC.PR.F | FixedReset Ins Non | 3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 11.12 Evaluated at bid price : 11.12 Bid-YTW : 4.09 % |
| SLF.PR.G | FixedReset Ins Non | 4.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 4.18 % |
| TRP.PR.G | FixedReset Disc | 7.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 5.54 % |
| RY.PR.M | FixedReset Disc | 56.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Deemed-Retractible | 222,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.40 Bid-YTW : 5.04 % |
| RY.PR.P | Perpetual-Premium | 151,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-24 Maturity Price : 26.00 Evaluated at bid price : 26.36 Bid-YTW : 3.17 % |
| TD.PF.A | FixedReset Disc | 128,386 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 4.01 % |
| TD.PF.H | FixedReset Prem | 106,835 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 3.17 % |
| CM.PR.R | FixedReset Disc | 86,943 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 22.74 Evaluated at bid price : 23.11 Bid-YTW : 4.12 % |
| TD.PF.L | FixedReset Disc | 82,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-15 Maturity Price : 23.21 Evaluated at bid price : 24.75 Bid-YTW : 3.86 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 19.15 – 20.50 Spot Rate : 1.3500 Average : 0.9838 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 19.50 – 20.16 Spot Rate : 0.6600 Average : 0.5241 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 16.56 – 16.99 Spot Rate : 0.4300 Average : 0.2952 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.31 – 25.70 Spot Rate : 0.3900 Average : 0.2696 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 18.38 – 18.66 Spot Rate : 0.2800 Average : 0.1711 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 23.35 – 23.75 Spot Rate : 0.4000 Average : 0.2946 YTW SCENARIO |