| 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 | 0.0000 % | 1,632.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,994.6 |
| Floater | 5.21 % | 5.27 % | 42,068 | 15.05 | 3 | 0.0000 % | 1,725.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0744 % | 3,533.2 |
| SplitShare | 4.80 % | 4.69 % | 49,217 | 3.57 | 8 | 0.0744 % | 4,219.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0744 % | 3,292.1 |
| Perpetual-Premium | 5.29 % | -6.96 % | 96,893 | 0.09 | 17 | 0.0390 % | 3,197.6 |
| Perpetual-Discount | 5.09 % | 5.04 % | 89,940 | 15.34 | 17 | 0.1046 % | 3,614.2 |
| FixedReset Disc | 5.43 % | 4.16 % | 126,875 | 16.55 | 65 | 0.1877 % | 2,127.6 |
| Deemed-Retractible | 5.06 % | 4.83 % | 116,705 | 15.18 | 22 | 0.0277 % | 3,505.3 |
| FloatingReset | 1.97 % | 2.76 % | 41,522 | 1.28 | 3 | 0.0505 % | 1,794.2 |
| FixedReset Prem | 5.22 % | 3.48 % | 267,486 | 0.81 | 14 | -0.0395 % | 2,642.2 |
| FixedReset Bank Non | 1.94 % | 2.25 % | 118,452 | 1.27 | 2 | 0.1813 % | 2,856.6 |
| FixedReset Ins Non | 5.49 % | 4.24 % | 77,765 | 16.49 | 22 | 0.1823 % | 2,201.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 5.75 % |
| BAM.PF.J | FixedReset Disc | -3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 23.12 Evaluated at bid price : 24.02 Bid-YTW : 4.93 % |
| TRP.PR.C | FixedReset Disc | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 8.70 Evaluated at bid price : 8.70 Bid-YTW : 5.54 % |
| IFC.PR.A | FixedReset Ins Non | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 12.36 Evaluated at bid price : 12.36 Bid-YTW : 4.63 % |
| SLF.PR.H | FixedReset Ins Non | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 4.29 % |
| MFC.PR.F | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 10.94 Evaluated at bid price : 10.94 Bid-YTW : 4.16 % |
| CU.PR.G | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 23.30 Evaluated at bid price : 23.75 Bid-YTW : 4.77 % |
| IAF.PR.I | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.27 % |
| TD.PF.D | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 4.11 % |
| TRP.PR.B | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 8.50 Evaluated at bid price : 8.50 Bid-YTW : 4.95 % |
| NA.PR.S | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.21 % |
| BIP.PR.E | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 22.17 Evaluated at bid price : 22.50 Bid-YTW : 5.59 % |
| MFC.PR.M | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.16 % |
| NA.PR.W | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.22 % |
| RY.PR.J | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 4.01 % |
| TRP.PR.A | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 11.91 Evaluated at bid price : 11.91 Bid-YTW : 5.52 % |
| BAM.PR.R | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 5.10 % |
| BAM.PF.G | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 15.93 Evaluated at bid price : 15.93 Bid-YTW : 5.11 % |
| MFC.PR.G | FixedReset Ins Non | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.G | FixedReset Disc | 240,360 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 5.75 % |
| PWF.PR.P | FixedReset Disc | 210,052 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 10.16 Evaluated at bid price : 10.16 Bid-YTW : 4.89 % |
| PWF.PR.O | Perpetual-Premium | 155,648 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -9.47 % |
| W.PR.K | FixedReset Disc | 136,258 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 23.81 Evaluated at bid price : 24.68 Bid-YTW : 5.30 % |
| BMO.PR.C | FixedReset Disc | 107,309 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 23.58 Evaluated at bid price : 23.97 Bid-YTW : 3.96 % |
| CM.PR.R | FixedReset Disc | 101,586 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-16 Maturity Price : 22.88 Evaluated at bid price : 23.25 Bid-YTW : 4.10 % |
| There were 81 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 15.06 – 16.00 Spot Rate : 0.9400 Average : 0.5819 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 24.02 – 24.86 Spot Rate : 0.8400 Average : 0.5201 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 17.85 – 18.49 Spot Rate : 0.6400 Average : 0.3914 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 25.30 – 25.93 Spot Rate : 0.6300 Average : 0.4038 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 20.00 – 20.63 Spot Rate : 0.6300 Average : 0.4270 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 19.03 – 19.70 Spot Rate : 0.6700 Average : 0.4700 YTW SCENARIO |