| 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 | -0.1214 % | 1,633.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1214 % | 2,997.1 |
| Floater | 5.21 % | 5.27 % | 39,645 | 15.04 | 3 | -0.1214 % | 1,727.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,534.9 |
| SplitShare | 4.80 % | 4.68 % | 51,812 | 3.55 | 8 | -0.0050 % | 4,221.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0050 % | 3,293.8 |
| Perpetual-Premium | 5.29 % | -1.74 % | 88,220 | 0.09 | 17 | 0.0138 % | 3,198.5 |
| Perpetual-Discount | 5.10 % | 5.00 % | 79,260 | 15.02 | 17 | 0.4329 % | 3,606.9 |
| FixedReset Disc | 5.44 % | 4.12 % | 130,598 | 16.59 | 65 | -0.3319 % | 2,125.0 |
| Deemed-Retractible | 5.07 % | 4.83 % | 120,314 | 15.24 | 22 | 0.0074 % | 3,501.8 |
| FloatingReset | 1.97 % | 2.43 % | 42,664 | 1.26 | 3 | -0.0168 % | 1,796.9 |
| FixedReset Prem | 5.20 % | 3.27 % | 266,226 | 0.81 | 14 | 0.1491 % | 2,652.0 |
| FixedReset Bank Non | 1.94 % | 2.24 % | 130,322 | 1.25 | 2 | 0.0000 % | 2,859.4 |
| FixedReset Ins Non | 5.44 % | 4.15 % | 80,655 | 16.62 | 22 | -0.0275 % | 2,220.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -36.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 6.32 % |
| IAF.PR.G | FixedReset Ins Non | -4.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 4.49 % |
| PWF.PR.P | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 4.83 % |
| NA.PR.W | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 4.26 % |
| BMO.PR.D | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 22.74 Evaluated at bid price : 23.10 Bid-YTW : 3.93 % |
| MFC.PR.F | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 10.83 Evaluated at bid price : 10.83 Bid-YTW : 4.13 % |
| BAM.PR.R | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 5.02 % |
| CU.PR.D | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 24.54 Evaluated at bid price : 24.80 Bid-YTW : 5.00 % |
| CU.PR.C | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.21 % |
| CM.PR.Q | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.08 % |
| TD.PF.I | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 22.35 Evaluated at bid price : 22.65 Bid-YTW : 3.82 % |
| TD.PF.D | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 4.01 % |
| CU.PR.F | Perpetual-Discount | 6.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 23.06 Evaluated at bid price : 23.50 Bid-YTW : 4.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 511,872 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.27 % |
| CM.PR.R | FixedReset Disc | 197,320 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 22.94 Evaluated at bid price : 23.32 Bid-YTW : 4.06 % |
| BMO.PR.C | FixedReset Disc | 99,249 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 23.61 Evaluated at bid price : 24.00 Bid-YTW : 3.93 % |
| MFC.PR.M | FixedReset Ins Non | 66,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.08 % |
| TD.PF.J | FixedReset Disc | 42,395 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.07 % |
| TRP.PR.K | FixedReset Disc | 29,461 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-22 Maturity Price : 23.66 Evaluated at bid price : 24.90 Bid-YTW : 4.92 % |
| There were 21 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 – 18.99 Spot Rate : 7.0100 Average : 3.9201 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 18.25 – 19.40 Spot Rate : 1.1500 Average : 0.7255 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 24.43 – 24.90 Spot Rate : 0.4700 Average : 0.3124 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 24.75 – 25.26 Spot Rate : 0.5100 Average : 0.3669 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 18.20 – 18.60 Spot Rate : 0.4000 Average : 0.2678 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 25.00 – 25.60 Spot Rate : 0.6000 Average : 0.4742 YTW SCENARIO |