| 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 | 0.3175 % | 1,893.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3175 % | 3,473.6 |
| Floater | 4.52 % | 4.58 % | 58,541 | 16.19 | 2 | 0.3175 % | 2,001.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1421 % | 3,596.7 |
| SplitShare | 4.82 % | 4.40 % | 40,448 | 3.86 | 9 | -0.1421 % | 4,295.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1421 % | 3,351.3 |
| Perpetual-Premium | 5.33 % | 1.54 % | 76,921 | 0.22 | 19 | 0.0309 % | 3,198.3 |
| Perpetual-Discount | 4.95 % | 5.01 % | 77,344 | 15.43 | 12 | 0.3651 % | 3,700.2 |
| FixedReset Disc | 5.07 % | 3.92 % | 131,657 | 17.22 | 56 | -0.0681 % | 2,297.7 |
| Insurance Straight | 5.01 % | 4.67 % | 94,310 | 4.95 | 22 | -0.0164 % | 3,587.0 |
| FloatingReset | 1.95 % | 2.04 % | 43,687 | 1.15 | 3 | 0.0165 % | 1,841.5 |
| FixedReset Prem | 5.15 % | 2.82 % | 202,467 | 0.71 | 22 | -0.1769 % | 2,674.2 |
| FixedReset Bank Non | 1.94 % | 2.07 % | 180,361 | 1.14 | 2 | -0.0602 % | 2,867.7 |
| FixedReset Ins Non | 5.13 % | 3.91 % | 80,520 | 17.18 | 22 | 0.6678 % | 2,381.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.F | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 22.73 Evaluated at bid price : 23.53 Bid-YTW : 5.38 % |
| TRP.PR.B | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 9.10 Evaluated at bid price : 9.10 Bid-YTW : 4.69 % |
| BAM.PR.X | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 4.65 % |
| TD.PF.C | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 3.66 % |
| GWO.PR.R | Insurance Straight | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 24.32 Evaluated at bid price : 24.59 Bid-YTW : 4.87 % |
| BMO.PR.W | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 3.66 % |
| BAM.PR.N | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 5.05 % |
| BAM.PF.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.70 % |
| SLF.PR.H | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.77 % |
| MFC.PR.N | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 3.89 % |
| SLF.PR.D | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.53 % |
| BAM.PF.B | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.74 % |
| MFC.PR.J | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 3.95 % |
| MFC.PR.M | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 3.92 % |
| MFC.PR.I | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 3.82 % |
| BAM.PF.F | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.79 % |
| BAM.PR.Z | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.77 % |
| MFC.PR.K | FixedReset Ins Non | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 3.90 % |
| TRP.PR.A | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 5.01 % |
| IFC.PR.A | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 4.11 % |
| RY.PR.J | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 3.73 % |
| BAM.PF.E | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 4.86 % |
| IFC.PR.C | FixedReset Ins Non | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.15 % |
| BAM.PF.C | Perpetual-Discount | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 23.74 Evaluated at bid price : 24.17 Bid-YTW : 5.08 % |
| BAM.PF.G | FixedReset Disc | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 4.77 % |
| TD.PF.D | FixedReset Disc | 4.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 3.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.C | FixedReset Disc | 199,258 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 10.10 Evaluated at bid price : 10.10 Bid-YTW : 4.94 % |
| NA.PR.A | FixedReset Prem | 165,127 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 2.82 % |
| TRP.PR.B | FixedReset Disc | 103,661 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 9.10 Evaluated at bid price : 9.10 Bid-YTW : 4.69 % |
| NA.PR.C | FixedReset Disc | 65,245 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 23.57 Evaluated at bid price : 24.91 Bid-YTW : 3.86 % |
| NA.PR.E | FixedReset Disc | 47,545 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 3.94 % |
| TD.PF.B | FixedReset Disc | 46,462 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-04 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 3.65 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 21.84 – 22.50 Spot Rate : 0.6600 Average : 0.4071 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 23.53 – 24.20 Spot Rate : 0.6700 Average : 0.4617 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.36 – 25.90 Spot Rate : 0.5400 Average : 0.3803 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 10.10 – 10.57 Spot Rate : 0.4700 Average : 0.3219 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.13 – 18.49 Spot Rate : 0.3600 Average : 0.2300 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 19.75 – 20.40 Spot Rate : 0.6500 Average : 0.5210 YTW SCENARIO |