| 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 | 1.3740 % | 2,689.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3740 % | 4,935.1 |
| Floater | 3.23 % | 3.24 % | 50,655 | 19.17 | 3 | 1.3740 % | 2,844.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2123 % | 3,712.1 |
| SplitShare | 4.62 % | 3.55 % | 34,089 | 0.97 | 6 | 0.2123 % | 4,433.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2123 % | 3,458.9 |
| Perpetual-Premium | 4.99 % | -15.53 % | 51,927 | 0.09 | 34 | -0.0341 % | 3,326.6 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0341 % | 4,003.4 |
| FixedReset Disc | 3.87 % | 3.56 % | 100,957 | 17.57 | 39 | 0.4771 % | 2,883.3 |
| Insurance Straight | 4.87 % | -11.06 % | 86,349 | 0.09 | 19 | -0.3629 % | 3,739.7 |
| FloatingReset | 3.12 % | 3.14 % | 32,351 | 19.42 | 1 | -3.9227 % | 2,552.9 |
| FixedReset Prem | 4.65 % | 2.81 % | 132,065 | 2.43 | 33 | 0.2080 % | 2,772.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4771 % | 2,947.3 |
| FixedReset Ins Non | 4.08 % | 3.48 % | 89,942 | 17.80 | 19 | 0.0214 % | 2,965.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 16.41 Evaluated at bid price : 16.41 Bid-YTW : 3.14 % |
| BAM.PR.T | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.25 % |
| GWO.PR.F | Insurance Straight | -2.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : -40.63 % |
| MFC.PR.N | FixedReset Ins Non | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 22.84 Evaluated at bid price : 23.85 Bid-YTW : 3.53 % |
| SLF.PR.H | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 22.28 Evaluated at bid price : 23.00 Bid-YTW : 3.48 % |
| GWO.PR.N | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 16.06 Evaluated at bid price : 16.06 Bid-YTW : 3.50 % |
| GWO.PR.S | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.50 Evaluated at bid price : 26.40 Bid-YTW : -33.72 % |
| IFC.PR.E | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.36 Bid-YTW : 3.17 % |
| BAM.PR.X | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.03 % |
| PWF.PR.S | Perpetual-Premium | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.25 Evaluated at bid price : 25.80 Bid-YTW : -11.41 % |
| TRP.PR.E | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.09 % |
| IFC.PR.A | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.34 % |
| FTS.PR.H | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 16.07 Evaluated at bid price : 16.07 Bid-YTW : 3.76 % |
| BAM.PR.Z | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 24.44 Evaluated at bid price : 24.78 Bid-YTW : 4.11 % |
| CU.PR.C | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 22.20 Evaluated at bid price : 22.91 Bid-YTW : 3.76 % |
| RS.PR.A | SplitShare | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.50 Bid-YTW : 3.99 % |
| TD.PF.B | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 23.26 Evaluated at bid price : 24.59 Bid-YTW : 3.38 % |
| TD.PF.L | FixedReset Prem | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.92 Bid-YTW : 2.47 % |
| RY.PR.M | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.35 % |
| BAM.PR.R | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.09 % |
| BAM.PF.F | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 23.09 Evaluated at bid price : 24.25 Bid-YTW : 4.00 % |
| CM.PR.T | FixedReset Prem | 1.83 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.69 Bid-YTW : 2.35 % |
| BAM.PF.G | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 22.63 Evaluated at bid price : 23.49 Bid-YTW : 3.99 % |
| TRP.PR.D | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 4.00 % |
| TRP.PR.B | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 13.64 Evaluated at bid price : 13.64 Bid-YTW : 4.10 % |
| BAM.PR.B | Floater | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 13.53 Evaluated at bid price : 13.53 Bid-YTW : 3.18 % |
| BAM.PR.C | Floater | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 13.29 Evaluated at bid price : 13.29 Bid-YTW : 3.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.M | FixedReset Prem | 123,460 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.24 % |
| PWF.PR.P | FixedReset Disc | 53,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 3.58 % |
| GWO.PR.H | Insurance Straight | 40,660 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : -21.66 % |
| SLF.PR.E | Insurance Straight | 36,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -18.55 % |
| CM.PR.Q | FixedReset Disc | 36,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.69 Bid-YTW : 3.44 % |
| CU.PR.C | FixedReset Disc | 34,525 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-01 Maturity Price : 22.20 Evaluated at bid price : 22.91 Bid-YTW : 3.76 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.F | FloatingReset | Quote: 16.41 – 17.75 Spot Rate : 1.3400 Average : 0.8309 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 26.10 – 27.03 Spot Rate : 0.9300 Average : 0.5365 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.70 Spot Rate : 1.5000 Average : 1.1757 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 27.21 – 28.21 Spot Rate : 1.0000 Average : 0.7011 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.02 – 13.80 Spot Rate : 0.7800 Average : 0.4978 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 18.75 – 19.42 Spot Rate : 0.6700 Average : 0.3981 YTW SCENARIO |