| 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 | -0.6183 % | 2,821.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6183 % | 5,176.7 |
| Floater | 3.08 % | 3.10 % | 69,491 | 19.46 | 3 | -0.6183 % | 2,983.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1690 % | 3,711.6 |
| SplitShare | 4.62 % | 4.30 % | 58,312 | 3.86 | 5 | -0.1690 % | 4,432.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1690 % | 3,458.3 |
| Perpetual-Premium | 5.08 % | -6.51 % | 56,036 | 0.09 | 32 | -0.0343 % | 3,273.3 |
| Perpetual-Discount | 4.74 % | 4.62 % | 2,379,307 | 16.14 | 2 | 0.0000 % | 3,845.7 |
| FixedReset Disc | 3.78 % | 3.89 % | 117,828 | 16.86 | 40 | 0.4029 % | 2,936.0 |
| Insurance Straight | 4.94 % | 4.46 % | 83,487 | 3.51 | 20 | 0.0991 % | 3,677.1 |
| FloatingReset | 2.52 % | 2.83 % | 26,233 | 20.14 | 2 | 1.4164 % | 2,905.7 |
| FixedReset Prem | 4.69 % | 2.55 % | 128,451 | 1.97 | 30 | 0.0813 % | 2,762.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4029 % | 3,001.1 |
| FixedReset Ins Non | 4.02 % | 3.87 % | 95,076 | 16.84 | 19 | 0.1072 % | 2,997.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 4.52 % |
| BAM.PR.B | Floater | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |
| PVS.PR.I | SplitShare | -1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.30 % |
| PWF.PR.H | Perpetual-Premium | -1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : -24.20 % |
| BAM.PR.K | Floater | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 13.92 Evaluated at bid price : 13.92 Bid-YTW : 3.10 % |
| IFC.PR.F | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 26.10 Bid-YTW : 4.46 % |
| TD.PF.B | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.13 Evaluated at bid price : 24.25 Bid-YTW : 3.85 % |
| BIP.PR.E | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.80 Evaluated at bid price : 25.10 Bid-YTW : 4.96 % |
| TRP.PR.F | FloatingReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 2.83 % |
| IFC.PR.A | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 3.88 % |
| BAM.PR.R | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 4.41 % |
| BNS.PR.I | FixedReset Prem | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 3.74 % |
| BAM.PR.C | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 3.06 % |
| PWF.PR.P | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 3.95 % |
| PVS.PR.J | SplitShare | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 4.31 % |
| BAM.PF.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.24 Evaluated at bid price : 24.37 Bid-YTW : 4.28 % |
| MFC.PR.I | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.43 % |
| SLF.PR.H | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 22.40 Evaluated at bid price : 23.22 Bid-YTW : 3.77 % |
| FTS.PR.K | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 22.19 Evaluated at bid price : 22.50 Bid-YTW : 4.07 % |
| FTS.PR.H | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 4.14 % |
| BAM.PF.E | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 22.31 Evaluated at bid price : 22.87 Bid-YTW : 4.37 % |
| FTS.PR.G | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.08 Evaluated at bid price : 23.45 Bid-YTW : 4.02 % |
| BAM.PR.X | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.45 % |
| SLF.PR.J | FloatingReset | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 2.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 324,968 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.17 Evaluated at bid price : 24.44 Bid-YTW : 3.77 % |
| TD.PF.C | FixedReset Disc | 158,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.23 Evaluated at bid price : 24.68 Bid-YTW : 3.76 % |
| BNS.PR.H | FixedReset Prem | 142,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 1.56 % |
| NA.PR.W | FixedReset Disc | 72,392 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-01 Maturity Price : 23.09 Evaluated at bid price : 24.35 Bid-YTW : 3.82 % |
| CM.PR.T | FixedReset Prem | 44,075 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 2.66 % |
| RY.PR.J | FixedReset Disc | 37,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 3.34 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.E | FixedReset Prem | Quote: 25.10 – 26.05 Spot Rate : 0.9500 Average : 0.7513 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 21.10 – 21.95 Spot Rate : 0.8500 Average : 0.6742 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 21.43 – 22.61 Spot Rate : 1.1800 Average : 1.0112 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 13.75 – 14.43 Spot Rate : 0.6800 Average : 0.5174 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 26.10 – 26.58 Spot Rate : 0.4800 Average : 0.3238 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.61 – 26.23 Spot Rate : 0.6200 Average : 0.4646 YTW SCENARIO |