| 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 | 3.11 % | 3.63 % | 39,352 | 19.90 | 1 | -0.6552 % | 2,807.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.2934 % | 5,066.4 |
| Floater | 3.14 % | 3.10 % | 71,765 | 19.47 | 3 | -2.2934 % | 2,919.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1208 % | 3,655.8 |
| SplitShare | 4.70 % | 4.33 % | 43,997 | 3.59 | 6 | 0.1208 % | 4,365.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1208 % | 3,406.4 |
| Perpetual-Premium | 5.17 % | -6.19 % | 44,117 | 0.09 | 23 | 0.1208 % | 3,249.5 |
| Perpetual-Discount | 4.78 % | 4.82 % | 57,275 | 15.80 | 11 | 0.1188 % | 3,842.2 |
| FixedReset Disc | 4.17 % | 3.93 % | 116,785 | 17.36 | 42 | -1.1078 % | 2,702.8 |
| Insurance Straight | 4.98 % | 4.56 % | 92,201 | 15.71 | 19 | 0.1011 % | 3,645.8 |
| FloatingReset | 2.63 % | 2.22 % | 34,046 | 21.83 | 2 | -1.5083 % | 2,650.1 |
| FixedReset Prem | 4.76 % | 3.73 % | 120,051 | 2.27 | 28 | 0.0183 % | 2,704.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1078 % | 2,762.8 |
| FixedReset Ins Non | 4.17 % | 3.79 % | 85,734 | 17.59 | 18 | -0.0483 % | 2,904.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -12.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.07 % |
| BAM.PF.A | FixedReset Disc | -12.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.10 % |
| BAM.PF.E | FixedReset Disc | -10.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.15 % |
| BNS.PR.I | FixedReset Prem | -5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 23.13 Evaluated at bid price : 24.00 Bid-YTW : 3.88 % |
| BAM.PR.K | Floater | -5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 13.26 Evaluated at bid price : 13.26 Bid-YTW : 3.23 % |
| TRP.PR.C | FixedReset Disc | -4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 14.37 Evaluated at bid price : 14.37 Bid-YTW : 4.48 % |
| BAM.PF.G | FixedReset Disc | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.62 % |
| SLF.PR.H | FixedReset Ins Non | -3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 3.79 % |
| TRP.PR.F | FloatingReset | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.01 % |
| TRP.PR.E | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 4.47 % |
| FTS.PR.G | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 4.04 % |
| MFC.PR.L | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.92 Evaluated at bid price : 22.17 Bid-YTW : 3.82 % |
| TRP.PR.B | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 4.46 % |
| BAM.PF.B | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.49 Evaluated at bid price : 21.86 Bid-YTW : 4.42 % |
| MFC.PR.N | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.16 Evaluated at bid price : 22.61 Bid-YTW : 3.86 % |
| BAM.PR.R | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 4.66 % |
| FTS.PR.M | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 21.87 Evaluated at bid price : 22.15 Bid-YTW : 4.18 % |
| PWF.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.93 Evaluated at bid price : 23.25 Bid-YTW : 3.91 % |
| FTS.PR.K | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.13 % |
| BMO.PR.T | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.77 Evaluated at bid price : 23.51 Bid-YTW : 3.63 % |
| CU.PR.I | FixedReset Prem | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 3.47 % |
| RS.PR.A | SplitShare | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.51 Bid-YTW : 4.21 % |
| BAM.PF.C | Perpetual-Premium | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 24.59 Evaluated at bid price : 24.82 Bid-YTW : 4.89 % |
| CM.PR.Y | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.54 % |
| TD.PF.M | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.23 % |
| TD.PF.L | FixedReset Prem | 2.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.40 % |
| TD.PF.E | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 3.72 % |
| MFC.PR.F | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 3.54 % |
| MFC.PR.M | FixedReset Ins Non | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.78 Evaluated at bid price : 23.60 Bid-YTW : 3.74 % |
| BIP.PR.A | FixedReset Disc | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.38 Evaluated at bid price : 23.00 Bid-YTW : 4.96 % |
| TD.PF.A | FixedReset Disc | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.98 Evaluated at bid price : 23.96 Bid-YTW : 3.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Prem | 26,591 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 23.66 Evaluated at bid price : 25.11 Bid-YTW : 3.78 % |
| TD.PF.J | FixedReset Prem | 19,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 23.84 Evaluated at bid price : 25.15 Bid-YTW : 3.86 % |
| TD.PF.I | FixedReset Prem | 17,312 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.06 % |
| RY.PR.Z | FixedReset Disc | 15,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 23.05 Evaluated at bid price : 23.96 Bid-YTW : 3.52 % |
| RY.PR.J | FixedReset Disc | 13,006 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-20 Maturity Price : 22.84 Evaluated at bid price : 23.83 Bid-YTW : 3.93 % |
| TRP.PR.K | FixedReset Prem | 12,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 2.44 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.17 – 23.25 Spot Rate : 11.0800 Average : 8.6653 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 20.50 – 23.50 Spot Rate : 3.0000 Average : 1.6739 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.00 – 20.99 Spot Rate : 2.9900 Average : 1.7704 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 18.50 Spot Rate : 2.2000 Average : 1.3621 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 18.00 – 21.05 Spot Rate : 3.0500 Average : 2.2146 YTW SCENARIO |
| BNS.PR.I | FixedReset Prem | Quote: 24.00 – 25.55 Spot Rate : 1.5500 Average : 0.9194 YTW SCENARIO |