| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.5010 % | 2,313.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5010 % | 4,436.8 |
| Floater | 8.65 % | 8.85 % | 53,565 | 10.44 | 2 | 0.5010 % | 2,556.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3880 % | 3,261.0 |
| SplitShare | 5.21 % | 7.51 % | 43,812 | 2.81 | 8 | 0.3880 % | 3,894.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3880 % | 3,038.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4239 % | 2,583.4 |
| Perpetual-Discount | 6.59 % | 6.74 % | 81,992 | 12.87 | 34 | 0.4239 % | 2,817.0 |
| FixedReset Disc | 5.55 % | 7.81 % | 92,711 | 11.90 | 63 | 0.1202 % | 2,170.7 |
| Insurance Straight | 6.52 % | 6.72 % | 85,984 | 12.84 | 18 | 0.0910 % | 2,759.4 |
| FloatingReset | 9.19 % | 9.74 % | 41,295 | 9.65 | 2 | -0.1274 % | 2,544.5 |
| FixedReset Prem | 6.60 % | 6.10 % | 402,116 | 4.21 | 1 | 1.5008 % | 2,391.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1202 % | 2,218.9 |
| FixedReset Ins Non | 5.47 % | 7.79 % | 45,847 | 12.07 | 14 | 0.4306 % | 2,297.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -6.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.06 % |
| BAM.PF.G | FixedReset Disc | -3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 9.42 % |
| BAM.PF.I | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 7.89 % |
| TRP.PR.B | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 10.96 Evaluated at bid price : 10.96 Bid-YTW : 9.33 % |
| MFC.PR.Q | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 7.89 % |
| BNS.PR.I | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 7.16 % |
| PVS.PR.I | SplitShare | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.27 Bid-YTW : 7.38 % |
| TD.PF.E | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.43 % |
| PVS.PR.G | SplitShare | 1.14 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.01 Bid-YTW : 7.68 % |
| MFC.PR.F | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 8.05 % |
| MFC.PR.K | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 7.64 % |
| TRP.PR.F | FloatingReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 9.74 % |
| POW.PR.B | Perpetual-Discount | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 6.75 % |
| CU.PR.F | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.56 % |
| SLF.PR.G | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 13.08 Evaluated at bid price : 13.08 Bid-YTW : 8.09 % |
| NA.PR.C | FixedReset Prem | 1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 6.10 % |
| TD.PF.L | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 22.81 Evaluated at bid price : 23.25 Bid-YTW : 7.05 % |
| CM.PR.Y | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 23.81 Evaluated at bid price : 24.17 Bid-YTW : 7.05 % |
| SLF.PR.H | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 7.81 % |
| BAM.PR.M | Perpetual-Discount | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.65 % |
| TD.PF.M | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 23.63 Evaluated at bid price : 24.00 Bid-YTW : 7.06 % |
| BAM.PR.R | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 9.07 % |
| BIP.PR.E | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.58 % |
| MFC.PR.L | FixedReset Ins Non | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 7.99 % |
| PVS.PR.H | SplitShare | 3.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 8.07 % |
| BMO.PR.Y | FixedReset Disc | 6.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.B | FixedReset Disc | 329,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 10.96 Evaluated at bid price : 10.96 Bid-YTW : 9.33 % |
| TRP.PR.A | FixedReset Disc | 251,380 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 14.07 Evaluated at bid price : 14.07 Bid-YTW : 8.97 % |
| MFC.PR.I | FixedReset Ins Non | 76,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 21.75 Evaluated at bid price : 22.15 Bid-YTW : 6.93 % |
| TD.PF.C | FixedReset Disc | 58,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.92 % |
| TRP.PR.D | FixedReset Disc | 39,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 15.54 Evaluated at bid price : 15.54 Bid-YTW : 9.04 % |
| FTS.PR.G | FixedReset Disc | 35,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-22 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 8.02 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 18.45 – 22.15 Spot Rate : 3.7000 Average : 2.1426 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 20.45 – 23.50 Spot Rate : 3.0500 Average : 1.8744 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 17.24 – 18.50 Spot Rate : 1.2600 Average : 0.7607 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 17.50 – 19.00 Spot Rate : 1.5000 Average : 1.0787 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 15.10 – 16.09 Spot Rate : 0.9900 Average : 0.7102 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.02 – 13.10 Spot Rate : 1.0800 Average : 0.8176 YTW SCENARIO |