| 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 | 0.0989 % | 2,497.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0989 % | 4,735.3 |
| Floater | 5.77 % | 5.97 % | 58,484 | 13.99 | 3 | 0.0989 % | 2,729.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2209 % | 3,649.7 |
| SplitShare | 4.78 % | 4.54 % | 72,753 | 2.93 | 5 | -0.2209 % | 4,358.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2209 % | 3,400.7 |
| Perpetual-Premium | 5.76 % | 5.86 % | 71,071 | 13.94 | 7 | 0.4556 % | 3,037.0 |
| Perpetual-Discount | 5.77 % | 5.81 % | 45,662 | 14.12 | 28 | 0.0327 % | 3,280.8 |
| FixedReset Disc | 5.89 % | 6.14 % | 107,459 | 13.65 | 27 | 0.4694 % | 3,194.2 |
| Insurance Straight | 5.71 % | 5.78 % | 65,611 | 14.23 | 22 | 0.3874 % | 3,186.2 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4694 % | 3,799.8 |
| FixedReset Prem | 6.00 % | 4.73 % | 87,972 | 2.38 | 21 | 0.0442 % | 2,643.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4694 % | 3,265.1 |
| FixedReset Ins Non | 5.27 % | 5.55 % | 83,541 | 14.26 | 14 | -0.2228 % | 3,139.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.D | Insurance Straight | -5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.84 % |
| GWO.PR.R | Insurance Straight | -5.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.05 % |
| POW.PR.B | Perpetual-Discount | -4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.87 Evaluated at bid price : 22.11 Bid-YTW : 6.07 % |
| SLF.PR.G | FixedReset Ins Non | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 5.96 % |
| POW.PR.D | Perpetual-Discount | -3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.97 % |
| GWO.PR.T | Insurance Straight | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.95 % |
| IFC.PR.A | FixedReset Ins Non | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.53 Evaluated at bid price : 21.90 Bid-YTW : 5.55 % |
| CU.PR.J | Perpetual-Discount | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.96 % |
| MFC.PR.F | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.80 % |
| ENB.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.55 Evaluated at bid price : 23.23 Bid-YTW : 6.27 % |
| FTS.PR.H | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.70 % |
| ENB.PR.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 6.43 % |
| CU.PR.C | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 24.20 Evaluated at bid price : 24.60 Bid-YTW : 5.64 % |
| MFC.PR.B | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 5.46 % |
| BN.PR.M | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 5.97 % |
| IFC.PR.F | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.94 Evaluated at bid price : 23.20 Bid-YTW : 5.74 % |
| CU.PR.F | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.63 % |
| ENB.PR.D | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.38 % |
| BN.PR.T | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 6.20 % |
| BN.PR.N | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.97 % |
| FTS.PR.G | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 23.43 Evaluated at bid price : 24.85 Bid-YTW : 5.42 % |
| IFC.PR.M | Perpetual-Premium | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 24.23 Evaluated at bid price : 24.61 Bid-YTW : 5.61 % |
| IFC.PR.G | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 5.20 % |
| ELF.PR.H | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.79 % |
| SLF.PR.E | Insurance Straight | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.43 % |
| GWO.PR.P | Insurance Straight | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 23.16 Evaluated at bid price : 23.46 Bid-YTW : 5.78 % |
| BN.PR.R | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.05 Evaluated at bid price : 22.63 Bid-YTW : 5.97 % |
| BN.PF.E | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.67 Evaluated at bid price : 23.60 Bid-YTW : 5.88 % |
| GWO.PR.G | Insurance Straight | 3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.80 % |
| GWO.PR.I | Insurance Straight | 3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.64 % |
| GWO.PR.H | Insurance Straight | 5.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 58,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.80 % |
| BN.PF.M | FixedReset Prem | 43,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.73 % |
| GWO.PR.G | Insurance Straight | 38,796 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.80 % |
| GWO.PR.M | Insurance Straight | 35,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 24.62 Evaluated at bid price : 24.88 Bid-YTW : 5.86 % |
| IFC.PR.A | FixedReset Ins Non | 28,980 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 21.53 Evaluated at bid price : 21.90 Bid-YTW : 5.55 % |
| FTS.PR.M | FixedReset Disc | 28,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-01 Maturity Price : 23.16 Evaluated at bid price : 24.64 Bid-YTW : 5.66 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 21.05 – 22.80 Spot Rate : 1.7500 Average : 1.1549 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 19.20 – 20.85 Spot Rate : 1.6500 Average : 1.1050 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 21.37 – 22.50 Spot Rate : 1.1300 Average : 0.6452 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 22.11 – 23.70 Spot Rate : 1.5900 Average : 1.1562 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 18.85 – 19.85 Spot Rate : 1.0000 Average : 0.6183 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 21.90 – 22.69 Spot Rate : 0.7900 Average : 0.5212 YTW SCENARIO |