| 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 | -0.7654 % | 2,478.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7654 % | 4,699.1 |
| Floater | 5.81 % | 5.97 % | 56,543 | 13.98 | 3 | -0.7654 % | 2,708.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1581 % | 3,655.5 |
| SplitShare | 4.78 % | 4.54 % | 72,501 | 2.93 | 5 | 0.1581 % | 4,365.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1581 % | 3,406.1 |
| Perpetual-Premium | 5.78 % | 5.85 % | 70,366 | 14.14 | 7 | -0.3732 % | 3,025.7 |
| Perpetual-Discount | 5.76 % | 5.80 % | 45,124 | 14.18 | 28 | 0.2321 % | 3,288.4 |
| FixedReset Disc | 5.90 % | 6.14 % | 103,480 | 13.65 | 27 | -0.1067 % | 3,190.8 |
| Insurance Straight | 5.71 % | 5.77 % | 64,878 | 14.27 | 22 | 0.0083 % | 3,186.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1067 % | 3,795.8 |
| FixedReset Prem | 6.02 % | 4.73 % | 88,780 | 2.38 | 21 | -0.2741 % | 2,636.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1067 % | 3,261.6 |
| FixedReset Ins Non | 5.27 % | 5.59 % | 80,319 | 14.29 | 14 | 0.0092 % | 3,139.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.S | Insurance Straight | -5.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.29 Evaluated at bid price : 21.56 Bid-YTW : 6.12 % |
| BN.PR.Z | FixedReset Prem | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.64 Evaluated at bid price : 24.00 Bid-YTW : 6.38 % |
| ENB.PF.C | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.69 Evaluated at bid price : 22.00 Bid-YTW : 6.55 % |
| NA.PR.I | FixedReset Prem | -3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.53 Evaluated at bid price : 25.50 Bid-YTW : 5.97 % |
| CU.PR.C | FixedReset Disc | -2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.37 Evaluated at bid price : 23.87 Bid-YTW : 5.81 % |
| BN.PR.N | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 6.09 % |
| PWF.PR.P | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.93 % |
| IFC.PR.G | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.55 Evaluated at bid price : 25.06 Bid-YTW : 5.68 % |
| IFC.PR.M | Perpetual-Premium | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.89 Evaluated at bid price : 24.25 Bid-YTW : 5.69 % |
| PWF.PR.A | Floater | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.65 % |
| ELF.PR.H | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 5.86 % |
| CU.PR.F | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.70 % |
| POW.PR.G | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.83 % |
| SLF.PR.C | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.46 % |
| PWF.PR.S | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.81 % |
| IFC.PR.A | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.77 Evaluated at bid price : 22.25 Bid-YTW : 5.46 % |
| ENB.PR.P | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 22.65 Evaluated at bid price : 23.35 Bid-YTW : 6.14 % |
| CU.PR.J | Perpetual-Discount | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 5.80 % |
| POW.PR.D | Perpetual-Discount | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.77 % |
| GWO.PR.R | Insurance Straight | 4.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.77 % |
| POW.PR.B | Perpetual-Discount | 4.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.78 % |
| SLF.PR.D | Insurance Straight | 6.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 5.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 89,876 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 21.69 Evaluated at bid price : 22.00 Bid-YTW : 6.55 % |
| MFC.PR.F | FixedReset Ins Non | 42,920 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.80 % |
| BN.PF.M | FixedReset Prem | 40,100 | 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.M | Insurance Straight | 16,242 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-02 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.89 % |
| NA.PR.S | FixedReset Prem | 11,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 4.84 % |
| PVS.PR.K | SplitShare | 10,857 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.54 % |
| There were 1 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 |
| BN.PR.Z | FixedReset Prem | Quote: 24.00 – 25.29 Spot Rate : 1.2900 Average : 0.7830 YTW SCENARIO |
| NA.PR.I | FixedReset Prem | Quote: 25.50 – 26.50 Spot Rate : 1.0000 Average : 0.5841 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 25.25 – 26.25 Spot Rate : 1.0000 Average : 0.6152 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 23.87 – 24.87 Spot Rate : 1.0000 Average : 0.6415 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 21.56 – 22.89 Spot Rate : 1.3300 Average : 1.0033 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 22.47 – 23.65 Spot Rate : 1.1800 Average : 0.8807 YTW SCENARIO |