| 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 | -0.2180 % | 2,267.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2180 % | 4,413.4 |
| Floater | 7.23 % | 7.61 % | 30,955 | 11.72 | 4 | -0.2180 % | 2,543.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0134 % | 3,594.1 |
| SplitShare | 4.85 % | 5.17 % | 63,337 | 1.88 | 9 | 0.0134 % | 4,292.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0134 % | 3,348.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0057 % | 2,962.8 |
| Perpetual-Discount | 5.80 % | 5.92 % | 57,180 | 13.95 | 32 | 0.0057 % | 3,230.8 |
| FixedReset Disc | 5.52 % | 6.26 % | 120,995 | 13.18 | 49 | -0.5726 % | 2,825.7 |
| Insurance Straight | 5.75 % | 5.81 % | 77,757 | 14.22 | 21 | -0.2166 % | 3,146.3 |
| FloatingReset | 5.64 % | 5.69 % | 59,767 | 13.74 | 4 | -0.5490 % | 3,619.9 |
| FixedReset Prem | 5.78 % | 5.35 % | 164,595 | 13.87 | 10 | -0.0743 % | 2,588.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5726 % | 2,888.4 |
| FixedReset Ins Non | 5.24 % | 5.61 % | 71,999 | 14.25 | 14 | 0.1809 % | 2,886.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.G | FixedReset Disc | -14.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.66 % |
| ENB.PR.H | FixedReset Disc | -4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.56 % |
| CCS.PR.C | Insurance Straight | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.02 % |
| MFC.PR.M | FixedReset Ins Non | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 21.49 Evaluated at bid price : 21.79 Bid-YTW : 5.92 % |
| CU.PR.C | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.22 % |
| ENB.PR.B | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.09 % |
| PWF.PR.L | Perpetual-Discount | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.09 % |
| CU.PR.D | Perpetual-Discount | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 5.92 % |
| SLF.PR.D | Insurance Straight | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.63 % |
| GWO.PR.G | Insurance Straight | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.98 % |
| BN.PR.Z | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 22.17 Evaluated at bid price : 22.56 Bid-YTW : 6.42 % |
| POW.PR.G | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 6.01 % |
| FFH.PR.J | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.73 Evaluated at bid price : 24.10 Bid-YTW : 6.03 % |
| CU.PR.F | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.79 % |
| GWO.PR.L | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.93 % |
| POW.PR.C | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 24.35 Evaluated at bid price : 24.66 Bid-YTW : 5.97 % |
| IFC.PR.K | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.01 Evaluated at bid price : 23.36 Bid-YTW : 5.71 % |
| CU.PR.G | Perpetual-Discount | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 5.76 % |
| PWF.PR.S | Perpetual-Discount | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.92 % |
| SLF.PR.G | FixedReset Ins Non | 10.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 5.92 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.M | SplitShare | 211,520 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.17 % |
| RY.PR.M | FixedReset Disc | 65,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.82 Evaluated at bid price : 24.41 Bid-YTW : 5.28 % |
| TD.PF.I | FixedReset Prem | 35,788 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 5.45 % |
| IFC.PR.E | Insurance Straight | 33,297 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.45 Evaluated at bid price : 23.71 Bid-YTW : 5.57 % |
| ENB.PF.E | FixedReset Disc | 30,759 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 7.01 % |
| BMO.PR.Y | FixedReset Disc | 30,125 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-06 Maturity Price : 23.93 Evaluated at bid price : 24.61 Bid-YTW : 5.36 % |
| There were 10 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.PF.G | FixedReset Disc | Quote: 18.00 – 21.10 Spot Rate : 3.1000 Average : 1.7566 YTW SCENARIO |
| ENB.PR.H | FixedReset Disc | Quote: 19.51 – 20.69 Spot Rate : 1.1800 Average : 0.7568 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.79 – 22.79 Spot Rate : 1.0000 Average : 0.6703 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.16 – 25.00 Spot Rate : 0.8400 Average : 0.5631 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 20.80 – 22.25 Spot Rate : 1.4500 Average : 1.1878 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.50 – 21.35 Spot Rate : 0.8500 Average : 0.6476 YTW SCENARIO |