| 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 | 0.1589 % | 2,270.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1589 % | 4,420.4 |
| Floater | 7.22 % | 7.58 % | 31,638 | 11.75 | 4 | 0.1589 % | 2,547.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2547 % | 3,603.3 |
| SplitShare | 4.84 % | 4.96 % | 68,196 | 1.88 | 9 | 0.2547 % | 4,303.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2547 % | 3,357.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2035 % | 2,956.8 |
| Perpetual-Discount | 5.81 % | 5.96 % | 57,734 | 13.93 | 32 | -0.2035 % | 3,224.2 |
| FixedReset Disc | 5.50 % | 6.27 % | 119,558 | 13.28 | 49 | 0.4118 % | 2,837.3 |
| Insurance Straight | 5.73 % | 5.80 % | 79,677 | 14.22 | 21 | 0.4781 % | 3,161.3 |
| FloatingReset | 5.63 % | 5.67 % | 64,705 | 13.73 | 4 | 0.0662 % | 3,622.3 |
| FixedReset Prem | 5.79 % | 5.28 % | 168,113 | 13.88 | 10 | -0.0783 % | 2,586.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4118 % | 2,900.3 |
| FixedReset Ins Non | 5.24 % | 5.61 % | 72,625 | 14.25 | 14 | -0.0067 % | 2,885.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.K | Insurance Straight | -7.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 6.17 % |
| PWF.PR.R | Perpetual-Discount | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 6.19 % |
| MFC.PR.I | FixedReset Ins Non | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 22.95 Evaluated at bid price : 23.80 Bid-YTW : 5.83 % |
| PWF.PR.Z | Perpetual-Discount | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 6.09 % |
| PWF.PR.E | Perpetual-Discount | -2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 5.97 % |
| CM.PR.S | FixedReset Prem | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 25.07 Evaluated at bid price : 25.07 Bid-YTW : 5.28 % |
| BN.PF.B | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.73 Evaluated at bid price : 22.07 Bid-YTW : 6.35 % |
| POW.PR.A | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.97 % |
| GWO.PR.L | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.87 % |
| PVS.PR.J | SplitShare | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.01 % |
| GWO.PR.H | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 5.77 % |
| GWO.PR.Q | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.90 Evaluated at bid price : 22.14 Bid-YTW : 5.82 % |
| MFC.PR.B | Insurance Straight | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 5.63 % |
| PWF.PR.L | Perpetual-Discount | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.47 Evaluated at bid price : 21.73 Bid-YTW : 5.94 % |
| IFC.PR.C | FixedReset Ins Non | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 5.86 % |
| GWO.PR.G | Insurance Straight | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 5.83 % |
| SLF.PR.D | Insurance Straight | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 5.47 % |
| GWO.PR.I | Insurance Straight | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 5.64 % |
| PWF.PR.P | FixedReset Disc | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 6.54 % |
| ENB.PR.B | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.86 % |
| CCS.PR.C | Insurance Straight | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.83 % |
| BN.PF.G | FixedReset Disc | 16.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.M | SplitShare | 135,722 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 5.09 % |
| FFH.PR.F | FloatingReset | 95,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 3.34 % |
| CU.PR.I | FixedReset Disc | 78,260 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 6.31 % |
| ENB.PF.C | FixedReset Disc | 62,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 6.87 % |
| PVS.PR.G | SplitShare | 45,010 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-06 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.45 % |
| ENB.PR.J | FixedReset Disc | 21,334 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-07 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 6.62 % |
| There were 12 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 |
| CU.PR.F | Perpetual-Discount | Quote: 19.63 – 23.88 Spot Rate : 4.2500 Average : 3.1088 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 21.65 – 24.01 Spot Rate : 2.3600 Average : 1.5704 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 23.80 – 24.95 Spot Rate : 1.1500 Average : 0.7147 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 22.51 – 23.51 Spot Rate : 1.0000 Average : 0.5790 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 22.35 – 23.37 Spot Rate : 1.0200 Average : 0.6126 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 23.30 – 24.13 Spot Rate : 0.8300 Average : 0.4978 YTW SCENARIO |