| 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 | -2.7172 % | 2,209.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.7172 % | 4,300.3 |
| Floater | 7.42 % | 7.75 % | 31,509 | 11.55 | 4 | -2.7172 % | 2,478.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0579 % | 3,601.2 |
| SplitShare | 4.84 % | 4.96 % | 68,948 | 1.87 | 9 | -0.0579 % | 4,300.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0579 % | 3,355.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1331 % | 2,960.7 |
| Perpetual-Discount | 5.80 % | 5.93 % | 55,634 | 13.94 | 32 | 0.1331 % | 3,228.5 |
| FixedReset Disc | 5.54 % | 6.23 % | 117,999 | 13.24 | 49 | -0.7501 % | 2,816.0 |
| Insurance Straight | 5.73 % | 5.80 % | 79,463 | 14.20 | 21 | -0.0415 % | 3,160.0 |
| FloatingReset | 5.53 % | 5.64 % | 64,279 | 13.91 | 4 | -0.7061 % | 3,596.7 |
| FixedReset Prem | 5.80 % | 5.36 % | 166,449 | 13.85 | 10 | -0.1411 % | 2,582.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7501 % | 2,878.6 |
| FixedReset Ins Non | 5.28 % | 5.61 % | 73,482 | 14.24 | 14 | -0.8530 % | 2,861.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PR.D | FixedReset Disc | -9.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.46 % |
| BN.PR.B | Floater | -8.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 8.35 % |
| SLF.PR.G | FixedReset Ins Non | -4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.27 % |
| ENB.PR.P | FixedReset Disc | -4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 7.02 % |
| SLF.PR.H | FixedReset Ins Non | -4.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.01 % |
| CCS.PR.C | Insurance Straight | -3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.03 % |
| BN.PF.F | FixedReset Disc | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.71 % |
| ENB.PR.F | FixedReset Disc | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.01 % |
| BN.PF.G | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.72 % |
| FTS.PR.K | FixedReset Disc | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 6.03 % |
| FTS.PR.F | Perpetual-Discount | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.73 Evaluated at bid price : 21.98 Bid-YTW : 5.61 % |
| ENB.PR.B | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.02 % |
| PWF.PR.T | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 22.05 Evaluated at bid price : 22.51 Bid-YTW : 5.77 % |
| IFC.PR.A | FixedReset Ins Non | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.19 Evaluated at bid price : 20.19 Bid-YTW : 5.61 % |
| BN.PR.C | Floater | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 7.75 % |
| NA.PR.E | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.19 Evaluated at bid price : 24.55 Bid-YTW : 5.41 % |
| FFH.PR.H | FloatingReset | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 5.64 % |
| BN.PF.E | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.64 % |
| BN.PR.K | Floater | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 7.78 % |
| FTS.PR.H | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 15.69 Evaluated at bid price : 15.69 Bid-YTW : 6.50 % |
| BN.PR.X | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 6.63 % |
| CU.PR.G | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.82 % |
| GWO.PR.Y | Insurance Straight | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.76 % |
| BIP.PR.E | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 22.82 Evaluated at bid price : 23.70 Bid-YTW : 6.13 % |
| IFC.PR.C | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 5.95 % |
| ELF.PR.H | Perpetual-Discount | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 22.68 Evaluated at bid price : 22.92 Bid-YTW : 6.10 % |
| GWO.PR.T | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.55 Evaluated at bid price : 21.90 Bid-YTW : 5.88 % |
| BN.PR.M | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.15 % |
| MFC.PR.L | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 22.01 Evaluated at bid price : 22.50 Bid-YTW : 5.61 % |
| ENB.PR.Y | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.88 % |
| MFC.PR.M | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.80 Evaluated at bid price : 22.22 Bid-YTW : 5.80 % |
| SLF.PR.E | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.39 % |
| BN.PF.B | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.91 Evaluated at bid price : 22.32 Bid-YTW : 6.28 % |
| MFC.PR.C | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 5.53 % |
| PWF.PR.P | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.46 % |
| CU.PR.C | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.13 % |
| SLF.PR.D | Insurance Straight | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 5.40 % |
| SLF.PR.C | Insurance Straight | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 5.35 % |
| BIP.PR.F | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 22.58 Evaluated at bid price : 23.40 Bid-YTW : 6.14 % |
| CU.PR.D | Perpetual-Discount | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.82 % |
| PWF.PR.Z | Perpetual-Discount | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.60 Evaluated at bid price : 21.97 Bid-YTW : 5.93 % |
| PWF.PR.R | Perpetual-Discount | 3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.04 Evaluated at bid price : 23.31 Bid-YTW : 5.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 89,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.19 Evaluated at bid price : 24.55 Bid-YTW : 5.41 % |
| CM.PR.Q | FixedReset Disc | 80,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 24.03 Evaluated at bid price : 24.73 Bid-YTW : 5.44 % |
| PVS.PR.M | SplitShare | 77,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 5.14 % |
| FFH.PR.I | FixedReset Disc | 70,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.18 Evaluated at bid price : 23.80 Bid-YTW : 5.69 % |
| ENB.PR.T | FixedReset Disc | 55,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.57 % |
| BMO.PR.E | FixedReset Prem | 45,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-10 Maturity Price : 23.58 Evaluated at bid price : 26.00 Bid-YTW : 5.36 % |
| There were 4 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 |
| ENB.PR.D | FixedReset Disc | Quote: 17.25 – 19.09 Spot Rate : 1.8400 Average : 1.0736 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.5801 YTW SCENARIO |
| BN.PR.B | Floater | Quote: 11.20 – 12.20 Spot Rate : 1.0000 Average : 0.5858 YTW SCENARIO |
| ENB.PR.P | FixedReset Disc | Quote: 19.24 – 20.24 Spot Rate : 1.0000 Average : 0.6167 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 21.65 – 24.01 Spot Rate : 2.3600 Average : 1.9834 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.25 – 20.25 Spot Rate : 1.0000 Average : 0.6556 YTW SCENARIO |