| 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 | 1.9164 % | 2,251.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.9164 % | 4,382.7 |
| Floater | 7.28 % | 7.71 % | 31,292 | 11.60 | 4 | 1.9164 % | 2,525.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4370 % | 3,585.4 |
| SplitShare | 4.86 % | 5.11 % | 68,894 | 1.85 | 9 | -0.4370 % | 4,281.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4370 % | 3,340.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0962 % | 2,957.9 |
| Perpetual-Discount | 5.81 % | 5.95 % | 56,165 | 13.93 | 32 | -0.0962 % | 3,225.4 |
| FixedReset Disc | 5.52 % | 6.24 % | 123,452 | 13.26 | 49 | 0.3849 % | 2,826.9 |
| Insurance Straight | 5.73 % | 5.80 % | 79,861 | 14.27 | 21 | 0.0590 % | 3,161.9 |
| FloatingReset | 5.52 % | 5.63 % | 64,523 | 13.91 | 4 | 0.0556 % | 3,598.7 |
| FixedReset Prem | 5.80 % | 5.42 % | 169,572 | 13.86 | 10 | -0.0746 % | 2,580.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3849 % | 2,889.6 |
| FixedReset Ins Non | 5.24 % | 5.58 % | 72,883 | 14.23 | 14 | 0.8063 % | 2,884.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 6.75 % |
| PVS.PR.H | SplitShare | -4.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 7.32 % |
| PWF.PF.A | Perpetual-Discount | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.95 % |
| BN.PF.E | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.76 % |
| SLF.PR.C | Insurance Straight | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.44 % |
| FFH.PR.K | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 23.33 Evaluated at bid price : 24.40 Bid-YTW : 6.20 % |
| SLF.PR.D | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.46 % |
| SLF.PR.E | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.45 % |
| PWF.PR.A | Floater | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 6.75 % |
| BN.PR.K | Floater | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 12.12 Evaluated at bid price : 12.12 Bid-YTW : 7.71 % |
| MFC.PR.L | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 22.16 Evaluated at bid price : 22.73 Bid-YTW : 5.54 % |
| CU.PR.G | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.76 % |
| NA.PR.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 23.28 Evaluated at bid price : 24.81 Bid-YTW : 5.35 % |
| BIP.PR.A | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 23.40 Evaluated at bid price : 24.30 Bid-YTW : 6.31 % |
| BIP.PR.F | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 22.73 Evaluated at bid price : 23.69 Bid-YTW : 6.06 % |
| IFC.PR.A | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.54 % |
| BN.PR.M | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.07 % |
| FTS.PR.K | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.95 % |
| MFC.PR.M | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 22.02 Evaluated at bid price : 22.55 Bid-YTW : 5.71 % |
| ENB.PR.F | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.88 % |
| ENB.PR.B | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 18.59 Evaluated at bid price : 18.59 Bid-YTW : 6.87 % |
| BN.PF.F | FixedReset Disc | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 21.66 Evaluated at bid price : 22.00 Bid-YTW : 6.49 % |
| MFC.PR.I | FixedReset Ins Non | 4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 23.38 Evaluated at bid price : 24.76 Bid-YTW : 5.58 % |
| CCS.PR.C | Insurance Straight | 4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.76 % |
| SLF.PR.G | FixedReset Ins Non | 4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 6.01 % |
| ENB.PR.P | FixedReset Disc | 4.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.71 % |
| ENB.PR.H | FixedReset Disc | 5.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 6.22 % |
| ENB.PR.D | FixedReset Disc | 5.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.05 % |
| BN.PR.B | Floater | 8.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 7.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 531,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 24.00 Evaluated at bid price : 24.71 Bid-YTW : 5.45 % |
| GWO.PR.S | Insurance Straight | 130,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 22.09 Evaluated at bid price : 22.37 Bid-YTW : 5.87 % |
| ENB.PR.T | FixedReset Disc | 78,418 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.62 % |
| CM.PR.Q | FixedReset Disc | 78,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 24.07 Evaluated at bid price : 24.76 Bid-YTW : 5.44 % |
| PVS.PR.M | SplitShare | 48,092 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.11 % |
| PWF.PR.F | Perpetual-Discount | 45,781 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-11 Maturity Price : 22.06 Evaluated at bid price : 22.35 Bid-YTW : 5.95 % |
| There were 16 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 |
| PVS.PR.H | SplitShare | Quote: 23.85 – 24.85 Spot Rate : 1.0000 Average : 0.5674 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 20.55 – 21.75 Spot Rate : 1.2000 Average : 0.8392 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 22.37 – 23.37 Spot Rate : 1.0000 Average : 0.6898 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.31 – 16.31 Spot Rate : 1.0000 Average : 0.7586 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 19.20 – 19.89 Spot Rate : 0.6900 Average : 0.5223 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.20 – 20.20 Spot Rate : 1.0000 Average : 0.8357 YTW SCENARIO |