| 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 | -0.6601 % | 2,236.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6601 % | 4,353.7 |
| Floater | 7.33 % | 7.76 % | 30,222 | 11.54 | 4 | -0.6601 % | 2,509.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3001 % | 3,596.2 |
| SplitShare | 4.85 % | 5.02 % | 66,155 | 1.86 | 9 | 0.3001 % | 4,294.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3001 % | 3,350.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3072 % | 2,967.0 |
| Perpetual-Discount | 5.79 % | 5.94 % | 55,887 | 13.93 | 32 | 0.3072 % | 3,235.3 |
| FixedReset Disc | 5.54 % | 6.32 % | 129,223 | 13.18 | 49 | -0.3797 % | 2,816.1 |
| Insurance Straight | 5.69 % | 5.76 % | 77,816 | 14.26 | 21 | 0.5456 % | 3,179.1 |
| FloatingReset | 5.52 % | 5.61 % | 63,710 | 13.93 | 4 | 0.1555 % | 3,604.3 |
| FixedReset Prem | 5.80 % | 5.41 % | 170,931 | 13.87 | 10 | 0.0707 % | 2,582.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3797 % | 2,878.7 |
| FixedReset Ins Non | 5.41 % | 5.61 % | 74,834 | 14.20 | 14 | -3.1827 % | 2,792.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -33.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 8.99 % |
| IFC.PR.G | FixedReset Ins Non | -6.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 22.24 Evaluated at bid price : 22.74 Bid-YTW : 6.00 % |
| ENB.PR.B | FixedReset Disc | -5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 7.29 % |
| IFC.PR.C | FixedReset Ins Non | -4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.24 % |
| ENB.PR.H | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.40 % |
| ENB.PR.F | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.03 % |
| FFH.PR.I | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 22.88 Evaluated at bid price : 23.50 Bid-YTW : 5.76 % |
| BN.PR.K | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 7.82 % |
| ENB.PR.N | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 21.92 Evaluated at bid price : 22.30 Bid-YTW : 6.35 % |
| GWO.PR.L | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.94 % |
| BN.PR.M | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 6.14 % |
| ENB.PR.Y | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 6.96 % |
| MFC.PR.J | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 23.02 Evaluated at bid price : 24.11 Bid-YTW : 5.58 % |
| BN.PF.E | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.69 % |
| MFC.PR.B | Insurance Straight | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.61 % |
| GWO.PR.T | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 21.83 Evaluated at bid price : 22.22 Bid-YTW : 5.79 % |
| POW.PR.D | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.82 % |
| GWO.PR.I | Insurance Straight | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 5.58 % |
| ENB.PR.D | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.95 % |
| GWO.PR.S | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.79 % |
| SLF.PR.C | Insurance Straight | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.35 % |
| PVS.PR.H | SplitShare | 1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 6.42 % |
| GWO.PR.Y | Insurance Straight | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 5.65 % |
| PWF.PF.A | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.83 % |
| PWF.PR.P | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 6.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.F | FloatingReset | 206,780 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 3.67 % |
| CM.PR.Q | FixedReset Disc | 191,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 24.03 Evaluated at bid price : 24.73 Bid-YTW : 5.45 % |
| CU.PR.I | FixedReset Disc | 140,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 6.14 % |
| ENB.PF.E | FixedReset Disc | 114,235 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 7.05 % |
| CU.PR.H | Perpetual-Discount | 83,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.82 % |
| BMO.PR.E | FixedReset Prem | 61,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-12 Maturity Price : 23.53 Evaluated at bid price : 25.80 Bid-YTW : 5.41 % |
| There were 15 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 |
| SLF.PR.H | FixedReset Ins Non | Quote: 12.75 – 21.25 Spot Rate : 8.5000 Average : 4.8441 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 22.70 – 25.00 Spot Rate : 2.3000 Average : 1.3125 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 22.74 – 24.30 Spot Rate : 1.5600 Average : 0.9950 YTW SCENARIO |
| ENB.PR.B | FixedReset Disc | Quote: 17.55 – 18.57 Spot Rate : 1.0200 Average : 0.7078 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 18.80 – 19.65 Spot Rate : 0.8500 Average : 0.6163 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 20.50 – 21.85 Spot Rate : 1.3500 Average : 1.1406 YTW SCENARIO |