| 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 | -0.0816 % | 2,205.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0816 % | 4,293.3 |
| Floater | 7.08 % | 7.38 % | 31,361 | 12.14 | 4 | -0.0816 % | 2,474.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1289 % | 3,607.6 |
| SplitShare | 4.84 % | 4.93 % | 69,301 | 1.85 | 9 | -0.1289 % | 4,308.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1289 % | 3,361.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4429 % | 2,981.4 |
| Perpetual-Discount | 5.76 % | 5.91 % | 58,066 | 13.97 | 32 | 0.4429 % | 3,251.1 |
| FixedReset Disc | 5.56 % | 6.35 % | 128,628 | 13.11 | 49 | -0.1686 % | 2,808.4 |
| Insurance Straight | 5.69 % | 5.71 % | 76,427 | 14.37 | 21 | 0.7116 % | 3,183.4 |
| FloatingReset | 5.52 % | 5.53 % | 55,942 | 14.13 | 4 | -0.0449 % | 3,558.0 |
| FixedReset Prem | 5.80 % | 5.45 % | 169,851 | 13.90 | 10 | 0.0314 % | 2,582.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1686 % | 2,870.8 |
| FixedReset Ins Non | 5.25 % | 5.68 % | 73,263 | 14.13 | 14 | 0.1880 % | 2,881.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | -10.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.18 % |
| SLF.PR.D | Insurance Straight | -3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.64 % |
| BN.PF.G | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 6.96 % |
| BIP.PR.F | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.35 Evaluated at bid price : 22.99 Bid-YTW : 6.35 % |
| CU.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.68 % |
| GWO.PR.M | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 24.51 Evaluated at bid price : 24.76 Bid-YTW : 5.87 % |
| IFC.PR.A | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.75 % |
| ENB.PR.N | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.05 Evaluated at bid price : 22.50 Bid-YTW : 6.38 % |
| MFC.PR.Q | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.99 Evaluated at bid price : 24.10 Bid-YTW : 5.59 % |
| GWO.PR.P | Insurance Straight | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 23.27 Evaluated at bid price : 23.57 Bid-YTW : 5.74 % |
| CCS.PR.C | Insurance Straight | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.68 % |
| IFC.PR.K | Insurance Straight | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.86 Evaluated at bid price : 23.20 Bid-YTW : 5.66 % |
| IFC.PR.F | Insurance Straight | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.89 Evaluated at bid price : 23.30 Bid-YTW : 5.69 % |
| PWF.PF.A | Perpetual-Discount | 4.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.88 % |
| GWO.PR.G | Insurance Straight | 7.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.M | FixedReset Prem | 218,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 5.74 % |
| ENB.PR.Y | FixedReset Disc | 93,757 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 6.95 % |
| PVS.PR.M | SplitShare | 62,080 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.25 % |
| RY.PR.J | FixedReset Disc | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 23.87 Evaluated at bid price : 24.80 Bid-YTW : 5.48 % |
| CM.PR.Q | FixedReset Disc | 51,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 24.14 Evaluated at bid price : 24.82 Bid-YTW : 5.52 % |
| TD.PF.E | FixedReset Disc | 46,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-19 Maturity Price : 23.99 Evaluated at bid price : 24.59 Bid-YTW : 5.62 % |
| There were 13 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: 20.01 – 23.88 Spot Rate : 3.8700 Average : 2.6457 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.75 – 23.74 Spot Rate : 2.9900 Average : 2.0030 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 19.94 – 21.80 Spot Rate : 1.8600 Average : 1.3764 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 19.80 – 21.00 Spot Rate : 1.2000 Average : 0.9099 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 23.30 – 24.40 Spot Rate : 1.1000 Average : 0.9074 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.54 – 23.60 Spot Rate : 1.0600 Average : 0.8697 YTW SCENARIO |