| 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 | -0.0204 % | 2,204.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0204 % | 4,290.6 |
| Floater | 7.08 % | 7.40 % | 30,350 | 12.12 | 4 | -0.0204 % | 2,472.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0134 % | 3,600.4 |
| SplitShare | 4.84 % | 5.13 % | 74,497 | 1.84 | 9 | 0.0134 % | 4,299.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0134 % | 3,354.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2482 % | 2,977.8 |
| Perpetual-Discount | 5.77 % | 5.91 % | 57,721 | 13.95 | 32 | -0.2482 % | 3,247.1 |
| FixedReset Disc | 5.54 % | 6.36 % | 124,303 | 13.17 | 49 | 0.0019 % | 2,814.8 |
| Insurance Straight | 5.70 % | 5.71 % | 75,649 | 14.32 | 21 | -0.4173 % | 3,177.8 |
| FloatingReset | 5.50 % | 5.52 % | 64,788 | 14.19 | 4 | 0.2695 % | 3,569.2 |
| FixedReset Prem | 5.80 % | 5.41 % | 165,999 | 13.90 | 10 | 0.0903 % | 2,583.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0019 % | 2,877.3 |
| FixedReset Ins Non | 5.37 % | 5.71 % | 71,596 | 14.13 | 14 | -0.0435 % | 2,882.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Insurance Straight | -7.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.13 % |
| IFC.PR.F | Insurance Straight | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 22.48 Evaluated at bid price : 22.75 Bid-YTW : 5.84 % |
| PWF.PF.A | Perpetual-Discount | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 5.86 % |
| CU.PR.E | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.93 % |
| BN.PF.D | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.12 % |
| FTS.PR.J | Perpetual-Discount | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.72 % |
| IFC.PR.C | FixedReset Ins Non | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.20 % |
| SLF.PR.H | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 5.98 % |
| BIP.PR.B | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 24.08 Evaluated at bid price : 24.60 Bid-YTW : 7.29 % |
| CU.PR.G | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.77 % |
| BMO.PR.E | FixedReset Prem | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 23.62 Evaluated at bid price : 26.12 Bid-YTW : 5.41 % |
| IFC.PR.G | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 22.74 Evaluated at bid price : 23.60 Bid-YTW : 5.73 % |
| ENB.PR.P | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 6.84 % |
| CU.PR.C | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 211,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 23.98 Evaluated at bid price : 24.71 Bid-YTW : 5.55 % |
| FFH.PR.E | FixedReset Prem | 144,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 4.68 % |
| BMO.PR.Y | FixedReset Disc | 124,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 23.93 Evaluated at bid price : 24.63 Bid-YTW : 5.46 % |
| NA.PR.E | FixedReset Disc | 93,280 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 23.35 Evaluated at bid price : 24.97 Bid-YTW : 5.39 % |
| MFC.PR.L | FixedReset Ins Non | 86,430 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 22.08 Evaluated at bid price : 22.60 Bid-YTW : 5.67 % |
| FTS.PR.H | FixedReset Disc | 69,901 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-21 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.53 % |
| 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 |
| MFC.PR.B | Insurance Straight | Quote: 19.10 – 21.14 Spot Rate : 2.0400 Average : 1.2559 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.85 – 21.00 Spot Rate : 1.1500 Average : 0.6634 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.32 – 26.32 Spot Rate : 1.0000 Average : 0.6037 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.75 – 23.98 Spot Rate : 1.2300 Average : 0.8522 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 21.00 – 22.55 Spot Rate : 1.5500 Average : 1.2051 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 18.00 – 18.90 Spot Rate : 0.9000 Average : 0.6210 YTW SCENARIO |