| 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 | 0.3678 % | 2,212.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3678 % | 4,306.4 |
| Floater | 7.05 % | 7.40 % | 30,054 | 12.11 | 4 | 0.3678 % | 2,481.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2899 % | 3,610.8 |
| SplitShare | 4.83 % | 4.87 % | 72,133 | 1.83 | 9 | 0.2899 % | 4,312.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2899 % | 3,364.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2334 % | 2,984.7 |
| Perpetual-Discount | 5.75 % | 5.90 % | 57,931 | 13.94 | 32 | 0.2334 % | 3,254.7 |
| FixedReset Disc | 5.56 % | 6.44 % | 126,203 | 13.17 | 49 | -0.2297 % | 2,808.4 |
| Insurance Straight | 5.72 % | 5.76 % | 75,009 | 14.29 | 21 | -0.3387 % | 3,167.0 |
| FloatingReset | 5.50 % | 5.53 % | 63,955 | 14.63 | 4 | 0.0560 % | 3,571.2 |
| FixedReset Prem | 5.79 % | 5.40 % | 163,372 | 13.98 | 10 | 0.0392 % | 2,584.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2297 % | 2,870.7 |
| FixedReset Ins Non | 5.34 % | 5.66 % | 71,936 | 14.21 | 14 | 0.4587 % | 2,896.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | -11.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.18 % |
| GWO.PR.T | Insurance Straight | -6.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.17 % |
| CU.PR.C | FixedReset Disc | -4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.46 % |
| IFC.PR.K | Insurance Straight | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.20 Evaluated at bid price : 22.55 Bid-YTW : 5.83 % |
| GWO.PR.P | Insurance Straight | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.78 Evaluated at bid price : 23.06 Bid-YTW : 5.87 % |
| ENB.PR.B | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 7.15 % |
| CCS.PR.C | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 21.45 Evaluated at bid price : 21.71 Bid-YTW : 5.77 % |
| GWO.PR.S | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.88 % |
| PVS.PR.J | SplitShare | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.87 % |
| IFC.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.87 Evaluated at bid price : 23.85 Bid-YTW : 5.66 % |
| BN.PR.R | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.77 % |
| GWO.PR.G | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.60 Evaluated at bid price : 22.85 Bid-YTW : 5.71 % |
| TD.PF.I | FixedReset Prem | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 5.29 % |
| CU.PR.H | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 5.68 % |
| SLF.PR.D | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.43 % |
| FTS.PR.J | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.62 % |
| CU.PR.E | Perpetual-Discount | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 5.81 % |
| MFC.PR.B | Insurance Straight | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.01 % |
| SLF.PR.H | FixedReset Ins Non | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.85 % |
| IFC.PR.F | Insurance Straight | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.89 Evaluated at bid price : 23.30 Bid-YTW : 5.70 % |
| MFC.PR.M | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 22.55 Evaluated at bid price : 23.48 Bid-YTW : 5.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 338,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 23.34 Evaluated at bid price : 24.96 Bid-YTW : 5.40 % |
| FTS.PR.M | FixedReset Disc | 220,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.27 % |
| TD.PF.J | FixedReset Prem | 148,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 23.48 Evaluated at bid price : 25.35 Bid-YTW : 5.40 % |
| TD.PF.I | FixedReset Prem | 143,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 5.29 % |
| FFH.PR.M | FixedReset Prem | 125,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-04-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 6.12 % |
| BN.PR.R | FixedReset Disc | 123,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-24 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.77 % |
| There were 22 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 |
| BIP.PR.E | FixedReset Disc | Quote: 20.75 – 23.82 Spot Rate : 3.0700 Average : 1.9437 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.00 – 22.59 Spot Rate : 1.5900 Average : 1.0206 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 22.55 – 23.69 Spot Rate : 1.1400 Average : 0.7310 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.6730 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 22.14 – 23.00 Spot Rate : 0.8600 Average : 0.5371 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 23.06 – 23.73 Spot Rate : 0.6700 Average : 0.3825 YTW SCENARIO |