| 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 | -0.1422 % | 2,213.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1422 % | 4,308.2 |
| Floater | 7.05 % | 7.38 % | 29,089 | 12.12 | 4 | -0.1422 % | 2,482.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2813 % | 3,606.6 |
| SplitShare | 4.84 % | 4.99 % | 68,571 | 1.82 | 9 | 0.2813 % | 4,307.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2813 % | 3,360.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2151 % | 2,971.2 |
| Perpetual-Discount | 5.78 % | 5.92 % | 53,315 | 13.98 | 32 | -0.2151 % | 3,239.9 |
| FixedReset Disc | 5.53 % | 6.31 % | 121,578 | 13.13 | 49 | 0.3404 % | 2,820.3 |
| Insurance Straight | 5.79 % | 5.77 % | 70,268 | 14.25 | 21 | -1.5137 % | 3,129.1 |
| FloatingReset | 5.50 % | 5.53 % | 65,382 | 14.62 | 4 | 0.0448 % | 3,569.2 |
| FixedReset Prem | 5.79 % | 5.39 % | 160,205 | 13.96 | 10 | 0.0627 % | 2,587.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3404 % | 2,882.9 |
| FixedReset Ins Non | 5.36 % | 5.70 % | 69,983 | 14.08 | 14 | -0.3398 % | 2,887.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -17.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.64 % |
| IFC.PR.A | FixedReset Ins Non | -4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.94 % |
| IFC.PR.F | Insurance Straight | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.48 Evaluated at bid price : 22.75 Bid-YTW : 5.85 % |
| SLF.PR.D | Insurance Straight | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.65 % |
| GWO.PR.L | Insurance Straight | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.96 % |
| IFC.PR.K | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.61 Evaluated at bid price : 22.92 Bid-YTW : 5.74 % |
| BN.PR.T | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 6.88 % |
| GWO.PR.S | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.88 % |
| SLF.PR.C | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.51 % |
| BN.PF.G | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 6.91 % |
| ENB.PR.H | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 6.31 % |
| PVS.PR.K | SplitShare | 2.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 5.07 % |
| ENB.PR.B | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.96 % |
| BIP.PR.E | FixedReset Disc | 12.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.67 Evaluated at bid price : 23.40 Bid-YTW : 6.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PR.R | FixedReset Disc | 89,630 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 6.82 % |
| PWF.PR.T | FixedReset Disc | 64,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.26 Evaluated at bid price : 22.84 Bid-YTW : 5.78 % |
| CU.PR.C | FixedReset Disc | 37,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.25 % |
| ENB.PF.A | FixedReset Disc | 36,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.96 % |
| FFH.PR.I | FixedReset Disc | 31,782 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 22.90 Evaluated at bid price : 23.53 Bid-YTW : 5.80 % |
| ENB.PF.E | FixedReset Disc | 30,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-27 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.14 % |
| There were 6 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 |
| GWO.PR.T | Insurance Straight | Quote: 17.00 – 22.49 Spot Rate : 5.4900 Average : 3.5541 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 19.10 – 20.10 Spot Rate : 1.0000 Average : 0.5812 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 23.80 – 24.75 Spot Rate : 0.9500 Average : 0.5770 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.40 – 26.40 Spot Rate : 1.0000 Average : 0.7021 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 23.19 – 23.99 Spot Rate : 0.8000 Average : 0.5335 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 17.78 – 18.95 Spot Rate : 1.1700 Average : 0.9246 YTW SCENARIO |