| 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 | 0.0407 % | 2,214.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0407 % | 4,309.9 |
| Floater | 7.05 % | 7.38 % | 27,945 | 12.12 | 4 | 0.0407 % | 2,483.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1380 % | 3,611.6 |
| SplitShare | 4.83 % | 4.88 % | 67,695 | 1.82 | 9 | 0.1380 % | 4,313.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1380 % | 3,365.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4876 % | 2,956.7 |
| Perpetual-Discount | 5.81 % | 5.94 % | 53,196 | 13.95 | 32 | -0.4876 % | 3,224.1 |
| FixedReset Disc | 5.56 % | 6.36 % | 118,429 | 13.06 | 49 | -0.4013 % | 2,809.0 |
| Insurance Straight | 5.83 % | 5.80 % | 72,415 | 14.24 | 21 | -0.7652 % | 3,105.2 |
| FloatingReset | 5.50 % | 5.53 % | 64,966 | 14.17 | 4 | 0.0672 % | 3,571.6 |
| FixedReset Prem | 5.80 % | 5.42 % | 158,734 | 13.67 | 10 | -0.2233 % | 2,581.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4013 % | 2,871.4 |
| FixedReset Ins Non | 5.38 % | 5.70 % | 69,803 | 14.08 | 14 | -0.4847 % | 2,873.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | -11.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.19 % |
| POW.PR.G | Perpetual-Discount | -9.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 6.55 % |
| GWO.PR.G | Insurance Straight | -7.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.23 % |
| GWO.PR.M | Insurance Straight | -5.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 6.23 % |
| SLF.PR.E | Insurance Straight | -4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 5.80 % |
| GWO.PR.Y | Insurance Straight | -4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.99 % |
| MFC.PR.M | FixedReset Ins Non | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 22.29 Evaluated at bid price : 23.00 Bid-YTW : 5.67 % |
| MFC.PR.B | Insurance Straight | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.76 % |
| FTS.PR.J | Perpetual-Discount | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.74 % |
| BN.PR.R | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.91 % |
| BN.PF.B | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 6.48 % |
| TD.PF.J | FixedReset Prem | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 23.41 Evaluated at bid price : 25.14 Bid-YTW : 5.46 % |
| CU.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.19 % |
| PVS.PR.J | SplitShare | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.77 Bid-YTW : 4.86 % |
| IFC.PR.E | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 23.39 Evaluated at bid price : 23.65 Bid-YTW : 5.52 % |
| GWO.PR.S | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.80 % |
| IFC.PR.K | Insurance Straight | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 22.91 Evaluated at bid price : 23.25 Bid-YTW : 5.66 % |
| CU.PR.E | Perpetual-Discount | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.85 % |
| SLF.PR.D | Insurance Straight | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 5.52 % |
| IFC.PR.F | Insurance Straight | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 22.97 Evaluated at bid price : 23.40 Bid-YTW : 5.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.Y | FixedReset Disc | 53,489 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.94 % |
| FTS.PR.M | FixedReset Disc | 44,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 6.25 % |
| RY.PR.O | Perpetual-Discount | 38,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 24.20 Evaluated at bid price : 24.49 Bid-YTW : 5.05 % |
| PWF.PR.Z | Perpetual-Discount | 22,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 21.77 Evaluated at bid price : 21.77 Bid-YTW : 6.03 % |
| CM.PR.Q | FixedReset Disc | 16,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 23.73 Evaluated at bid price : 24.54 Bid-YTW : 5.53 % |
| GWO.PR.T | Insurance Straight | 12,204 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-28 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.64 % |
| There were 2 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 |
| POW.PR.G | Perpetual-Discount | Quote: 21.47 – 23.85 Spot Rate : 2.3800 Average : 1.3222 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 17.00 – 22.48 Spot Rate : 5.4800 Average : 4.5613 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.75 – 23.55 Spot Rate : 2.8000 Average : 2.0635 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 21.00 – 22.79 Spot Rate : 1.7900 Average : 1.0538 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.51 – 20.62 Spot Rate : 1.1100 Average : 0.6635 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.90 – 19.90 Spot Rate : 1.0000 Average : 0.6782 YTW SCENARIO |