| 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 | -0.1831 % | 2,210.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1831 % | 4,302.0 |
| Floater | 7.06 % | 7.40 % | 30,184 | 12.09 | 4 | -0.1831 % | 2,479.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2268 % | 3,619.8 |
| SplitShare | 4.82 % | 4.95 % | 68,596 | 0.89 | 9 | 0.2268 % | 4,322.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2268 % | 3,372.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4092 % | 2,968.8 |
| Perpetual-Discount | 5.78 % | 5.93 % | 54,274 | 13.97 | 32 | 0.4092 % | 3,237.3 |
| FixedReset Disc | 5.54 % | 6.27 % | 124,104 | 13.19 | 49 | 0.3595 % | 2,819.1 |
| Insurance Straight | 5.73 % | 5.78 % | 72,382 | 14.27 | 21 | 1.6710 % | 3,157.1 |
| FloatingReset | 5.47 % | 5.51 % | 62,757 | 14.64 | 4 | 0.3804 % | 3,585.1 |
| FixedReset Prem | 5.79 % | 5.29 % | 159,781 | 13.99 | 10 | 0.2120 % | 2,587.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3595 % | 2,881.7 |
| FixedReset Ins Non | 5.36 % | 5.62 % | 75,368 | 14.19 | 14 | 0.4669 % | 2,886.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.21 % |
| CU.PR.E | Perpetual-Discount | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.95 % |
| GWO.PR.S | Insurance Straight | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.14 Evaluated at bid price : 22.42 Bid-YTW : 5.88 % |
| IFC.PR.E | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.94 Evaluated at bid price : 23.37 Bid-YTW : 5.58 % |
| BN.PF.C | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.05 % |
| BIP.PR.F | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.49 Evaluated at bid price : 23.23 Bid-YTW : 6.23 % |
| PWF.PR.R | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 5.92 % |
| SLF.PR.J | FloatingReset | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 6.00 % |
| PWF.PR.Z | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 21.70 Evaluated at bid price : 22.08 Bid-YTW : 5.92 % |
| IFC.PR.A | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 5.81 % |
| IFC.PR.G | FixedReset Ins Non | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.84 Evaluated at bid price : 23.78 Bid-YTW : 5.62 % |
| GWO.PR.Y | Insurance Straight | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 5.78 % |
| GWO.PR.M | Insurance Straight | 4.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 5.94 % |
| SLF.PR.E | Insurance Straight | 5.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.52 % |
| GWO.PR.G | Insurance Straight | 7.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 5.79 % |
| POW.PR.G | Perpetual-Discount | 10.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.93 % |
| BIP.PR.E | FixedReset Disc | 12.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 22.68 Evaluated at bid price : 23.42 Bid-YTW : 6.24 % |
| GWO.PR.T | Insurance Straight | 20.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.E | FixedReset Disc | 150,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 24.03 Evaluated at bid price : 24.63 Bid-YTW : 5.55 % |
| BN.PR.R | FixedReset Disc | 83,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 6.82 % |
| ENB.PR.D | FixedReset Disc | 56,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.71 % |
| IFC.PR.I | Insurance Straight | 50,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 23.67 Evaluated at bid price : 23.95 Bid-YTW : 5.66 % |
| RY.PR.J | FixedReset Disc | 47,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 23.83 Evaluated at bid price : 24.82 Bid-YTW : 5.40 % |
| MFC.PR.C | Insurance Straight | 40,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-03-31 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.59 % |
| There were 37 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.M | FixedReset Ins Non | Quote: 23.00 – 25.00 Spot Rate : 2.0000 Average : 1.3458 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.11 – 26.11 Spot Rate : 1.0000 Average : 0.5543 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.11 – 26.11 Spot Rate : 1.0000 Average : 0.5596 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.71 – 25.71 Spot Rate : 1.0000 Average : 0.5917 YTW SCENARIO |
| PVS.PR.L | SplitShare | Quote: 25.43 – 26.43 Spot Rate : 1.0000 Average : 0.5954 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.59 – 21.00 Spot Rate : 1.4100 Average : 1.0609 YTW SCENARIO |