| 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 | 0.0806 % | 2,209.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0806 % | 4,300.9 |
| Floater | 6.98 % | 7.42 % | 63,488 | 12.07 | 3 | 0.0806 % | 2,478.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0620 % | 3,631.0 |
| SplitShare | 4.80 % | 4.52 % | 71,132 | 0.88 | 9 | 0.0620 % | 4,336.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0620 % | 3,383.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4168 % | 2,959.0 |
| Perpetual-Discount | 5.81 % | 5.92 % | 54,279 | 13.98 | 33 | -0.4168 % | 3,226.7 |
| FixedReset Disc | 5.50 % | 6.19 % | 120,174 | 13.22 | 49 | 0.3446 % | 2,839.7 |
| Insurance Straight | 5.68 % | 5.72 % | 70,885 | 14.33 | 21 | 1.7273 % | 3,186.0 |
| FloatingReset | 5.75 % | 5.82 % | 31,783 | 14.17 | 3 | -0.3098 % | 3,568.1 |
| FixedReset Prem | 6.31 % | 5.34 % | 138,873 | 13.94 | 10 | 0.0077 % | 2,593.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3446 % | 2,902.8 |
| FixedReset Ins Non | 5.44 % | 5.59 % | 73,403 | 14.22 | 12 | 0.3709 % | 2,891.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -20.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.14 % |
| CU.PR.E | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.96 % |
| TD.PF.I | FixedReset Prem | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 23.63 Evaluated at bid price : 25.52 Bid-YTW : 5.66 % |
| ENB.PR.N | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 22.06 Evaluated at bid price : 22.50 Bid-YTW : 6.33 % |
| PWF.PR.P | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.50 % |
| GWO.PR.H | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.87 % |
| BN.PF.F | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 21.66 Evaluated at bid price : 22.00 Bid-YTW : 6.39 % |
| GWO.PR.R | Insurance Straight | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 5.82 % |
| PWF.PR.T | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 22.58 Evaluated at bid price : 23.40 Bid-YTW : 5.56 % |
| CU.PR.H | Perpetual-Discount | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.70 % |
| ENB.PF.K | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 23.21 Evaluated at bid price : 24.50 Bid-YTW : 6.03 % |
| IFC.PR.F | Insurance Straight | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 22.85 Evaluated at bid price : 23.25 Bid-YTW : 5.72 % |
| IFC.PR.C | FixedReset Ins Non | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.01 % |
| ENB.PR.P | FixedReset Disc | 3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.74 % |
| GWO.PR.G | Insurance Straight | 4.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 22.35 Evaluated at bid price : 22.62 Bid-YTW : 5.77 % |
| GWO.PR.T | Insurance Straight | 29.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 21.90 Evaluated at bid price : 22.29 Bid-YTW : 5.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.I | FixedReset Disc | 80,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 23.05 Evaluated at bid price : 23.70 Bid-YTW : 5.68 % |
| ENB.PF.E | FixedReset Disc | 34,691 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.04 % |
| GWO.PR.N | FixedReset Ins Non | 31,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 6.08 % |
| CM.PR.Q | FixedReset Disc | 26,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 23.90 Evaluated at bid price : 24.68 Bid-YTW : 5.43 % |
| BN.PF.H | FixedReset Disc | 24,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.99 % |
| SLF.PR.J | FloatingReset | 23,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-02 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 6.10 % |
| There were 10 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 |
| CU.PR.G | Perpetual-Discount | Quote: 16.00 – 20.26 Spot Rate : 4.2600 Average : 2.3575 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 20.11 – 23.88 Spot Rate : 3.7700 Average : 2.0564 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 23.25 – 25.00 Spot Rate : 1.7500 Average : 1.1353 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.57 – 23.60 Spot Rate : 1.0300 Average : 0.6270 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 19.01 – 19.88 Spot Rate : 0.8700 Average : 0.5522 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 21.43 – 22.55 Spot Rate : 1.1200 Average : 0.8920 YTW SCENARIO |