| 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 | 0.1965 % | 2,116.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1965 % | 4,120.7 |
| Floater | 7.28 % | 7.82 % | 61,734 | 11.61 | 3 | 0.1965 % | 2,374.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7100 % | 3,598.9 |
| SplitShare | 4.85 % | 5.01 % | 80,886 | 1.79 | 9 | 0.7100 % | 4,297.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7100 % | 3,353.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3676 % | 2,827.2 |
| Perpetual-Discount | 6.08 % | 6.18 % | 62,141 | 13.62 | 33 | 0.3676 % | 3,082.9 |
| FixedReset Disc | 5.92 % | 6.79 % | 128,324 | 12.77 | 49 | -0.1804 % | 2,654.4 |
| Insurance Straight | 5.99 % | 6.05 % | 74,267 | 13.85 | 21 | -0.1663 % | 3,023.2 |
| FloatingReset | 5.88 % | 5.89 % | 35,619 | 14.03 | 3 | 0.9609 % | 3,436.7 |
| FixedReset Prem | 6.53 % | 5.62 % | 139,671 | 13.85 | 10 | 0.3773 % | 2,508.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1804 % | 2,713.3 |
| FixedReset Ins Non | 5.90 % | 6.10 % | 75,925 | 13.49 | 12 | -1.0920 % | 2,669.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.Z | FixedReset Disc | -8.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.54 % |
| BN.PF.C | Perpetual-Discount | -5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.86 % |
| BN.PF.A | FixedReset Disc | -5.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.98 % |
| IFC.PR.C | FixedReset Ins Non | -4.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.59 % |
| MFC.PR.Q | FixedReset Ins Non | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.74 Evaluated at bid price : 22.00 Bid-YTW : 6.10 % |
| PWF.PR.E | Perpetual-Discount | -3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.38 % |
| GWO.PR.N | FixedReset Ins Non | -3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 14.13 Evaluated at bid price : 14.13 Bid-YTW : 6.75 % |
| BN.PF.J | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.86 Evaluated at bid price : 22.11 Bid-YTW : 6.61 % |
| PWF.PR.L | Perpetual-Discount | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 6.39 % |
| BN.PF.B | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 6.99 % |
| IFC.PR.K | Insurance Straight | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.44 Evaluated at bid price : 21.76 Bid-YTW : 6.07 % |
| BN.PF.I | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 7.20 % |
| FTS.PR.J | Perpetual-Discount | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 6.10 % |
| ENB.PR.T | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.23 % |
| CU.PR.I | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 23.21 Evaluated at bid price : 23.90 Bid-YTW : 6.55 % |
| MFC.PR.C | Insurance Straight | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.99 % |
| FTS.PR.F | Perpetual-Discount | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.10 % |
| GWO.PR.S | Insurance Straight | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.35 % |
| SLF.PR.D | Insurance Straight | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 5.89 % |
| MFC.PR.L | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 6.10 % |
| IFC.PR.G | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.90 Evaluated at bid price : 22.22 Bid-YTW : 6.03 % |
| TD.PF.J | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 23.20 Evaluated at bid price : 24.55 Bid-YTW : 5.52 % |
| MFC.PR.K | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.31 Evaluated at bid price : 22.86 Bid-YTW : 5.67 % |
| BN.PR.T | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 7.45 % |
| BIP.PR.A | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.98 Evaluated at bid price : 22.52 Bid-YTW : 6.83 % |
| ENB.PR.A | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.12 % |
| PWF.PF.A | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.08 % |
| BN.PR.X | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 7.35 % |
| FTS.PR.K | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.15 % |
| CU.PR.J | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.03 % |
| ENB.PF.K | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.71 Evaluated at bid price : 23.45 Bid-YTW : 6.31 % |
| BN.PR.N | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 6.43 % |
| PWF.PR.F | Perpetual-Discount | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.63 Evaluated at bid price : 21.88 Bid-YTW : 6.11 % |
| PWF.PR.P | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 7.09 % |
| NA.PR.K | FixedReset Prem | 1.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 6.46 % |
| IFC.PR.F | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.91 Evaluated at bid price : 22.35 Bid-YTW : 5.96 % |
| BIP.PR.F | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.88 Evaluated at bid price : 22.25 Bid-YTW : 6.51 % |
| FFH.PR.J | FloatingReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.80 Evaluated at bid price : 23.20 Bid-YTW : 5.89 % |
| ENB.PR.F | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.45 % |
| FFH.PR.G | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.89 Evaluated at bid price : 22.40 Bid-YTW : 5.69 % |
| BIP.PR.E | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.18 Evaluated at bid price : 22.60 Bid-YTW : 6.47 % |
| FTS.PR.H | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 6.79 % |
| ENB.PR.H | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 6.75 % |
| PVS.PR.J | SplitShare | 5.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.94 % |
| PWF.PR.O | Perpetual-Discount | 8.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 23.66 Evaluated at bid price : 23.93 Bid-YTW : 6.18 % |
| PWF.PR.S | Perpetual-Discount | 16.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.B | FixedReset Disc | 73,452 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.49 % |
| MFC.PR.J | FixedReset Ins Non | 66,490 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.62 Evaluated at bid price : 23.30 Bid-YTW : 5.81 % |
| MFC.PR.M | FixedReset Ins Non | 53,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.16 % |
| FFH.PR.G | FixedReset Disc | 34,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 21.89 Evaluated at bid price : 22.40 Bid-YTW : 5.69 % |
| RY.PR.J | FixedReset Disc | 30,616 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 22.78 Evaluated at bid price : 24.03 Bid-YTW : 5.53 % |
| CM.PR.Q | FixedReset Disc | 29,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-08 Maturity Price : 23.36 Evaluated at bid price : 24.26 Bid-YTW : 5.48 % |
| There were 30 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 |
| BN.PF.A | FixedReset Disc | Quote: 21.00 – 24.65 Spot Rate : 3.6500 Average : 2.3994 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.00 – 21.72 Spot Rate : 2.7200 Average : 1.5481 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 19.40 – 22.55 Spot Rate : 3.1500 Average : 2.1643 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 16.10 – 18.95 Spot Rate : 2.8500 Average : 1.8702 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.13 – 15.90 Spot Rate : 1.7700 Average : 1.0157 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 18.30 – 20.48 Spot Rate : 2.1800 Average : 1.4554 YTW SCENARIO |