| 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 | -1.9333 % | 2,075.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.9333 % | 4,041.1 |
| Floater | 7.43 % | 7.98 % | 61,562 | 11.43 | 3 | -1.9333 % | 2,328.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1696 % | 3,605.0 |
| SplitShare | 4.84 % | 5.07 % | 79,862 | 1.79 | 9 | 0.1696 % | 4,305.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1696 % | 3,359.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3260 % | 2,818.0 |
| Perpetual-Discount | 6.10 % | 6.16 % | 61,846 | 13.69 | 33 | -0.3260 % | 3,072.9 |
| FixedReset Disc | 5.91 % | 6.73 % | 132,234 | 12.81 | 49 | 0.2067 % | 2,659.9 |
| Insurance Straight | 5.97 % | 6.06 % | 75,754 | 13.83 | 21 | 0.3834 % | 3,034.8 |
| FloatingReset | 5.89 % | 5.88 % | 38,465 | 14.05 | 3 | -0.0645 % | 3,434.5 |
| FixedReset Prem | 6.52 % | 5.61 % | 144,683 | 13.87 | 10 | 0.0360 % | 2,509.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2067 % | 2,718.9 |
| FixedReset Ins Non | 5.86 % | 6.16 % | 78,615 | 13.60 | 12 | 0.7038 % | 2,687.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -4.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.33 % |
| ENB.PF.K | FixedReset Disc | -4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.12 Evaluated at bid price : 22.50 Bid-YTW : 6.60 % |
| FTS.PR.G | FixedReset Disc | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.34 % |
| BN.PF.B | FixedReset Disc | -3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 7.24 % |
| FTS.PR.K | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 6.36 % |
| PWF.PR.T | FixedReset Disc | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.04 % |
| ENB.PR.D | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 7.55 % |
| ENB.PR.A | Perpetual-Discount | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.92 Evaluated at bid price : 22.16 Bid-YTW : 6.29 % |
| PWF.PR.A | Floater | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 13.03 Evaluated at bid price : 13.03 Bid-YTW : 6.78 % |
| MFC.PR.L | FixedReset Ins Non | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 6.23 % |
| BN.PR.K | Floater | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 10.99 Evaluated at bid price : 10.99 Bid-YTW : 7.98 % |
| IFC.PR.E | Insurance Straight | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.78 Evaluated at bid price : 22.14 Bid-YTW : 5.90 % |
| IFC.PR.I | Insurance Straight | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.33 Evaluated at bid price : 22.71 Bid-YTW : 5.98 % |
| BN.PR.B | Floater | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 10.98 Evaluated at bid price : 10.98 Bid-YTW : 7.98 % |
| FTS.PR.M | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.65 % |
| CU.PR.J | Perpetual-Discount | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.14 % |
| IFC.PR.F | Insurance Straight | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 6.06 % |
| CU.PR.H | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 5.92 % |
| GWO.PR.I | Insurance Straight | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.10 % |
| PWF.PR.F | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.20 % |
| ENB.PR.H | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 6.85 % |
| MFC.PR.I | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.70 Evaluated at bid price : 23.32 Bid-YTW : 5.98 % |
| MFC.PR.K | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.12 Evaluated at bid price : 22.57 Bid-YTW : 5.75 % |
| BN.PR.N | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.52 % |
| NA.PR.C | FixedReset Prem | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.48 Evaluated at bid price : 25.09 Bid-YTW : 6.10 % |
| MFC.PR.J | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.46 Evaluated at bid price : 23.03 Bid-YTW : 5.89 % |
| PWF.PR.Z | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.23 % |
| GWO.PR.R | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.20 % |
| TD.PF.I | FixedReset Prem | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.55 Evaluated at bid price : 25.25 Bid-YTW : 5.70 % |
| ENB.PF.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.46 % |
| BIP.PR.B | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 24.19 Evaluated at bid price : 24.70 Bid-YTW : 7.18 % |
| FTS.PR.F | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 6.03 % |
| ENB.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.15 % |
| TD.PF.J | FixedReset Prem | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.30 Evaluated at bid price : 24.81 Bid-YTW : 5.46 % |
| PWF.PR.G | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 6.26 % |
| IFC.PR.K | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.70 Evaluated at bid price : 22.01 Bid-YTW : 6.00 % |
| PVS.PR.L | SplitShare | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.47 % |
| NA.PR.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.05 Evaluated at bid price : 24.20 Bid-YTW : 5.41 % |
| TD.PF.E | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.32 Evaluated at bid price : 24.05 Bid-YTW : 5.64 % |
| BN.PF.J | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.09 Evaluated at bid price : 22.42 Bid-YTW : 6.51 % |
| BIP.PR.A | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.18 Evaluated at bid price : 22.85 Bid-YTW : 6.73 % |
| IFC.PR.G | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.13 Evaluated at bid price : 22.55 Bid-YTW : 5.94 % |
| CU.PR.D | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.13 % |
| GWO.PR.G | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 6.11 % |
| PWF.PR.S | Perpetual-Discount | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.24 % |
| BIP.PR.E | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.44 Evaluated at bid price : 23.00 Bid-YTW : 6.35 % |
| ENB.PF.G | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 7.35 % |
| BN.PF.H | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.81 Evaluated at bid price : 24.40 Bid-YTW : 6.88 % |
| ENB.PF.C | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.32 % |
| POW.PR.C | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.62 Evaluated at bid price : 23.89 Bid-YTW : 6.09 % |
| CU.PR.I | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.83 Evaluated at bid price : 24.45 Bid-YTW : 6.40 % |
| IFC.PR.C | FixedReset Ins Non | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.44 % |
| MFC.PR.C | Insurance Straight | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.85 % |
| SLF.PR.D | Insurance Straight | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.73 % |
| PWF.PR.L | Perpetual-Discount | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 6.18 % |
| GWO.PR.T | Insurance Straight | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.14 % |
| MFC.PR.Q | FixedReset Ins Non | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.23 Evaluated at bid price : 22.70 Bid-YTW : 5.89 % |
| BN.PF.A | FixedReset Disc | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.39 Evaluated at bid price : 21.72 Bid-YTW : 6.72 % |
| BN.PR.Z | FixedReset Disc | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 7.25 % |
| GWO.PR.N | FixedReset Ins Non | 4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 6.49 % |
| PWF.PR.E | Perpetual-Discount | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 6.10 % |
| GWO.PR.S | Insurance Straight | 4.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 6.07 % |
| IFC.PR.A | FixedReset Ins Non | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.17 % |
| BN.PF.I | FixedReset Disc | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.79 Evaluated at bid price : 23.13 Bid-YTW : 6.86 % |
| BN.PF.C | Perpetual-Discount | 5.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 6.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.B | FixedReset Disc | 92,679 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 7.24 % |
| FFH.PR.G | FixedReset Disc | 82,774 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 21.89 Evaluated at bid price : 22.40 Bid-YTW : 5.70 % |
| RY.PR.J | FixedReset Disc | 81,109 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.86 Evaluated at bid price : 24.22 Bid-YTW : 5.48 % |
| CM.PR.Q | FixedReset Disc | 79,653 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 23.35 Evaluated at bid price : 24.25 Bid-YTW : 5.49 % |
| ENB.PR.B | FixedReset Disc | 78,636 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.54 % |
| FFH.PR.I | FixedReset Disc | 67,247 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-09 Maturity Price : 22.08 Evaluated at bid price : 22.71 Bid-YTW : 5.90 % |
| There were 42 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 |
| PWF.PR.T | FixedReset Disc | Quote: 21.26 – 22.70 Spot Rate : 1.4400 Average : 0.8373 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 19.55 – 21.20 Spot Rate : 1.6500 Average : 1.1061 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 22.42 – 24.37 Spot Rate : 1.9500 Average : 1.4400 YTW SCENARIO |
| FFH.PR.G | FixedReset Disc | Quote: 22.40 – 23.80 Spot Rate : 1.4000 Average : 0.9069 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 17.70 – 19.00 Spot Rate : 1.3000 Average : 0.8090 YTW SCENARIO |
| FFH.PR.J | FloatingReset | Quote: 23.25 – 24.40 Spot Rate : 1.1500 Average : 0.6936 YTW SCENARIO |