| 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 | -0.0291 % | 2,040.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0291 % | 3,971.8 |
| Floater | 7.55 % | 8.01 % | 61,533 | 11.39 | 3 | -0.0291 % | 2,289.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0446 % | 3,605.3 |
| SplitShare | 4.84 % | 5.17 % | 75,842 | 1.78 | 9 | 0.0446 % | 4,305.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0446 % | 3,359.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5397 % | 2,791.5 |
| Perpetual-Discount | 6.16 % | 6.27 % | 60,035 | 13.54 | 33 | 0.5397 % | 3,044.0 |
| FixedReset Disc | 5.99 % | 7.20 % | 135,760 | 12.33 | 49 | 0.3120 % | 2,624.5 |
| Insurance Straight | 6.10 % | 6.13 % | 73,032 | 13.72 | 21 | -0.0163 % | 2,967.4 |
| FloatingReset | 5.98 % | 5.96 % | 40,226 | 13.93 | 3 | 0.3234 % | 3,440.0 |
| FixedReset Prem | 6.55 % | 5.86 % | 147,972 | 13.59 | 10 | 0.1084 % | 2,501.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3120 % | 2,682.8 |
| FixedReset Ins Non | 5.99 % | 6.60 % | 77,386 | 12.93 | 12 | -0.3031 % | 2,626.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -18.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.87 % |
| CCS.PR.C | Insurance Straight | -17.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 7.19 % |
| MFC.PR.M | FixedReset Ins Non | -7.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.09 % |
| GWO.PR.T | Insurance Straight | -6.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.34 % |
| GWO.PR.R | Insurance Straight | -5.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 6.24 % |
| PWF.PR.A | Floater | -4.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 7.08 % |
| PWF.PR.H | Perpetual-Discount | -3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.55 % |
| GWO.PR.L | Insurance Straight | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 6.38 % |
| GWO.PR.G | Insurance Straight | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.31 % |
| BN.PF.G | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 8.03 % |
| GWO.PR.N | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.94 % |
| ENB.PF.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.89 % |
| IFC.PR.E | Insurance Straight | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.74 Evaluated at bid price : 22.10 Bid-YTW : 5.92 % |
| PWF.PR.P | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 7.65 % |
| FTS.PR.M | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.00 % |
| GWO.PR.M | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 6.20 % |
| BN.PF.J | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 22.04 Evaluated at bid price : 22.35 Bid-YTW : 6.81 % |
| MFC.PR.B | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.02 % |
| BN.PF.I | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 22.11 Evaluated at bid price : 22.40 Bid-YTW : 7.36 % |
| FTS.PR.K | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.80 % |
| BN.PF.B | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 7.42 % |
| IFC.PR.A | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.78 % |
| BIP.PR.F | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.70 Evaluated at bid price : 22.00 Bid-YTW : 6.85 % |
| ENB.PR.N | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 7.20 % |
| BIP.PR.E | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 22.12 Evaluated at bid price : 22.50 Bid-YTW : 6.77 % |
| BN.PF.A | FixedReset Disc | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.08 % |
| IFC.PR.F | Insurance Straight | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.62 Evaluated at bid price : 22.01 Bid-YTW : 6.06 % |
| GWO.PR.S | Insurance Straight | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.28 % |
| BN.PR.K | Floater | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 8.01 % |
| BN.PR.B | Floater | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 8.01 % |
| GWO.PR.Q | Insurance Straight | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 6.22 % |
| IFC.PR.K | Insurance Straight | 3.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 21.47 Evaluated at bid price : 21.80 Bid-YTW : 6.06 % |
| GWO.PR.I | Insurance Straight | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.07 % |
| CU.PR.F | Perpetual-Discount | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.18 % |
| BN.PR.Z | FixedReset Disc | 5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.46 % |
| ENB.PR.P | FixedReset Disc | 7.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 7.75 % |
| GWO.PR.H | Insurance Straight | 17.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.22 % |
| CU.PR.G | Perpetual-Discount | 28.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.I | FixedReset Disc | 75,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 23.93 Evaluated at bid price : 24.53 Bid-YTW : 6.67 % |
| NA.PR.C | FixedReset Prem | 71,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 23.53 Evaluated at bid price : 25.23 Bid-YTW : 6.31 % |
| CM.PR.Q | FixedReset Disc | 60,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 23.23 Evaluated at bid price : 24.15 Bid-YTW : 5.81 % |
| ENB.PF.E | FixedReset Disc | 47,195 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 7.94 % |
| FTS.PR.M | FixedReset Disc | 43,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.00 % |
| ENB.PR.Y | FixedReset Disc | 32,643 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-11 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 7.88 % |
| There were 14 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: 19.10 – 25.00 Spot Rate : 5.9000 Average : 3.3405 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 19.65 – 24.90 Spot Rate : 5.2500 Average : 3.1006 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 17.57 – 21.99 Spot Rate : 4.4200 Average : 2.6058 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.10 – 21.40 Spot Rate : 4.3000 Average : 2.6215 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.45 – 25.00 Spot Rate : 2.5500 Average : 1.5615 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.50 – 21.00 Spot Rate : 2.5000 Average : 1.7342 YTW SCENARIO |