| 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 | 1.9477 % | 2,080.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.9477 % | 4,049.2 |
| Floater | 7.41 % | 8.05 % | 66,110 | 11.34 | 3 | 1.9477 % | 2,333.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2717 % | 3,595.5 |
| SplitShare | 4.85 % | 5.23 % | 75,905 | 1.77 | 9 | -0.2717 % | 4,293.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2717 % | 3,350.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5318 % | 2,834.3 |
| Perpetual-Discount | 6.07 % | 6.24 % | 59,276 | 13.60 | 33 | 1.5318 % | 3,090.6 |
| FixedReset Disc | 5.88 % | 7.02 % | 137,602 | 12.38 | 49 | 1.8439 % | 2,672.9 |
| Insurance Straight | 6.00 % | 6.03 % | 78,253 | 13.83 | 21 | 1.7625 % | 3,019.7 |
| FloatingReset | 5.93 % | 5.84 % | 41,531 | 14.12 | 3 | 0.7413 % | 3,465.5 |
| FixedReset Prem | 6.52 % | 5.81 % | 147,821 | 13.62 | 10 | 0.3730 % | 2,510.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.8439 % | 2,732.2 |
| FixedReset Ins Non | 5.89 % | 6.44 % | 77,459 | 13.15 | 12 | 1.6916 % | 2,670.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.K | SplitShare | -2.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 6.00 % |
| BN.PR.M | Perpetual-Discount | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.67 % |
| POW.PR.C | Perpetual-Discount | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 6.37 % |
| GWO.PR.N | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 7.04 % |
| ENB.PF.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.87 % |
| SLF.PR.C | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.75 % |
| NA.PR.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 23.07 Evaluated at bid price : 24.25 Bid-YTW : 5.65 % |
| FFH.PR.I | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.13 Evaluated at bid price : 22.80 Bid-YTW : 6.18 % |
| POW.PR.G | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.26 % |
| PWF.PR.L | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.24 % |
| CU.PR.E | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.13 % |
| CU.PR.D | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.19 % |
| PWF.PR.G | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 23.33 Evaluated at bid price : 23.61 Bid-YTW : 6.26 % |
| ENB.PR.F | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 7.82 % |
| FTS.PR.M | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.92 % |
| GWO.PR.I | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.00 % |
| ENB.PF.G | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.78 % |
| BN.PR.T | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 16.28 Evaluated at bid price : 16.28 Bid-YTW : 7.76 % |
| BIP.PR.B | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 24.05 Evaluated at bid price : 24.60 Bid-YTW : 7.49 % |
| IFC.PR.I | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.25 Evaluated at bid price : 22.60 Bid-YTW : 6.01 % |
| ENB.PR.B | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.91 % |
| FTS.PR.J | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.98 % |
| BN.PF.C | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.45 % |
| CU.PR.J | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 6.16 % |
| PWF.PR.S | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.20 % |
| FFH.PR.K | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 23.78 Evaluated at bid price : 24.10 Bid-YTW : 6.50 % |
| POW.PR.D | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.17 % |
| BN.PR.R | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 16.28 Evaluated at bid price : 16.28 Bid-YTW : 7.76 % |
| FTS.PR.G | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 6.47 % |
| BIP.PR.F | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.98 Evaluated at bid price : 22.40 Bid-YTW : 6.72 % |
| FTS.PR.F | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 5.95 % |
| ENB.PR.H | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 7.01 % |
| GWO.PR.G | Insurance Straight | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.20 % |
| GWO.PR.T | Insurance Straight | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.22 % |
| ENB.PR.Y | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 7.73 % |
| BN.PF.J | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.35 Evaluated at bid price : 22.80 Bid-YTW : 6.67 % |
| ENB.PF.C | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.66 % |
| PWF.PR.P | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 7.50 % |
| FFH.PR.J | FloatingReset | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 23.52 Evaluated at bid price : 23.80 Bid-YTW : 5.84 % |
| BN.PR.N | Perpetual-Discount | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.47 % |
| ENB.PR.N | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 7.05 % |
| BN.PF.G | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.86 % |
| BN.PR.X | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 7.71 % |
| BN.PF.B | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.26 % |
| IFC.PR.G | FixedReset Ins Non | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.09 Evaluated at bid price : 22.50 Bid-YTW : 6.22 % |
| ENB.PF.A | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.61 % |
| IFC.PR.C | FixedReset Ins Non | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.89 % |
| BN.PR.Z | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.28 % |
| GWO.PR.S | Insurance Straight | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 6.11 % |
| ENB.PR.P | FixedReset Disc | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.54 % |
| CU.PR.H | Perpetual-Discount | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.85 % |
| ENB.PR.D | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 7.60 % |
| GWO.PR.L | Insurance Straight | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.19 % |
| ENB.PR.J | FixedReset Disc | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 7.48 % |
| FTS.PR.K | FixedReset Disc | 3.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 6.58 % |
| CU.PR.C | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.76 % |
| ENB.PF.K | FixedReset Disc | 3.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.61 Evaluated at bid price : 23.26 Bid-YTW : 6.63 % |
| BN.PF.E | FixedReset Disc | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 7.55 % |
| PWF.PR.H | Perpetual-Discount | 4.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.67 Evaluated at bid price : 22.91 Bid-YTW : 6.29 % |
| IFC.PR.A | FixedReset Ins Non | 4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 6.49 % |
| PWF.PR.A | Floater | 6.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 13.32 Evaluated at bid price : 13.32 Bid-YTW : 6.64 % |
| MFC.PR.M | FixedReset Ins Non | 9.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.44 % |
| CCS.PR.C | Insurance Straight | 19.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.03 % |
| CU.PR.F | Perpetual-Discount | 23.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.97 % |
| PWF.PR.T | FixedReset Disc | 23.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 112,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.66 % |
| ENB.PR.B | FixedReset Disc | 45,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.91 % |
| ENB.PR.T | FixedReset Disc | 44,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.50 % |
| ENB.PR.D | FixedReset Disc | 43,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 7.60 % |
| CM.PR.Q | FixedReset Disc | 38,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 23.29 Evaluated at bid price : 24.21 Bid-YTW : 5.80 % |
| FFH.PR.G | FixedReset Disc | 38,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-14 Maturity Price : 22.15 Evaluated at bid price : 22.82 Bid-YTW : 5.90 % |
| There were 15 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 |
| POW.PR.B | Perpetual-Discount | Quote: 21.55 – 25.00 Spot Rate : 3.4500 Average : 2.0434 YTW SCENARIO |
| BN.PF.F | FixedReset Disc | Quote: 19.50 – 22.25 Spot Rate : 2.7500 Average : 1.8294 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.50 – 22.95 Spot Rate : 2.4500 Average : 1.7021 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 22.75 – 25.00 Spot Rate : 2.2500 Average : 1.5515 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 22.50 – 24.02 Spot Rate : 1.5200 Average : 0.9006 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 19.73 – 21.95 Spot Rate : 2.2200 Average : 1.6754 YTW SCENARIO |