| 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 | -0.4847 % | 2,070.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4847 % | 4,029.5 |
| Floater | 7.45 % | 7.99 % | 65,093 | 11.40 | 3 | -0.4847 % | 2,322.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2050 % | 3,611.1 |
| SplitShare | 4.83 % | 5.08 % | 70,560 | 1.77 | 9 | 0.2050 % | 4,312.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2050 % | 3,364.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7142 % | 2,850.6 |
| Perpetual-Discount | 6.03 % | 6.15 % | 61,228 | 13.73 | 33 | -0.7142 % | 3,108.5 |
| FixedReset Disc | 5.81 % | 7.00 % | 131,718 | 12.49 | 49 | -0.1214 % | 2,702.8 |
| Insurance Straight | 5.95 % | 6.02 % | 75,115 | 13.87 | 21 | 0.7100 % | 3,043.7 |
| FloatingReset | 5.94 % | 5.82 % | 42,618 | 14.15 | 3 | 0.0641 % | 3,462.2 |
| FixedReset Prem | 6.43 % | 5.72 % | 142,702 | 13.74 | 10 | 0.0079 % | 2,548.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1214 % | 2,762.8 |
| FixedReset Ins Non | 5.81 % | 6.42 % | 76,230 | 13.20 | 12 | -0.8028 % | 2,710.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -20.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.25 % |
| MFC.PR.M | FixedReset Ins Non | -12.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.44 % |
| FTS.PR.J | Perpetual-Discount | -5.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.22 % |
| ENB.PR.B | FixedReset Disc | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 8.04 % |
| PWF.PR.K | Perpetual-Discount | -3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.35 % |
| BN.PR.M | Perpetual-Discount | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.58 % |
| PWF.PR.A | Floater | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 6.81 % |
| ENB.PR.D | FixedReset Disc | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 7.74 % |
| ENB.PR.H | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 7.15 % |
| SLF.PR.E | Insurance Straight | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.17 Evaluated at bid price : 19.17 Bid-YTW : 5.93 % |
| BN.PF.B | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.17 % |
| ENB.PF.E | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.92 % |
| BN.PR.X | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 15.47 Evaluated at bid price : 15.47 Bid-YTW : 7.65 % |
| CU.PR.D | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.09 % |
| SLF.PR.D | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.81 % |
| BN.PF.D | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.49 % |
| GWO.PR.I | Insurance Straight | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.05 % |
| ENB.PR.J | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.53 % |
| ENB.PF.K | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.13 Evaluated at bid price : 22.50 Bid-YTW : 6.88 % |
| BN.PF.C | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.45 % |
| ENB.PF.G | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 7.84 % |
| SLF.PR.J | FloatingReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.66 % |
| POW.PR.D | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.15 % |
| ENB.PR.Y | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 7.73 % |
| MFC.PR.I | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.38 Evaluated at bid price : 22.80 Bid-YTW : 6.41 % |
| ENB.PR.P | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.54 % |
| IFC.PR.E | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.93 Evaluated at bid price : 22.32 Bid-YTW : 5.86 % |
| IFC.PR.I | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.31 Evaluated at bid price : 22.68 Bid-YTW : 5.99 % |
| PWF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 6.18 % |
| BN.PF.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.35 % |
| ENB.PR.A | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.17 % |
| PWF.PR.S | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 6.08 % |
| PWF.PR.Z | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.15 % |
| FFH.PR.J | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.82 % |
| PWF.PR.R | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 6.12 % |
| SLF.PR.G | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 6.70 % |
| POW.PR.B | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 6.07 % |
| MFC.PR.C | Insurance Straight | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.84 % |
| GWO.PR.S | Insurance Straight | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 5.99 % |
| BN.PF.J | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.65 Evaluated at bid price : 23.30 Bid-YTW : 6.52 % |
| BN.PF.I | FixedReset Disc | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.26 Evaluated at bid price : 23.60 Bid-YTW : 7.00 % |
| GWO.PR.G | Insurance Straight | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 6.04 % |
| ENB.PR.N | FixedReset Disc | 3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.07 % |
| PWF.PR.E | Perpetual-Discount | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.06 % |
| MFC.PR.Q | FixedReset Ins Non | 4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 22.42 Evaluated at bid price : 23.00 Bid-YTW : 6.08 % |
| CCS.PR.C | Insurance Straight | 18.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 6.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.T | FixedReset Disc | 41,366 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 7.43 % |
| BN.PF.I | FixedReset Disc | 23,690 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.26 Evaluated at bid price : 23.60 Bid-YTW : 7.00 % |
| CM.PR.Q | FixedReset Disc | 16,803 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.92 Evaluated at bid price : 24.72 Bid-YTW : 5.69 % |
| NA.PR.S | FixedReset Prem | 13,699 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.08 Evaluated at bid price : 24.55 Bid-YTW : 5.54 % |
| RY.PR.S | FixedReset Prem | 12,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 23.45 Evaluated at bid price : 25.60 Bid-YTW : 5.26 % |
| ENB.PR.F | FixedReset Disc | 12,513 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-16 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 7.76 % |
| There were 3 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 |
| FTS.PR.M | FixedReset Disc | Quote: 20.40 – 24.80 Spot Rate : 4.4000 Average : 2.7964 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 19.73 – 21.95 Spot Rate : 2.2200 Average : 1.6171 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 19.60 – 21.90 Spot Rate : 2.3000 Average : 1.7407 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 18.98 – 20.48 Spot Rate : 1.5000 Average : 1.1314 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 19.40 – 20.50 Spot Rate : 1.1000 Average : 0.7465 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 18.72 – 19.90 Spot Rate : 1.1800 Average : 0.8423 YTW SCENARIO |