| 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 | 0.0000 % | 2,078.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,045.7 |
| Floater | 7.42 % | 8.00 % | 62,891 | 11.38 | 3 | 0.0000 % | 2,331.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0267 % | 3,612.2 |
| SplitShare | 4.83 % | 5.17 % | 70,675 | 1.76 | 9 | 0.0267 % | 4,313.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0267 % | 3,365.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2382 % | 2,811.5 |
| Perpetual-Discount | 6.12 % | 6.21 % | 59,616 | 13.59 | 33 | -1.2382 % | 3,065.8 |
| FixedReset Disc | 5.84 % | 6.96 % | 131,856 | 12.56 | 49 | 0.0946 % | 2,691.6 |
| Insurance Straight | 5.96 % | 6.06 % | 75,230 | 13.77 | 21 | -0.2289 % | 3,037.4 |
| FloatingReset | 5.93 % | 5.91 % | 40,462 | 14.00 | 3 | 0.4010 % | 3,470.5 |
| FixedReset Prem | 6.44 % | 5.72 % | 141,657 | 13.73 | 10 | -0.1065 % | 2,540.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0946 % | 2,751.4 |
| FixedReset Ins Non | 5.74 % | 6.11 % | 77,917 | 13.49 | 12 | 2.1444 % | 2,743.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -15.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.17 % |
| BN.PR.X | FixedReset Disc | -5.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 7.95 % |
| PWF.PR.L | Perpetual-Discount | -4.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.46 % |
| RY.PR.N | Perpetual-Discount | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.22 % |
| PWF.PR.K | Perpetual-Discount | -2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.31 % |
| BIP.PR.F | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.95 % |
| BN.PR.T | FixedReset Disc | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 7.71 % |
| PWF.PF.A | Perpetual-Discount | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.27 % |
| PWF.PR.H | Perpetual-Discount | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.67 Evaluated at bid price : 22.91 Bid-YTW : 6.30 % |
| ENB.PR.A | Perpetual-Discount | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.76 Evaluated at bid price : 22.01 Bid-YTW : 6.35 % |
| BN.PF.I | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 7.06 % |
| CU.PR.F | Perpetual-Discount | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.16 % |
| CU.PR.J | Perpetual-Discount | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 6.05 % |
| BMO.PR.E | FixedReset Prem | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.51 Evaluated at bid price : 25.70 Bid-YTW : 5.61 % |
| PWF.PR.F | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.35 % |
| IFC.PR.I | Insurance Straight | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 6.05 % |
| PWF.PR.R | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.90 Evaluated at bid price : 22.14 Bid-YTW : 6.23 % |
| IFC.PR.A | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.39 % |
| MFC.PR.F | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 6.77 % |
| GWO.PR.M | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 6.18 % |
| PWF.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.33 Evaluated at bid price : 23.61 Bid-YTW : 6.27 % |
| IFC.PR.F | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.66 Evaluated at bid price : 22.05 Bid-YTW : 6.06 % |
| IFC.PR.E | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.76 Evaluated at bid price : 22.11 Bid-YTW : 5.93 % |
| ENB.PR.H | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 6.98 % |
| PWF.PR.P | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 7.19 % |
| FFH.PR.K | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.73 Evaluated at bid price : 24.05 Bid-YTW : 6.43 % |
| SLF.PR.G | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 6.59 % |
| GWO.PR.N | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 6.68 % |
| FTS.PR.M | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.62 % |
| BN.PF.G | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 7.52 % |
| GWO.PR.G | Insurance Straight | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.12 % |
| BN.PF.F | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 7.01 % |
| SLF.PR.J | FloatingReset | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 6.51 % |
| MFC.PR.Q | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.17 Evaluated at bid price : 22.61 Bid-YTW : 6.11 % |
| IFC.PR.C | FixedReset Ins Non | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.83 % |
| MFC.PR.I | FixedReset Ins Non | 3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.84 Evaluated at bid price : 23.55 Bid-YTW : 6.10 % |
| ENB.PF.G | FixedReset Disc | 8.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.74 % |
| MFC.PR.M | FixedReset Ins Non | 14.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.80 Evaluated at bid price : 24.00 Bid-YTW : 5.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.E | FixedReset Disc | 29,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 7.32 % |
| RY.PR.J | FixedReset Disc | 24,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.00 % |
| TD.PF.A | FixedReset Disc | 13,828 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.53 Evaluated at bid price : 23.41 Bid-YTW : 5.33 % |
| FFH.PR.G | FixedReset Disc | 13,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 22.24 Evaluated at bid price : 22.97 Bid-YTW : 5.76 % |
| MFC.PR.C | Insurance Straight | 11,301 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.91 % |
| RY.PR.N | Perpetual-Discount | 11,229 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-21 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.22 % |
| There were 0 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 |
| CU.PR.G | Perpetual-Discount | Quote: 16.00 – 20.20 Spot Rate : 4.2000 Average : 2.5166 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.95 – 18.60 Spot Rate : 2.6500 Average : 1.5498 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 19.76 – 21.45 Spot Rate : 1.6900 Average : 1.0466 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.00 – 16.55 Spot Rate : 1.5500 Average : 0.9811 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 21.14 – 22.92 Spot Rate : 1.7800 Average : 1.2400 YTW SCENARIO |
| ENB.PR.D | FixedReset Disc | Quote: 17.55 – 18.84 Spot Rate : 1.2900 Average : 0.7880 YTW SCENARIO |