| 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 | 0.0855 % | 2,083.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0855 % | 4,054.9 |
| Floater | 7.40 % | 7.99 % | 65,264 | 11.39 | 3 | 0.0855 % | 2,336.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6248 % | 3,639.3 |
| SplitShare | 4.81 % | 4.52 % | 61,041 | 1.75 | 8 | 0.6248 % | 4,346.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6248 % | 3,391.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3789 % | 2,851.0 |
| Perpetual-Discount | 6.03 % | 6.14 % | 55,616 | 13.69 | 33 | 0.3789 % | 3,108.8 |
| FixedReset Disc | 5.78 % | 6.90 % | 126,612 | 12.68 | 49 | 0.4452 % | 2,720.6 |
| Insurance Straight | 5.93 % | 6.01 % | 75,941 | 13.84 | 21 | 0.4907 % | 3,052.1 |
| FloatingReset | 5.91 % | 5.87 % | 38,584 | 14.05 | 3 | 0.1594 % | 3,484.3 |
| FixedReset Prem | 6.43 % | 5.52 % | 140,738 | 13.76 | 10 | 0.0749 % | 2,546.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4452 % | 2,781.0 |
| FixedReset Ins Non | 5.69 % | 6.09 % | 72,293 | 13.47 | 12 | 0.9855 % | 2,765.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -17.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 6.07 % |
| PWF.PR.L | Perpetual-Discount | -4.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.47 % |
| IFC.PR.I | Insurance Straight | -4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.39 % |
| MFC.PR.J | FixedReset Ins Non | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.45 Evaluated at bid price : 23.00 Bid-YTW : 6.09 % |
| GWO.PR.M | Insurance Straight | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 6.24 % |
| BN.PF.F | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 7.19 % |
| SLF.PR.E | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.69 % |
| MFC.PR.C | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.83 % |
| ENB.PF.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 7.60 % |
| NA.PR.I | FixedReset Prem | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 23.23 Evaluated at bid price : 24.95 Bid-YTW : 5.80 % |
| ENB.PR.Y | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 7.50 % |
| FTS.PR.G | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.18 % |
| ENB.PR.H | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 6.90 % |
| GWO.PR.P | Insurance Straight | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.40 Evaluated at bid price : 22.66 Bid-YTW : 6.01 % |
| ENB.PR.J | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.42 % |
| SLF.PR.D | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 5.74 % |
| NA.PR.G | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 23.43 Evaluated at bid price : 25.40 Bid-YTW : 5.71 % |
| 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 : 25.40 Bid-YTW : 5.34 % |
| BN.PR.R | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 7.43 % |
| ENB.PF.A | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.46 % |
| FTS.PR.J | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.91 % |
| ENB.PF.K | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.74 Evaluated at bid price : 23.50 Bid-YTW : 6.48 % |
| GWO.PR.Q | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.06 % |
| CCS.PR.C | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.91 % |
| BN.PR.M | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 6.37 % |
| NA.PR.K | FixedReset Prem | 1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.93 Bid-YTW : 5.49 % |
| GWO.PR.S | Insurance Straight | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.02 % |
| BIP.PR.A | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.22 Evaluated at bid price : 22.92 Bid-YTW : 6.94 % |
| FFH.PR.K | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 23.40 Evaluated at bid price : 24.50 Bid-YTW : 6.28 % |
| BN.PR.X | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.39 % |
| PVS.PR.K | SplitShare | 2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.52 % |
| RY.PR.N | Perpetual-Discount | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.07 % |
| ENB.PR.A | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.35 Evaluated at bid price : 22.62 Bid-YTW : 6.18 % |
| ELF.PR.F | Perpetual-Discount | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.06 % |
| ENB.PR.B | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.53 % |
| CU.PR.J | Perpetual-Discount | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.06 % |
| BN.PF.C | Perpetual-Discount | 4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.36 % |
| GWO.PR.T | Insurance Straight | 4.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.13 % |
| MFC.PR.M | FixedReset Ins Non | 12.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.80 Evaluated at bid price : 24.00 Bid-YTW : 5.48 % |
| CU.PR.G | Perpetual-Discount | 15.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 49,840 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.26 % |
| ENB.PF.A | FixedReset Disc | 42,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.46 % |
| MFC.PR.I | FixedReset Ins Non | 32,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.97 Evaluated at bid price : 23.80 Bid-YTW : 6.04 % |
| FFH.PR.I | FixedReset Disc | 31,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 22.62 Evaluated at bid price : 23.25 Bid-YTW : 5.97 % |
| ENB.PR.T | FixedReset Disc | 30,095 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 7.35 % |
| BN.PF.G | FixedReset Disc | 29,464 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-23 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.37 % |
| There were 11 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.H | Perpetual-Discount | Quote: 22.10 – 25.00 Spot Rate : 2.9000 Average : 1.8309 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.10 – 24.00 Spot Rate : 1.9000 Average : 1.1991 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.00 – 22.11 Spot Rate : 2.1100 Average : 1.5468 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 21.40 – 23.00 Spot Rate : 1.6000 Average : 1.1054 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 18.90 – 19.90 Spot Rate : 1.0000 Average : 0.5929 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 20.34 – 21.85 Spot Rate : 1.5100 Average : 1.1558 YTW SCENARIO |