| 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 | 0.1717 % | 2,076.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1717 % | 4,042.2 |
| Floater | 7.42 % | 7.99 % | 64,636 | 11.38 | 3 | 0.1717 % | 2,329.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1241 % | 3,638.4 |
| SplitShare | 4.81 % | 4.60 % | 65,646 | 1.75 | 8 | -0.1241 % | 4,345.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1241 % | 3,390.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6170 % | 2,838.9 |
| Perpetual-Discount | 6.06 % | 6.17 % | 52,979 | 13.65 | 33 | -0.6170 % | 3,095.7 |
| FixedReset Disc | 5.77 % | 6.63 % | 124,389 | 12.66 | 49 | 0.0692 % | 2,723.0 |
| Insurance Straight | 5.93 % | 6.05 % | 75,709 | 13.83 | 21 | 0.0498 % | 3,051.9 |
| FloatingReset | 5.94 % | 5.96 % | 38,606 | 13.90 | 3 | -0.6037 % | 3,468.8 |
| FixedReset Prem | 6.44 % | 5.53 % | 140,402 | 13.81 | 10 | -0.1850 % | 2,543.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0692 % | 2,783.5 |
| FixedReset Ins Non | 5.76 % | 6.21 % | 71,492 | 13.45 | 12 | -0.2875 % | 2,730.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.D | Perpetual-Discount | -7.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.94 % |
| BN.PF.C | Perpetual-Discount | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.62 % |
| MFC.PR.C | Insurance Straight | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.01 % |
| PWF.PR.K | Perpetual-Discount | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.29 % |
| PWF.PF.A | Perpetual-Discount | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 6.22 % |
| SLF.PR.D | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.76 % |
| GWO.PR.H | Insurance Straight | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.11 % |
| CU.PR.J | Perpetual-Discount | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 6.10 % |
| FFH.PR.J | FloatingReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 23.02 Evaluated at bid price : 23.40 Bid-YTW : 5.96 % |
| CU.PR.H | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.92 % |
| CU.PR.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.97 Evaluated at bid price : 19.97 Bid-YTW : 6.63 % |
| PWF.PR.S | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.20 % |
| GWO.PR.P | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 22.60 Evaluated at bid price : 22.85 Bid-YTW : 5.97 % |
| PWF.PR.P | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 7.19 % |
| POW.PR.D | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 6.07 % |
| BIP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 22.45 Evaluated at bid price : 23.00 Bid-YTW : 6.54 % |
| ENB.PF.K | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 22.66 Evaluated at bid price : 23.35 Bid-YTW : 6.53 % |
| MFC.PR.B | Insurance Straight | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.88 % |
| IFC.PR.K | Insurance Straight | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 21.45 Evaluated at bid price : 21.77 Bid-YTW : 6.09 % |
| GWO.PR.T | Insurance Straight | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 785,626 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 22.58 Evaluated at bid price : 23.52 Bid-YTW : 5.30 % |
| TD.PF.D | FixedReset Disc | 575,756 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 23.77 Evaluated at bid price : 24.64 Bid-YTW : 5.61 % |
| BMO.PR.Y | FixedReset Disc | 100,968 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 23.92 Evaluated at bid price : 24.69 Bid-YTW : 5.55 % |
| PWF.PR.G | Perpetual-Discount | 99,551 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 6.20 % |
| RY.PR.J | FixedReset Disc | 85,989 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.59 % |
| ENB.PR.Y | FixedReset Disc | 80,926 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-25 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.52 % |
| 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 |
| CU.PR.F | Perpetual-Discount | Quote: 19.00 – 23.88 Spot Rate : 4.8800 Average : 2.8625 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.96 – 18.60 Spot Rate : 2.6400 Average : 1.6125 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 17.90 – 19.60 Spot Rate : 1.7000 Average : 0.9883 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.82 – 21.60 Spot Rate : 1.7800 Average : 1.1664 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.97 – 22.11 Spot Rate : 2.1400 Average : 1.7131 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.52 – 24.80 Spot Rate : 1.2800 Average : 0.8994 YTW SCENARIO |