| 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 | 1.2342 % | 2,091.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2342 % | 4,072.3 |
| Floater | 7.37 % | 7.86 % | 69,922 | 11.51 | 3 | 1.2342 % | 2,346.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,647.5 |
| SplitShare | 4.80 % | 4.91 % | 83,708 | 2.63 | 8 | -0.0149 % | 4,355.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,398.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5108 % | 2,855.3 |
| Perpetual-Discount | 6.02 % | 6.11 % | 51,307 | 13.75 | 33 | -0.5108 % | 3,113.6 |
| FixedReset Disc | 5.69 % | 6.56 % | 115,410 | 12.59 | 49 | 0.3071 % | 2,761.9 |
| Insurance Straight | 5.90 % | 6.01 % | 70,005 | 13.83 | 21 | 0.2435 % | 3,067.7 |
| FloatingReset | 5.89 % | 5.92 % | 33,816 | 13.95 | 3 | 0.5582 % | 3,495.4 |
| FixedReset Prem | 6.38 % | 5.46 % | 139,202 | 3.46 | 10 | 0.0430 % | 2,566.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3071 % | 2,823.2 |
| FixedReset Ins Non | 5.60 % | 6.02 % | 66,920 | 13.75 | 12 | 0.5349 % | 2,811.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -16.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.93 % |
| MFC.PR.M | FixedReset Ins Non | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.23 % |
| ENB.PR.H | FixedReset Disc | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.91 % |
| IFC.PR.K | Insurance Straight | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.40 Evaluated at bid price : 21.70 Bid-YTW : 6.12 % |
| CU.PR.C | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.56 % |
| IFC.PR.E | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.75 Evaluated at bid price : 22.10 Bid-YTW : 5.94 % |
| MFC.PR.F | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.67 % |
| PWF.PR.O | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 23.22 Evaluated at bid price : 23.52 Bid-YTW : 6.20 % |
| GWO.PR.H | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 6.06 % |
| PWF.PR.E | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 6.11 % |
| BIP.PR.F | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.19 Evaluated at bid price : 22.70 Bid-YTW : 6.57 % |
| BN.PF.E | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.27 % |
| CU.PR.H | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.91 % |
| ENB.PF.E | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 7.39 % |
| BN.PF.D | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.37 % |
| SLF.PR.D | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.72 % |
| MFC.PR.B | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 5.89 % |
| ELF.PR.F | Perpetual-Discount | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.07 % |
| PWF.PR.P | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 7.12 % |
| PWF.PR.K | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.08 % |
| FTS.PR.J | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.88 % |
| GWO.PR.G | Insurance Straight | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.02 % |
| IFC.PR.G | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.95 Evaluated at bid price : 24.00 Bid-YTW : 5.73 % |
| MFC.PR.Q | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.81 Evaluated at bid price : 23.70 Bid-YTW : 5.82 % |
| ENB.PR.D | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 7.26 % |
| BIP.PR.E | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.74 Evaluated at bid price : 23.50 Bid-YTW : 6.41 % |
| BN.PF.F | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.99 % |
| BN.PR.K | Floater | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 11.21 Evaluated at bid price : 11.21 Bid-YTW : 7.86 % |
| BN.PF.J | FixedReset Disc | 3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.83 Evaluated at bid price : 23.60 Bid-YTW : 6.37 % |
| SLF.PR.E | Insurance Straight | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.67 % |
| IFC.PR.A | FixedReset Ins Non | 4.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 6.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Q | FixedReset Disc | 53,902 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 23.79 Evaluated at bid price : 24.67 Bid-YTW : 5.62 % |
| POW.PR.B | Perpetual-Discount | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.98 Evaluated at bid price : 22.21 Bid-YTW : 6.08 % |
| ENB.PR.N | FixedReset Disc | 15,955 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 6.88 % |
| PVS.PR.M | SplitShare | 12,502 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 5.08 % |
| FFH.PR.G | FixedReset Disc | 11,002 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 22.45 Evaluated at bid price : 23.35 Bid-YTW : 5.67 % |
| GWO.PR.M | Insurance Straight | 10,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-02 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.11 % |
| There were 2 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 : 3.8902 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 18.50 – 20.99 Spot Rate : 2.4900 Average : 1.5402 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 16.20 – 18.60 Spot Rate : 2.4000 Average : 1.5517 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 21.95 – 24.00 Spot Rate : 2.0500 Average : 1.3466 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.85 – 22.11 Spot Rate : 2.2600 Average : 1.5868 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 17.12 – 18.90 Spot Rate : 1.7800 Average : 1.1143 YTW SCENARIO |