| 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 | -0.2835 % | 2,086.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2835 % | 4,060.7 |
| Floater | 7.39 % | 7.91 % | 67,295 | 11.45 | 3 | -0.2835 % | 2,340.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2082 % | 3,655.1 |
| SplitShare | 4.79 % | 4.51 % | 83,640 | 2.62 | 8 | 0.2082 % | 4,364.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2082 % | 3,405.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5248 % | 2,870.3 |
| Perpetual-Discount | 5.99 % | 6.12 % | 49,411 | 13.74 | 33 | 0.5248 % | 3,129.9 |
| FixedReset Disc | 5.68 % | 6.45 % | 117,174 | 12.78 | 51 | 0.3726 % | 2,772.2 |
| Insurance Straight | 5.90 % | 6.00 % | 69,071 | 13.85 | 21 | 0.0157 % | 3,068.2 |
| FloatingReset | 5.83 % | 5.86 % | 32,491 | 14.05 | 3 | 0.2379 % | 3,503.8 |
| FixedReset Prem | 6.45 % | 5.41 % | 133,407 | 3.46 | 8 | 0.2673 % | 2,572.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3726 % | 2,833.7 |
| FixedReset Ins Non | 5.49 % | 6.03 % | 65,369 | 13.71 | 14 | -0.0511 % | 2,809.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.91 % |
| NA.PR.S | FixedReset Disc | -3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.92 Evaluated at bid price : 24.16 Bid-YTW : 5.59 % |
| SLF.PR.G | FixedReset Ins Non | -2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 6.69 % |
| GWO.PR.I | Insurance Straight | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.07 % |
| PWF.PR.E | Perpetual-Discount | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 6.24 % |
| BN.PR.K | Floater | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 11.07 Evaluated at bid price : 11.07 Bid-YTW : 7.97 % |
| MFC.PR.Q | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.66 Evaluated at bid price : 23.41 Bid-YTW : 5.90 % |
| CU.PR.I | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 6.45 % |
| ENB.PR.A | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 6.11 % |
| ENB.PR.F | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.33 % |
| BN.PF.I | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 23.67 Evaluated at bid price : 24.00 Bid-YTW : 6.83 % |
| SLF.PR.D | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 5.65 % |
| CU.PR.H | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.83 % |
| ENB.PF.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.28 % |
| NA.PR.K | FixedReset Prem | 1.48 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 27.40 Bid-YTW : 5.04 % |
| BN.PF.E | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.16 % |
| BN.PF.J | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 23.03 Evaluated at bid price : 24.00 Bid-YTW : 6.25 % |
| ENB.PF.C | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 7.24 % |
| IFC.PR.F | Insurance Straight | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 21.96 Evaluated at bid price : 22.40 Bid-YTW : 5.97 % |
| ENB.PR.H | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 6.73 % |
| BIP.PR.A | FixedReset Disc | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.77 Evaluated at bid price : 24.00 Bid-YTW : 6.62 % |
| CU.PR.G | Perpetual-Discount | 18.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 60,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 7.10 % |
| ENB.PF.E | FixedReset Disc | 57,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.28 % |
| ENB.PF.C | FixedReset Disc | 42,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 7.24 % |
| PVS.PR.M | SplitShare | 19,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 5.09 % |
| FFH.PR.G | FixedReset Disc | 14,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 22.42 Evaluated at bid price : 23.30 Bid-YTW : 5.69 % |
| MFC.PR.C | Insurance Straight | 12,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-05 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.82 % |
| 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 |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.75 – 23.79 Spot Rate : 2.0400 Average : 1.2249 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 19.00 – 23.88 Spot Rate : 4.8800 Average : 4.4079 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.70 – 24.80 Spot Rate : 1.1000 Average : 0.6662 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 24.16 – 25.10 Spot Rate : 0.9400 Average : 0.5572 YTW SCENARIO |
| ENB.PR.B | FixedReset Disc | Quote: 18.04 – 18.95 Spot Rate : 0.9100 Average : 0.5373 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 25.15 – 26.00 Spot Rate : 0.8500 Average : 0.5006 YTW SCENARIO |