| 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 | 0.6824 % | 2,100.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6824 % | 4,088.4 |
| Floater | 7.34 % | 7.86 % | 64,572 | 11.50 | 3 | 0.6824 % | 2,356.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2374 % | 3,663.7 |
| SplitShare | 4.77 % | 4.47 % | 83,820 | 2.62 | 8 | 0.2374 % | 4,375.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2374 % | 3,413.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6932 % | 2,890.2 |
| Perpetual-Discount | 5.95 % | 6.09 % | 49,477 | 13.77 | 33 | 0.6932 % | 3,151.6 |
| FixedReset Disc | 5.67 % | 6.34 % | 115,774 | 12.88 | 51 | 0.2673 % | 2,779.6 |
| Insurance Straight | 5.89 % | 5.98 % | 66,503 | 13.86 | 21 | 0.1709 % | 3,073.5 |
| FloatingReset | 5.81 % | 5.84 % | 31,403 | 14.07 | 3 | 0.3956 % | 3,517.6 |
| FixedReset Prem | 6.44 % | 5.30 % | 128,676 | 3.41 | 8 | 0.1939 % | 2,577.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2673 % | 2,841.3 |
| FixedReset Ins Non | 5.52 % | 6.24 % | 64,712 | 13.55 | 14 | -0.6879 % | 2,790.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -13.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 7.01 % |
| CU.PR.H | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.91 % |
| GWO.PR.S | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 6.11 % |
| BN.PF.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 7.24 % |
| FTS.PR.H | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 15.93 Evaluated at bid price : 15.93 Bid-YTW : 6.75 % |
| MFC.PR.Q | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 22.81 Evaluated at bid price : 23.70 Bid-YTW : 5.82 % |
| BN.PR.K | Floater | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 11.22 Evaluated at bid price : 11.22 Bid-YTW : 7.86 % |
| PWF.PR.O | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.08 % |
| PWF.PR.S | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.04 % |
| IFC.PR.K | Insurance Straight | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 21.84 Evaluated at bid price : 22.20 Bid-YTW : 5.98 % |
| BIP.PR.E | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 22.99 Evaluated at bid price : 24.00 Bid-YTW : 6.26 % |
| SLF.PR.E | Insurance Straight | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.76 % |
| BIP.PR.F | FixedReset Disc | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 22.65 Evaluated at bid price : 23.50 Bid-YTW : 6.33 % |
| SLF.PR.G | FixedReset Ins Non | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.45 % |
| CU.PR.F | Perpetual-Discount | 20.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.M | FixedReset Disc | 456,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.52 % |
| MFC.PR.M | FixedReset Ins Non | 100,773 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.24 % |
| TD.PF.D | FixedReset Disc | 88,192 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 23.77 Evaluated at bid price : 24.67 Bid-YTW : 5.62 % |
| ENB.PF.E | FixedReset Disc | 38,586 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.27 % |
| BN.PR.T | FixedReset Disc | 35,064 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 7.30 % |
| ENB.PR.B | FixedReset Disc | 10,156 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-06 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.40 % |
| There were 1 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 |
| IFC.PR.A | FixedReset Ins Non | Quote: 16.61 – 20.30 Spot Rate : 3.6900 Average : 2.2153 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 22.20 – 23.70 Spot Rate : 1.5000 Average : 1.0899 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 18.85 – 20.10 Spot Rate : 1.2500 Average : 0.8487 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.75 – 23.79 Spot Rate : 2.0400 Average : 1.6512 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 19.90 – 21.10 Spot Rate : 1.2000 Average : 0.8371 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.42 – 21.48 Spot Rate : 1.0600 Average : 0.7174 YTW SCENARIO |