| 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 | 0.4236 % | 2,109.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4236 % | 4,105.7 |
| Floater | 7.31 % | 7.81 % | 63,508 | 11.55 | 3 | 0.4236 % | 2,366.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0888 % | 3,660.5 |
| SplitShare | 4.78 % | 4.40 % | 83,159 | 2.61 | 8 | -0.0888 % | 4,371.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0888 % | 3,410.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2009 % | 2,884.4 |
| Perpetual-Discount | 5.96 % | 6.08 % | 50,409 | 13.76 | 33 | -0.2009 % | 3,145.3 |
| FixedReset Disc | 5.65 % | 6.40 % | 115,333 | 12.82 | 51 | 0.3348 % | 2,788.9 |
| Insurance Straight | 5.87 % | 5.97 % | 66,024 | 13.89 | 21 | 0.4108 % | 3,086.1 |
| FloatingReset | 5.79 % | 5.88 % | 32,942 | 14.01 | 3 | 0.2364 % | 3,525.9 |
| FixedReset Prem | 6.43 % | 5.27 % | 124,554 | 3.41 | 8 | 0.1258 % | 2,581.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3348 % | 2,850.8 |
| FixedReset Ins Non | 5.53 % | 6.24 % | 64,486 | 13.48 | 14 | -0.0686 % | 2,788.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -16.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.94 % |
| SLF.PR.G | FixedReset Ins Non | -3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 6.70 % |
| IFC.PR.F | Insurance Straight | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 21.58 Evaluated at bid price : 21.95 Bid-YTW : 6.11 % |
| FTS.PR.H | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 6.82 % |
| ENB.PR.F | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.28 % |
| ENB.PR.T | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 7.00 % |
| ENB.PF.C | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.16 % |
| ENB.PR.Y | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 7.18 % |
| BN.PR.M | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 6.28 % |
| ENB.PR.N | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 21.70 Evaluated at bid price : 21.98 Bid-YTW : 6.69 % |
| PWF.PR.P | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 7.01 % |
| BN.PR.R | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 7.17 % |
| BN.PF.E | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 7.12 % |
| POW.PR.C | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 6.08 % |
| SLF.PR.E | Insurance Straight | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 5.66 % |
| CU.PR.C | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.44 % |
| GWO.PR.N | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 6.58 % |
| CU.PR.J | Perpetual-Discount | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.95 % |
| SLF.PR.C | Insurance Straight | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.G | FixedReset Disc | 49,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 7.23 % |
| RY.PR.M | FixedReset Disc | 48,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 23.80 Evaluated at bid price : 24.47 Bid-YTW : 5.44 % |
| MFC.PR.I | FixedReset Ins Non | 37,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 23.35 Evaluated at bid price : 24.60 Bid-YTW : 5.84 % |
| FFH.PR.G | FixedReset Disc | 31,418 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 22.79 Evaluated at bid price : 23.60 Bid-YTW : 5.62 % |
| POW.PR.C | Perpetual-Discount | 26,596 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 6.08 % |
| FFH.PR.I | FixedReset Disc | 22,390 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-07 Maturity Price : 22.99 Evaluated at bid price : 23.68 Bid-YTW : 5.89 % |
| 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 : 3.8046 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 22.20 – 24.95 Spot Rate : 2.7500 Average : 1.6796 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.80 – 18.60 Spot Rate : 2.8000 Average : 1.8005 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 20.83 – 22.84 Spot Rate : 2.0100 Average : 1.1243 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 15.75 – 17.40 Spot Rate : 1.6500 Average : 0.9856 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 20.00 – 21.60 Spot Rate : 1.6000 Average : 1.0331 YTW SCENARIO |