| 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 | 0.1969 % | 2,113.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1969 % | 4,113.8 |
| Floater | 7.29 % | 7.77 % | 61,397 | 11.59 | 3 | 0.1969 % | 2,370.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0691 % | 3,663.0 |
| SplitShare | 4.77 % | 4.41 % | 82,214 | 2.61 | 8 | 0.0691 % | 4,374.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0691 % | 3,413.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4435 % | 2,897.2 |
| Perpetual-Discount | 5.93 % | 6.04 % | 49,825 | 13.82 | 33 | 0.4435 % | 3,159.2 |
| FixedReset Disc | 5.63 % | 6.40 % | 115,000 | 12.90 | 51 | 0.4044 % | 2,800.2 |
| Insurance Straight | 5.84 % | 5.95 % | 67,462 | 13.90 | 21 | 0.4561 % | 3,100.2 |
| FloatingReset | 5.72 % | 5.76 % | 32,962 | 14.20 | 3 | 1.3365 % | 3,573.1 |
| FixedReset Prem | 6.42 % | 5.41 % | 122,926 | 3.45 | 8 | 0.1063 % | 2,583.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4044 % | 2,862.3 |
| FixedReset Ins Non | 5.43 % | 5.97 % | 63,748 | 13.85 | 14 | 1.8048 % | 2,839.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.K | Perpetual-Discount | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.25 % |
| BIP.PR.E | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 22.74 Evaluated at bid price : 23.50 Bid-YTW : 6.41 % |
| CU.PR.C | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.57 % |
| ENB.PR.T | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.09 % |
| GWO.PR.I | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.07 % |
| ENB.PR.N | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.86 Evaluated at bid price : 22.20 Bid-YTW : 6.62 % |
| FTS.PR.K | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 6.07 % |
| RY.PR.O | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.00 % |
| BIP.PR.A | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 22.82 Evaluated at bid price : 24.12 Bid-YTW : 6.59 % |
| FFH.PR.I | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 23.26 Evaluated at bid price : 23.95 Bid-YTW : 5.82 % |
| MFC.PR.L | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.68 Evaluated at bid price : 22.00 Bid-YTW : 5.97 % |
| BN.PF.F | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.90 % |
| GWO.PR.H | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 5.91 % |
| GWO.PR.Y | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.85 % |
| ENB.PF.E | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.14 % |
| BN.PR.X | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 7.07 % |
| BN.PF.E | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.03 % |
| BN.PR.T | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 7.18 % |
| ENB.PR.Y | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 7.09 % |
| FFH.PR.H | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 23.55 Evaluated at bid price : 23.85 Bid-YTW : 5.51 % |
| SLF.PR.C | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.53 % |
| BN.PF.D | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.23 % |
| MFC.PR.B | Insurance Straight | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.75 % |
| PWF.PR.O | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 6.01 % |
| FFH.PR.J | FloatingReset | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 23.81 Evaluated at bid price : 24.10 Bid-YTW : 5.76 % |
| FTS.PR.H | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 6.66 % |
| BN.PF.C | Perpetual-Discount | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.25 % |
| IFC.PR.I | Insurance Straight | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 22.73 Evaluated at bid price : 23.15 Bid-YTW : 5.89 % |
| NA.PR.S | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 23.25 Evaluated at bid price : 25.00 Bid-YTW : 5.37 % |
| MFC.PR.M | FixedReset Ins Non | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.88 Evaluated at bid price : 22.32 Bid-YTW : 5.98 % |
| PWF.PR.E | Perpetual-Discount | 4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 22.88 Evaluated at bid price : 23.15 Bid-YTW : 5.98 % |
| IFC.PR.C | FixedReset Ins Non | 4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.24 % |
| IFC.PR.A | FixedReset Ins Non | 18.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 131,810 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.16 % |
| RY.PR.J | FixedReset Disc | 100,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 4.94 % |
| SLF.PR.G | FixedReset Ins Non | 60,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 6.70 % |
| FTS.PR.K | FixedReset Disc | 53,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 6.07 % |
| BN.PR.T | FixedReset Disc | 51,273 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 7.18 % |
| MFC.PR.M | FixedReset Ins Non | 41,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-08 Maturity Price : 21.88 Evaluated at bid price : 22.32 Bid-YTW : 5.98 % |
| There were 11 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: 18.90 – 23.88 Spot Rate : 4.9800 Average : 4.4193 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.50 – 21.00 Spot Rate : 1.5000 Average : 1.0473 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 20.00 – 20.95 Spot Rate : 0.9500 Average : 0.5968 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 23.45 – 24.30 Spot Rate : 0.8500 Average : 0.5086 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.70 – 24.80 Spot Rate : 1.1000 Average : 0.8247 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 19.40 – 20.15 Spot Rate : 0.7500 Average : 0.4990 YTW SCENARIO |