| 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 | 1.1507 % | 2,137.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1507 % | 4,161.2 |
| Floater | 7.21 % | 7.64 % | 60,879 | 11.74 | 3 | 1.1507 % | 2,398.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0543 % | 3,665.0 |
| SplitShare | 4.77 % | 4.41 % | 79,509 | 2.61 | 8 | 0.0543 % | 4,376.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0543 % | 3,415.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9980 % | 2,926.1 |
| Perpetual-Discount | 5.88 % | 6.02 % | 50,130 | 13.86 | 33 | 0.9980 % | 3,190.8 |
| FixedReset Disc | 5.60 % | 6.39 % | 110,774 | 12.83 | 51 | 0.4064 % | 2,811.5 |
| Insurance Straight | 5.85 % | 5.93 % | 64,882 | 13.97 | 21 | -0.2270 % | 3,093.1 |
| FloatingReset | 5.70 % | 5.78 % | 32,697 | 14.17 | 3 | 0.0621 % | 3,575.3 |
| FixedReset Prem | 6.42 % | 5.40 % | 118,604 | 3.45 | 8 | 0.0434 % | 2,585.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4064 % | 2,874.0 |
| FixedReset Ins Non | 5.39 % | 5.93 % | 64,076 | 13.92 | 14 | 0.7920 % | 2,861.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.C | Insurance Straight | -3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 5.76 % |
| SLF.PR.E | Insurance Straight | -3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.88 % |
| MFC.PR.B | Insurance Straight | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 5.90 % |
| PWF.PR.T | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 6.16 % |
| BN.PF.I | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 23.35 Evaluated at bid price : 23.70 Bid-YTW : 6.89 % |
| GWO.PR.Y | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 5.92 % |
| ENB.PF.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.01 % |
| BN.PR.K | Floater | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 7.77 % |
| POW.PR.B | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.06 % |
| BN.PR.M | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 6.26 % |
| ENB.PR.J | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 7.03 % |
| MFC.PR.Q | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 23.00 Evaluated at bid price : 24.08 Bid-YTW : 5.69 % |
| PWF.PR.L | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.06 % |
| IFC.PR.C | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.33 Evaluated at bid price : 21.62 Bid-YTW : 6.12 % |
| ENB.PR.A | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 5.96 % |
| MFC.PR.J | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 23.28 Evaluated at bid price : 24.67 Bid-YTW : 5.62 % |
| PWF.PR.H | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 6.04 % |
| ENB.PR.H | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 6.48 % |
| PWF.PR.P | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.90 % |
| BN.PR.B | Floater | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 7.64 % |
| BN.PR.R | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 7.00 % |
| PWF.PR.Z | Perpetual-Discount | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.06 % |
| GWO.PR.R | Insurance Straight | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.93 % |
| ENB.PR.D | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 6.99 % |
| BN.PR.X | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 6.87 % |
| PWF.PR.K | Perpetual-Discount | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 6.07 % |
| ENB.PR.T | FixedReset Disc | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.85 % |
| GWO.PR.I | Insurance Straight | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.88 % |
| ENB.PR.P | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.97 % |
| ENB.PR.B | FixedReset Disc | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.10 % |
| SLF.PR.G | FixedReset Ins Non | 5.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.33 % |
| CU.PR.F | Perpetual-Discount | 21.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 345,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.03 % |
| FTS.PR.M | FixedReset Disc | 77,521 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 6.44 % |
| PWF.PR.T | FixedReset Disc | 50,003 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 6.16 % |
| ENB.PF.C | FixedReset Disc | 47,740 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.08 % |
| ENB.PR.Y | FixedReset Disc | 41,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.01 % |
| ENB.PR.D | FixedReset Disc | 39,853 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-09 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 6.99 % |
| There were 13 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 |
| POW.PR.B | Perpetual-Discount | Quote: 22.30 – 24.95 Spot Rate : 2.6500 Average : 1.9278 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 17.49 – 18.90 Spot Rate : 1.4100 Average : 0.8087 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.40 – 20.85 Spot Rate : 1.4500 Average : 1.0721 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.66 – 21.85 Spot Rate : 1.1900 Average : 0.8138 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.28 – 21.00 Spot Rate : 1.7200 Average : 1.3991 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 25.21 – 26.21 Spot Rate : 1.0000 Average : 0.6907 YTW SCENARIO |