| 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 | 0.1377 % | 2,156.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1377 % | 4,197.0 |
| Floater | 7.15 % | 7.48 % | 61,650 | 11.91 | 3 | 0.1377 % | 2,418.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0197 % | 3,667.9 |
| SplitShare | 4.77 % | 4.42 % | 77,466 | 2.59 | 8 | -0.0197 % | 4,380.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0197 % | 3,417.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0638 % | 2,924.2 |
| Perpetual-Discount | 5.88 % | 5.99 % | 52,436 | 13.89 | 33 | -0.0638 % | 3,188.7 |
| FixedReset Disc | 5.57 % | 6.28 % | 115,833 | 12.96 | 51 | -0.0054 % | 2,829.6 |
| Insurance Straight | 5.80 % | 5.92 % | 60,098 | 13.94 | 21 | 0.2661 % | 3,119.7 |
| FloatingReset | 5.64 % | 5.72 % | 32,422 | 14.24 | 3 | 0.3695 % | 3,614.6 |
| FixedReset Prem | 6.41 % | 5.37 % | 124,714 | 3.44 | 8 | 0.1979 % | 2,589.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0054 % | 2,892.5 |
| FixedReset Ins Non | 5.30 % | 5.77 % | 65,628 | 14.03 | 14 | -0.4454 % | 2,908.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.D | Insurance Straight | -3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.65 % |
| SLF.PR.G | FixedReset Ins Non | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.43 % |
| PWF.PR.A | Floater | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 6.85 % |
| IFC.PR.K | Insurance Straight | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 22.13 Evaluated at bid price : 22.45 Bid-YTW : 5.92 % |
| IFC.PR.A | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.71 % |
| POW.PR.G | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.09 % |
| POW.PR.C | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 5.99 % |
| ENB.PR.J | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 6.96 % |
| SLF.PR.H | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.08 % |
| MFC.PR.B | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.73 % |
| SLF.PR.E | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.54 % |
| BN.PR.B | Floater | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 7.48 % |
| BN.PF.C | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.16 % |
| CU.PR.E | Perpetual-Discount | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.96 % |
| GWO.PR.Y | Insurance Straight | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.85 % |
| BN.PF.B | FixedReset Disc | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 6.60 % |
| PWF.PR.S | Perpetual-Discount | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 5.98 % |
| ENB.PR.P | FixedReset Disc | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.85 % |
| GWO.PR.I | Insurance Straight | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.86 % |
| BIP.PR.E | FixedReset Disc | 4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 23.19 Evaluated at bid price : 24.45 Bid-YTW : 6.11 % |
| ENB.PR.F | FixedReset Disc | 5.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.98 % |
| ENB.PF.G | FixedReset Disc | 6.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 187,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 5.43 % |
| BN.PR.R | FixedReset Disc | 93,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 6.87 % |
| FFH.PR.I | FixedReset Disc | 89,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 23.44 Evaluated at bid price : 24.12 Bid-YTW : 5.76 % |
| FFH.PR.K | FixedReset Disc | 85,962 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.83 Bid-YTW : 5.83 % |
| TD.PF.A | FixedReset Disc | 67,504 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 22.68 Evaluated at bid price : 23.70 Bid-YTW : 5.26 % |
| ENB.PR.P | FixedReset Disc | 66,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-15 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.85 % |
| There were 14 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 |
| BN.PR.X | FixedReset Disc | Quote: 17.22 – 24.00 Spot Rate : 6.7800 Average : 6.0732 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 22.92 – 23.92 Spot Rate : 1.0000 Average : 0.7150 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 22.00 – 24.00 Spot Rate : 2.0000 Average : 1.7173 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 22.45 – 23.25 Spot Rate : 0.8000 Average : 0.5320 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 19.92 – 20.74 Spot Rate : 0.8200 Average : 0.5604 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.80 – 20.75 Spot Rate : 0.9500 Average : 0.7021 YTW SCENARIO |