| 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 | 0.3851 % | 2,164.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3851 % | 4,213.1 |
| Floater | 7.12 % | 7.49 % | 61,114 | 11.91 | 3 | 0.3851 % | 2,428.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1577 % | 3,673.7 |
| SplitShare | 4.76 % | 4.36 % | 76,583 | 2.59 | 8 | 0.1577 % | 4,387.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1577 % | 3,423.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3013 % | 2,915.4 |
| Perpetual-Discount | 5.90 % | 5.98 % | 51,686 | 13.89 | 33 | -0.3013 % | 3,179.1 |
| FixedReset Disc | 5.56 % | 6.31 % | 114,060 | 13.01 | 51 | 0.1072 % | 2,832.7 |
| Insurance Straight | 5.80 % | 5.91 % | 62,192 | 13.96 | 21 | 0.0265 % | 3,120.5 |
| FloatingReset | 5.62 % | 5.72 % | 33,506 | 14.24 | 3 | 0.2761 % | 3,624.6 |
| FixedReset Prem | 6.40 % | 5.37 % | 121,410 | 3.44 | 8 | 0.0963 % | 2,591.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1072 % | 2,895.6 |
| FixedReset Ins Non | 5.29 % | 5.76 % | 63,425 | 13.94 | 14 | 0.2171 % | 2,915.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Discount | -12.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.78 % |
| ENB.PF.G | FixedReset Disc | -4.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 7.48 % |
| GWO.PR.Y | Insurance Straight | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.08 % |
| GWO.PR.I | Insurance Straight | -3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.08 % |
| SLF.PR.H | FixedReset Ins Non | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.25 % |
| GWO.PR.N | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 6.42 % |
| MFC.PR.C | Insurance Straight | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.73 % |
| MFC.PR.Q | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.01 Evaluated at bid price : 24.10 Bid-YTW : 5.69 % |
| NA.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.14 Evaluated at bid price : 24.70 Bid-YTW : 5.43 % |
| POW.PR.G | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 6.02 % |
| GWO.PR.P | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.90 % |
| ENB.PF.A | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.86 % |
| MFC.PR.F | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.21 % |
| ENB.PR.B | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.99 % |
| GWO.PR.T | Insurance Straight | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 21.57 Evaluated at bid price : 21.90 Bid-YTW : 5.96 % |
| ENB.PR.J | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.87 % |
| BN.PF.A | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 22.81 Evaluated at bid price : 23.76 Bid-YTW : 6.29 % |
| PWF.PR.A | Floater | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 12.98 Evaluated at bid price : 12.98 Bid-YTW : 6.73 % |
| CU.PR.G | Perpetual-Discount | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.84 % |
| IFC.PR.I | Insurance Straight | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.03 Evaluated at bid price : 23.50 Bid-YTW : 5.81 % |
| SLF.PR.G | FixedReset Ins Non | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 6.26 % |
| MFC.PR.L | FixedReset Ins Non | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 22.18 Evaluated at bid price : 22.75 Bid-YTW : 5.73 % |
| GWO.PR.R | Insurance Straight | 3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 5.92 % |
| BN.PF.E | FixedReset Disc | 5.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 36,429 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.44 Evaluated at bid price : 25.17 Bid-YTW : 5.34 % |
| FTS.PR.M | FixedReset Disc | 32,512 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.31 % |
| MFC.PR.M | FixedReset Ins Non | 30,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 22.33 Evaluated at bid price : 23.05 Bid-YTW : 5.76 % |
| BIP.PR.A | FixedReset Disc | 28,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 23.96 Evaluated at bid price : 24.94 Bid-YTW : 6.37 % |
| GWO.PR.P | Insurance Straight | 16,455 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 5.90 % |
| ENB.PF.C | FixedReset Disc | 14,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-16 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.96 % |
| There were 6 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.J | Perpetual-Discount | Quote: 17.60 – 20.33 Spot Rate : 2.7300 Average : 1.6273 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.80 – 20.25 Spot Rate : 1.4500 Average : 0.9386 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.25 – 20.75 Spot Rate : 1.5000 Average : 1.1194 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 24.61 – 25.61 Spot Rate : 1.0000 Average : 0.6581 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 16.80 – 18.60 Spot Rate : 1.8000 Average : 1.4758 YTW SCENARIO |
| BN.PR.X | FixedReset Disc | Quote: 17.28 – 24.00 Spot Rate : 6.7200 Average : 6.4115 YTW SCENARIO |