| 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 | -0.5730 % | 2,161.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5730 % | 4,207.3 |
| Floater | 7.13 % | 7.55 % | 59,876 | 11.83 | 3 | -0.5730 % | 2,424.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3737 % | 3,663.0 |
| SplitShare | 4.77 % | 4.94 % | 75,593 | 2.58 | 8 | -0.3737 % | 4,374.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3737 % | 3,413.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1442 % | 2,880.4 |
| Perpetual-Discount | 5.97 % | 6.04 % | 49,759 | 13.83 | 33 | -1.1442 % | 3,140.9 |
| FixedReset Disc | 5.59 % | 6.49 % | 110,732 | 12.89 | 51 | -0.2817 % | 2,819.9 |
| Insurance Straight | 5.85 % | 5.99 % | 61,788 | 13.86 | 21 | 0.2146 % | 3,093.7 |
| FloatingReset | 5.63 % | 5.75 % | 32,517 | 14.19 | 3 | 0.2301 % | 3,622.4 |
| FixedReset Prem | 6.41 % | 5.51 % | 119,754 | 13.60 | 8 | -0.1395 % | 2,589.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2817 % | 2,882.5 |
| FixedReset Ins Non | 5.32 % | 5.89 % | 62,341 | 14.00 | 14 | -1.1881 % | 2,896.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.G | Perpetual-Discount | -10.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.77 % |
| BN.PF.D | Perpetual-Discount | -10.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.98 % |
| PWF.PR.L | Perpetual-Discount | -7.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.50 % |
| MFC.PR.L | FixedReset Ins Non | -6.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.24 % |
| GWO.PR.G | Insurance Straight | -5.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.30 % |
| ENB.PR.N | FixedReset Disc | -3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 6.85 % |
| IFC.PR.K | Insurance Straight | -3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.47 Evaluated at bid price : 21.80 Bid-YTW : 6.11 % |
| CCS.PR.C | Insurance Straight | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.97 % |
| MFC.PR.C | Insurance Straight | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.76 % |
| BN.PR.K | Floater | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 11.67 Evaluated at bid price : 11.67 Bid-YTW : 7.58 % |
| ENB.PR.J | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 7.08 % |
| MFC.PR.M | FixedReset Ins Non | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.90 Evaluated at bid price : 22.35 Bid-YTW : 5.94 % |
| POW.PR.C | Perpetual-Discount | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 6.20 % |
| IFC.PR.E | Insurance Straight | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.78 % |
| GWO.PR.P | Insurance Straight | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.02 % |
| BN.PF.F | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.84 % |
| ENB.PR.P | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 7.08 % |
| MFC.PR.B | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 5.81 % |
| GWO.PR.Y | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.99 % |
| PWF.PR.R | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 6.12 % |
| PWF.PR.O | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 23.65 Evaluated at bid price : 23.92 Bid-YTW : 6.12 % |
| BN.PR.R | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 7.05 % |
| ENB.PR.H | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.60 % |
| ENB.PR.A | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 22.78 Evaluated at bid price : 23.06 Bid-YTW : 5.98 % |
| ENB.PF.A | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 7.10 % |
| ENB.PR.F | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.18 % |
| SLF.PR.J | FloatingReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 6.01 % |
| GWO.PR.H | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.02 % |
| SLF.PR.D | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.59 % |
| GWO.PR.I | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.91 % |
| POW.PR.D | Perpetual-Discount | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.90 % |
| IFC.PR.A | FixedReset Ins Non | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.67 % |
| SLF.PR.C | Insurance Straight | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 5.58 % |
| CU.PR.J | Perpetual-Discount | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.04 % |
| BIP.PR.E | FixedReset Disc | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 23.15 Evaluated at bid price : 24.35 Bid-YTW : 6.25 % |
| GWO.PR.T | Insurance Straight | 27.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 6.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 136,470 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 23.94 Evaluated at bid price : 24.99 Bid-YTW : 5.60 % |
| ENB.PR.F | FixedReset Disc | 132,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.18 % |
| SLF.PR.G | FixedReset Ins Non | 126,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 6.37 % |
| BN.PF.G | FixedReset Disc | 103,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.97 % |
| PWF.PR.T | FixedReset Disc | 77,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 21.78 Evaluated at bid price : 22.10 Bid-YTW : 6.09 % |
| BN.PR.R | FixedReset Disc | 76,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-21 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 7.05 % |
| 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 |
| POW.PR.G | Perpetual-Discount | Quote: 21.00 – 23.60 Spot Rate : 2.6000 Average : 1.4352 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 17.90 – 20.45 Spot Rate : 2.5500 Average : 1.4869 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 22.60 – 24.95 Spot Rate : 2.3500 Average : 1.3602 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 19.85 – 22.00 Spot Rate : 2.1500 Average : 1.2695 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 24.09 – 25.50 Spot Rate : 1.4100 Average : 0.8836 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.00 – 22.50 Spot Rate : 1.5000 Average : 1.0111 YTW SCENARIO |