| 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 | 0.3858 % | 2,160.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3858 % | 4,206.2 |
| Floater | 7.13 % | 7.50 % | 59,108 | 11.87 | 3 | 0.3858 % | 2,424.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1496 % | 3,631.7 |
| SplitShare | 4.82 % | 3.65 % | 59,714 | 0.75 | 8 | 0.1496 % | 4,337.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1496 % | 3,384.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0612 % | 2,921.8 |
| Perpetual-Discount | 5.88 % | 6.05 % | 49,163 | 13.81 | 33 | 0.0612 % | 3,186.1 |
| FixedReset Disc | 5.60 % | 6.36 % | 120,123 | 12.89 | 50 | 0.2856 % | 2,841.0 |
| Insurance Straight | 5.86 % | 5.96 % | 59,239 | 13.88 | 21 | -0.1873 % | 3,088.1 |
| FloatingReset | 5.60 % | 5.71 % | 33,406 | 14.24 | 3 | 0.3063 % | 3,631.3 |
| FixedReset Prem | 6.39 % | 5.49 % | 117,640 | 3.41 | 8 | 0.3034 % | 2,598.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2856 % | 2,904.1 |
| FixedReset Ins Non | 5.27 % | 5.87 % | 60,691 | 14.02 | 14 | 1.0182 % | 2,923.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.G | Insurance Straight | -4.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.30 % |
| SLF.PR.D | Insurance Straight | -3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.82 % |
| GWO.PR.L | Insurance Straight | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.18 % |
| ENB.PF.C | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.27 % |
| PWF.PR.K | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.13 % |
| MFC.PR.B | Insurance Straight | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.92 % |
| IFC.PR.I | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.60 Evaluated at bid price : 23.00 Bid-YTW : 5.96 % |
| BN.PR.Z | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.97 Evaluated at bid price : 22.25 Bid-YTW : 6.76 % |
| IFC.PR.E | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.35 Evaluated at bid price : 22.80 Bid-YTW : 5.78 % |
| PWF.PF.A | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.08 % |
| POW.PR.C | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 6.09 % |
| ENB.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 6.90 % |
| BN.PR.K | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 7.50 % |
| FTS.PR.M | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 6.36 % |
| MFC.PR.F | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.35 % |
| BN.PF.E | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.12 % |
| SLF.PR.C | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.58 % |
| GWO.PR.H | Insurance Straight | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.92 % |
| IFC.PR.K | Insurance Straight | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.17 Evaluated at bid price : 22.50 Bid-YTW : 5.92 % |
| BN.PF.B | FixedReset Disc | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.67 % |
| IFC.PR.F | Insurance Straight | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.57 Evaluated at bid price : 22.83 Bid-YTW : 5.89 % |
| MFC.PR.L | FixedReset Ins Non | 5.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.86 Evaluated at bid price : 22.25 Bid-YTW : 5.89 % |
| MFC.PR.M | FixedReset Ins Non | 7.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 22.12 Evaluated at bid price : 22.70 Bid-YTW : 5.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.D | Insurance Straight | 143,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.82 % |
| ENB.PR.T | FixedReset Disc | 122,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 6.90 % |
| FTS.PR.G | FixedReset Disc | 114,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.97 Evaluated at bid price : 22.33 Bid-YTW : 5.91 % |
| BN.PF.B | FixedReset Disc | 113,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.67 % |
| MFC.PR.I | FixedReset Ins Non | 105,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 23.29 Evaluated at bid price : 24.45 Bid-YTW : 5.89 % |
| PWF.PR.L | Perpetual-Discount | 102,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.12 % |
| GWO.PR.H | Insurance Straight | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-26 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.92 % |
| There were 26 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.PF.G | FixedReset Disc | Quote: 20.75 – 23.95 Spot Rate : 3.2000 Average : 1.7348 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 26.42 – 27.42 Spot Rate : 1.0000 Average : 0.5739 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 21.02 – 22.25 Spot Rate : 1.2300 Average : 0.8089 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 19.57 – 20.55 Spot Rate : 0.9800 Average : 0.6094 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 18.90 – 21.20 Spot Rate : 2.3000 Average : 1.9515 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 23.25 – 24.10 Spot Rate : 0.8500 Average : 0.5393 YTW SCENARIO |