| 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 | 0.1691 % | 2,184.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1691 % | 4,252.6 |
| Floater | 7.31 % | 7.45 % | 76,383 | 11.91 | 2 | 0.1691 % | 2,450.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2627 % | 3,656.7 |
| SplitShare | 4.78 % | 4.01 % | 76,411 | 2.58 | 8 | 0.2627 % | 4,366.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2627 % | 3,407.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4024 % | 2,938.6 |
| Perpetual-Discount | 5.85 % | 6.01 % | 48,670 | 13.87 | 33 | 0.4024 % | 3,204.3 |
| FixedReset Disc | 5.53 % | 6.25 % | 124,296 | 12.99 | 46 | 0.3313 % | 2,878.3 |
| Insurance Straight | 5.78 % | 5.88 % | 57,294 | 14.13 | 20 | 0.4077 % | 3,130.5 |
| FloatingReset | 5.66 % | 5.71 % | 36,490 | 14.23 | 3 | -0.3201 % | 3,625.2 |
| FixedReset Prem | 6.07 % | 5.00 % | 118,713 | 3.38 | 12 | 0.1128 % | 2,613.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3313 % | 2,942.2 |
| FixedReset Ins Non | 5.21 % | 5.68 % | 61,584 | 14.12 | 14 | 0.4808 % | 2,959.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.I | Insurance Straight | -3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 5.99 % |
| SLF.PR.J | FloatingReset | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 16.49 Evaluated at bid price : 16.49 Bid-YTW : 6.18 % |
| ENB.PR.B | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.20 % |
| FTS.PR.J | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.78 % |
| ENB.PR.A | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.01 % |
| NA.PR.K | FixedReset Prem | -1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 27.70 Bid-YTW : 4.83 % |
| PVS.PR.K | SplitShare | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.18 % |
| GWO.PR.H | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.84 % |
| BN.PR.X | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 6.71 % |
| IFC.PR.A | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 5.36 % |
| FTS.PR.F | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.68 % |
| SLF.PR.H | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.84 % |
| BN.PF.C | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.11 % |
| MFC.PR.B | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 5.63 % |
| FFH.PR.J | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 24.23 Evaluated at bid price : 24.52 Bid-YTW : 5.71 % |
| ENB.PR.P | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.77 % |
| CU.PR.F | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.77 % |
| SLF.PR.G | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 6.10 % |
| BN.PF.B | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 21.91 Evaluated at bid price : 22.30 Bid-YTW : 6.43 % |
| PWF.PR.P | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.41 % |
| GWO.PR.P | Insurance Straight | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.89 % |
| GWO.PR.N | FixedReset Ins Non | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 6.25 % |
| MFC.PR.F | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 6.08 % |
| ENB.PR.J | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.79 % |
| IFC.PR.F | Insurance Straight | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 23.24 Evaluated at bid price : 23.50 Bid-YTW : 5.73 % |
| GWO.PR.S | Insurance Straight | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.96 % |
| SLF.PR.D | Insurance Straight | 4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.43 % |
| BN.PR.N | Perpetual-Discount | 7.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.28 % |
| SLF.PR.E | Insurance Straight | 10.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.E | FixedReset Disc | 136,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.99 % |
| TD.PF.A | FixedReset Disc | 134,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 22.86 Evaluated at bid price : 24.10 Bid-YTW : 5.23 % |
| ENB.PR.N | FixedReset Disc | 65,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 22.20 Evaluated at bid price : 22.70 Bid-YTW : 6.37 % |
| BN.PF.G | FixedReset Disc | 64,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.76 % |
| FFH.PR.H | FloatingReset | 64,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 23.97 Evaluated at bid price : 24.38 Bid-YTW : 5.43 % |
| IFC.PR.E | Insurance Straight | 53,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-02 Maturity Price : 22.36 Evaluated at bid price : 22.80 Bid-YTW : 5.79 % |
| There were 23 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 |
| ENB.PR.N | FixedReset Disc | Quote: 22.70 – 24.76 Spot Rate : 2.0600 Average : 1.2377 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.80 – 24.99 Spot Rate : 2.1900 Average : 1.3725 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.15 – 21.00 Spot Rate : 1.8500 Average : 1.3410 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 18.82 – 19.75 Spot Rate : 0.9300 Average : 0.6266 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 16.49 – 17.40 Spot Rate : 0.9100 Average : 0.6077 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 20.94 – 21.55 Spot Rate : 0.6100 Average : 0.3880 YTW SCENARIO |