| 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 | 2.1097 % | 2,230.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.1097 % | 4,342.3 |
| Floater | 7.16 % | 7.24 % | 77,602 | 12.17 | 2 | 2.1097 % | 2,502.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0643 % | 3,654.3 |
| SplitShare | 4.79 % | 3.94 % | 73,421 | 2.57 | 8 | -0.0643 % | 4,364.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0643 % | 3,405.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3165 % | 2,947.9 |
| Perpetual-Discount | 5.83 % | 5.99 % | 49,956 | 13.87 | 33 | 0.3165 % | 3,214.5 |
| FixedReset Disc | 5.63 % | 6.23 % | 130,481 | 13.06 | 46 | 0.3311 % | 2,887.9 |
| Insurance Straight | 5.76 % | 5.85 % | 56,873 | 14.15 | 20 | 0.3388 % | 3,141.1 |
| FloatingReset | 5.66 % | 5.72 % | 39,408 | 14.20 | 3 | -0.0459 % | 3,623.5 |
| FixedReset Prem | 6.07 % | 5.07 % | 126,014 | 3.33 | 12 | 0.0676 % | 2,615.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3311 % | 2,952.0 |
| FixedReset Ins Non | 5.22 % | 5.66 % | 60,717 | 14.16 | 14 | -0.1778 % | 2,954.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.I | FixedReset Ins Non | -5.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.61 Evaluated at bid price : 23.13 Bid-YTW : 6.20 % |
| BN.PR.M | Perpetual-Discount | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.30 % |
| CU.PR.J | Perpetual-Discount | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.98 % |
| IFC.PR.F | Insurance Straight | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.66 Evaluated at bid price : 23.00 Bid-YTW : 5.86 % |
| GWO.PR.S | Insurance Straight | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.07 % |
| CU.PR.D | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.00 % |
| ENB.PR.A | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.95 % |
| ELF.PR.F | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.97 % |
| BN.PF.J | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 23.42 Evaluated at bid price : 24.90 Bid-YTW : 6.06 % |
| BN.PR.K | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 7.42 % |
| CU.PR.G | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.69 % |
| SLF.PR.H | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.76 % |
| PWF.PR.O | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.99 % |
| PWF.PR.L | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 6.05 % |
| GWO.PR.T | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.59 Evaluated at bid price : 21.91 Bid-YTW : 5.87 % |
| SLF.PR.G | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 6.00 % |
| CU.PR.H | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.79 % |
| CU.PR.C | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.12 % |
| CCS.PR.C | Insurance Straight | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.47 Evaluated at bid price : 21.73 Bid-YTW : 5.75 % |
| IFC.PR.E | Insurance Straight | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 22.94 Evaluated at bid price : 23.34 Bid-YTW : 5.65 % |
| BN.PR.N | Perpetual-Discount | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.12 % |
| BN.PR.B | Floater | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 7.24 % |
| ENB.PR.B | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 6.97 % |
| GWO.PR.I | Insurance Straight | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.M | FixedReset Disc | 128,704 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 24.09 Evaluated at bid price : 24.73 Bid-YTW : 5.44 % |
| ENB.PF.K | FixedReset Disc | 63,979 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 23.11 Evaluated at bid price : 24.20 Bid-YTW : 6.24 % |
| FFH.PR.I | FixedReset Disc | 58,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 23.88 Evaluated at bid price : 24.52 Bid-YTW : 5.75 % |
| ENB.PF.C | FixedReset Disc | 51,514 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.91 % |
| BN.PF.F | FixedReset Disc | 42,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 21.59 Evaluated at bid price : 21.90 Bid-YTW : 6.67 % |
| FFH.PR.G | FixedReset Disc | 41,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-03 Maturity Price : 23.79 Evaluated at bid price : 24.60 Bid-YTW : 5.45 % |
| There were 22 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 |
| PWF.PR.P | FixedReset Disc | Quote: 17.10 – 24.68 Spot Rate : 7.5800 Average : 5.5169 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 19.65 – 23.88 Spot Rate : 4.2300 Average : 2.8050 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 23.13 – 24.70 Spot Rate : 1.5700 Average : 0.8749 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 20.00 – 21.42 Spot Rate : 1.4200 Average : 0.8447 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 23.50 – 25.75 Spot Rate : 2.2500 Average : 1.7039 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 24.03 – 25.03 Spot Rate : 1.0000 Average : 0.6374 YTW SCENARIO |