| 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 | 1.3367 % | 2,236.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3367 % | 4,353.1 |
| Floater | 7.14 % | 7.24 % | 61,370 | 12.16 | 2 | 1.3367 % | 2,508.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0643 % | 3,656.1 |
| SplitShare | 4.78 % | 3.96 % | 68,118 | 2.57 | 8 | 0.0643 % | 4,366.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0643 % | 3,406.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0978 % | 2,952.3 |
| Perpetual-Discount | 5.82 % | 5.98 % | 50,042 | 13.89 | 33 | 0.0978 % | 3,219.4 |
| FixedReset Disc | 5.61 % | 6.19 % | 130,565 | 13.06 | 46 | 0.1397 % | 2,895.4 |
| Insurance Straight | 5.75 % | 5.85 % | 56,624 | 14.21 | 20 | -0.0277 % | 3,146.9 |
| FloatingReset | 5.55 % | 5.73 % | 45,816 | 14.36 | 3 | 0.1352 % | 3,694.5 |
| FixedReset Prem | 6.06 % | 5.02 % | 123,941 | 3.33 | 12 | 0.1030 % | 2,616.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1397 % | 2,959.6 |
| FixedReset Ins Non | 5.15 % | 5.61 % | 62,963 | 14.28 | 14 | 0.5039 % | 2,996.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PR.F | FixedReset Disc | -4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 7.14 % |
| GWO.PR.S | Insurance Straight | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.08 % |
| CU.PR.J | Perpetual-Discount | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.98 % |
| BN.PF.D | Perpetual-Discount | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.29 % |
| CU.PR.C | FixedReset Disc | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.23 % |
| IFC.PR.F | Insurance Straight | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 22.66 Evaluated at bid price : 23.00 Bid-YTW : 5.86 % |
| ENB.PF.K | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 22.89 Evaluated at bid price : 23.75 Bid-YTW : 6.37 % |
| PWF.PR.Z | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 6.08 % |
| PWF.PR.K | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 6.06 % |
| IFC.PR.A | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.45 % |
| TD.PF.I | FixedReset Prem | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.12 Bid-YTW : 4.62 % |
| MFC.PR.K | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 23.25 Evaluated at bid price : 24.75 Bid-YTW : 5.30 % |
| GWO.PR.M | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.92 % |
| ENB.PF.C | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.90 % |
| SLF.PR.J | FloatingReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 5.75 % |
| BN.PR.K | Floater | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 7.24 % |
| SLF.PR.G | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 5.96 % |
| CCS.PR.C | Insurance Straight | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.67 % |
| BN.PR.B | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 7.39 % |
| BN.PR.X | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.58 % |
| BN.PR.M | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.06 % |
| MFC.PR.J | FixedReset Ins Non | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 23.41 Evaluated at bid price : 24.97 Bid-YTW : 5.51 % |
| MFC.PR.F | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 5.90 % |
| GWO.PR.P | Insurance Straight | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 5.78 % |
| GWO.PR.N | FixedReset Ins Non | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.13 % |
| PWF.PR.P | FixedReset Disc | 5.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.17 % |
| BIP.PR.E | FixedReset Disc | 6.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 23.41 Evaluated at bid price : 25.00 Bid-YTW : 5.91 % |
| BN.PR.N | Perpetual-Discount | 9.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 107,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.90 % |
| BN.PF.I | FixedReset Disc | 100,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 5.62 % |
| ENB.PF.G | FixedReset Disc | 81,601 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.89 % |
| ENB.PR.P | FixedReset Disc | 54,146 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 6.78 % |
| SLF.PR.H | FixedReset Ins Non | 51,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.74 % |
| CU.PR.C | FixedReset Disc | 47,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-05 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.23 % |
| There were 15 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: 21.43 – 23.95 Spot Rate : 2.5200 Average : 1.4773 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 20.33 – 21.75 Spot Rate : 1.4200 Average : 0.8401 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 22.95 – 24.11 Spot Rate : 1.1600 Average : 0.7176 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 23.80 – 25.00 Spot Rate : 1.2000 Average : 0.7864 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 19.02 – 20.01 Spot Rate : 0.9900 Average : 0.5969 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 21.60 – 22.90 Spot Rate : 1.3000 Average : 0.9518 YTW SCENARIO |