| 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 | -0.6431 % | 2,278.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6431 % | 4,435.6 |
| Floater | 7.01 % | 7.17 % | 75,325 | 12.23 | 2 | -0.6431 % | 2,556.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0691 % | 3,659.8 |
| SplitShare | 4.78 % | 3.97 % | 70,117 | 2.55 | 8 | -0.0691 % | 4,370.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0691 % | 3,410.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6302 % | 2,957.0 |
| Perpetual-Discount | 5.81 % | 5.97 % | 46,556 | 13.91 | 33 | 0.6302 % | 3,224.5 |
| FixedReset Disc | 5.62 % | 6.36 % | 127,974 | 12.86 | 46 | -0.0856 % | 2,890.6 |
| Insurance Straight | 5.83 % | 5.82 % | 56,488 | 14.24 | 20 | -0.2870 % | 3,104.5 |
| FloatingReset | 5.60 % | 5.76 % | 45,288 | 14.27 | 3 | 0.0150 % | 3,687.8 |
| FixedReset Prem | 6.07 % | 5.04 % | 127,567 | 3.32 | 12 | 0.1258 % | 2,613.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0856 % | 2,954.8 |
| FixedReset Ins Non | 5.19 % | 5.85 % | 65,480 | 14.03 | 14 | -0.4103 % | 2,972.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Insurance Straight | -7.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.41 % |
| ENB.PR.F | FixedReset Disc | -4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 7.30 % |
| SLF.PR.G | FixedReset Ins Non | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 6.45 % |
| GWO.PR.N | FixedReset Ins Non | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.45 % |
| MFC.PR.L | FixedReset Ins Non | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 22.06 Evaluated at bid price : 22.55 Bid-YTW : 5.87 % |
| FTS.PR.H | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 6.47 % |
| ENB.PR.J | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.97 % |
| GWO.PR.P | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 23.06 Evaluated at bid price : 23.32 Bid-YTW : 5.79 % |
| BN.PR.R | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.92 % |
| MFC.PR.J | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 23.35 Evaluated at bid price : 24.80 Bid-YTW : 5.68 % |
| NA.PR.C | FixedReset Prem | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.99 % |
| PWF.PR.Z | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 21.52 Evaluated at bid price : 21.85 Bid-YTW : 5.97 % |
| PWF.PR.E | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 5.94 % |
| BN.PF.B | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 22.05 Evaluated at bid price : 22.50 Bid-YTW : 6.51 % |
| GWO.PR.I | Insurance Straight | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 5.76 % |
| PWF.PR.T | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 22.43 Evaluated at bid price : 23.10 Bid-YTW : 5.90 % |
| PWF.PR.F | Perpetual-Discount | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 22.06 Evaluated at bid price : 22.29 Bid-YTW : 5.97 % |
| PWF.PF.A | Perpetual-Discount | 3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 5.91 % |
| BN.PR.N | Perpetual-Discount | 10.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 6.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.B | FixedReset Disc | 121,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.38 % |
| BN.PR.X | FixedReset Disc | 107,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.86 % |
| ENB.PF.A | FixedReset Disc | 103,648 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 7.00 % |
| FFH.PR.I | FixedReset Disc | 94,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-10 Maturity Price : 23.73 Evaluated at bid price : 24.41 Bid-YTW : 5.92 % |
| NA.PR.C | FixedReset Prem | 71,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.99 % |
| RY.PR.M | FixedReset Disc | 69,908 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.76 Bid-YTW : 5.46 % |
| There were 10 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 |
| CU.PR.C | FixedReset Disc | Quote: 21.15 – 25.37 Spot Rate : 4.2200 Average : 2.5624 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 21.15 – 23.87 Spot Rate : 2.7200 Average : 1.8284 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.47 – 21.00 Spot Rate : 1.5300 Average : 0.9992 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 17.50 – 22.31 Spot Rate : 4.8100 Average : 4.3635 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.55 – 23.79 Spot Rate : 1.2400 Average : 0.9258 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 19.02 – 20.01 Spot Rate : 0.9900 Average : 0.7311 YTW SCENARIO |