| 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 | 0.5663 % | 2,291.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5663 % | 4,460.8 |
| Floater | 6.97 % | 7.13 % | 62,997 | 12.28 | 2 | 0.5663 % | 2,570.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2964 % | 3,648.9 |
| SplitShare | 4.79 % | 4.21 % | 70,135 | 2.55 | 8 | -0.2964 % | 4,357.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2964 % | 3,400.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0508 % | 2,958.5 |
| Perpetual-Discount | 5.81 % | 5.96 % | 44,922 | 13.92 | 33 | 0.0508 % | 3,226.1 |
| FixedReset Disc | 5.62 % | 6.34 % | 128,091 | 12.85 | 46 | 0.0807 % | 2,892.9 |
| Insurance Straight | 5.81 % | 5.82 % | 54,283 | 14.17 | 20 | 0.3042 % | 3,113.9 |
| FloatingReset | 5.59 % | 5.76 % | 47,067 | 14.28 | 3 | 0.1203 % | 3,692.2 |
| FixedReset Prem | 6.07 % | 5.10 % | 127,677 | 3.31 | 12 | -0.0097 % | 2,612.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0807 % | 2,957.1 |
| FixedReset Ins Non | 5.17 % | 5.86 % | 63,217 | 14.02 | 14 | 0.3508 % | 2,983.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.H | FixedReset Disc | -5.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 16.07 Evaluated at bid price : 16.07 Bid-YTW : 6.83 % |
| GWO.PR.P | Insurance Straight | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.94 % |
| GWO.PR.Y | Insurance Straight | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 5.94 % |
| GWO.PR.I | Insurance Straight | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.86 % |
| IFC.PR.C | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 22.83 Evaluated at bid price : 23.30 Bid-YTW : 5.91 % |
| CCS.PR.C | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 21.56 Evaluated at bid price : 21.82 Bid-YTW : 5.73 % |
| IFC.PR.I | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 23.47 Evaluated at bid price : 23.75 Bid-YTW : 5.79 % |
| GWO.PR.N | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 16.46 Evaluated at bid price : 16.46 Bid-YTW : 6.37 % |
| MFC.PR.L | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 22.31 Evaluated at bid price : 22.95 Bid-YTW : 5.76 % |
| MFC.PR.K | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 23.19 Evaluated at bid price : 24.60 Bid-YTW : 5.46 % |
| MFC.PR.Q | FixedReset Ins Non | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 23.31 Evaluated at bid price : 24.80 Bid-YTW : 5.60 % |
| ENB.PR.B | FixedReset Disc | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 7.16 % |
| ENB.PR.F | FixedReset Disc | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 7.05 % |
| PWF.PR.P | FixedReset Disc | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 6.47 % |
| GWO.PR.S | Insurance Straight | 4.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 22.30 Evaluated at bid price : 22.57 Bid-YTW : 5.82 % |
| IFC.PR.F | Insurance Straight | 9.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 22.84 Evaluated at bid price : 23.25 Bid-YTW : 5.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Q | FixedReset Disc | 268,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 24.03 Evaluated at bid price : 24.96 Bid-YTW : 5.77 % |
| BN.PR.T | FixedReset Disc | 108,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.92 % |
| NA.PR.C | FixedReset Prem | 67,897 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.31 Bid-YTW : 4.97 % |
| BIP.PR.A | FixedReset Disc | 62,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-30 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.25 % |
| ENB.PR.Y | FixedReset Disc | 56,521 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-11 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.05 % |
| CU.PR.I | FixedReset Disc | 33,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.61 % |
| There were 11 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.F | FixedReset Disc | Quote: 21.88 – 25.00 Spot Rate : 3.1200 Average : 1.7426 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 23.75 – 25.99 Spot Rate : 2.2400 Average : 1.4424 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 19.01 – 21.00 Spot Rate : 1.9900 Average : 1.5174 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 16.07 – 17.30 Spot Rate : 1.2300 Average : 0.7770 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 23.80 – 25.00 Spot Rate : 1.2000 Average : 0.8576 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 18.75 – 19.95 Spot Rate : 1.2000 Average : 0.8580 YTW SCENARIO |