| 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 | -2.6715 % | 2,250.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.6715 % | 4,380.0 |
| Floater | 7.10 % | 7.08 % | 75,413 | 12.52 | 2 | -2.6715 % | 2,524.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3133 % | 3,646.7 |
| SplitShare | 4.80 % | 4.41 % | 70,710 | 2.54 | 8 | 0.3133 % | 4,355.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3133 % | 3,397.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1085 % | 2,958.6 |
| Perpetual-Discount | 5.81 % | 5.97 % | 45,100 | 13.89 | 33 | 0.1085 % | 3,226.2 |
| FixedReset Disc | 5.65 % | 6.26 % | 124,972 | 12.92 | 46 | -0.4685 % | 2,877.3 |
| Insurance Straight | 5.77 % | 5.87 % | 53,001 | 14.16 | 20 | 0.8518 % | 3,139.0 |
| FloatingReset | 5.65 % | 5.68 % | 44,742 | 14.41 | 3 | -0.8126 % | 3,654.0 |
| FixedReset Prem | 6.09 % | 5.32 % | 121,631 | 3.06 | 12 | -0.1483 % | 2,606.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4685 % | 2,941.2 |
| FixedReset Ins Non | 5.20 % | 5.88 % | 64,049 | 14.01 | 14 | 0.8854 % | 2,965.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -6.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.80 % |
| GWO.PR.H | Insurance Straight | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 6.08 % |
| BN.PR.R | FixedReset Disc | -3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 7.20 % |
| CU.PR.J | Perpetual-Discount | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 5.99 % |
| PWF.PR.T | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 22.16 Evaluated at bid price : 22.65 Bid-YTW : 6.03 % |
| BN.PR.K | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 7.19 % |
| PWF.PR.K | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 6.06 % |
| SLF.PR.G | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 6.30 % |
| MFC.PR.L | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 22.23 Evaluated at bid price : 22.82 Bid-YTW : 5.80 % |
| BN.PR.X | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 6.79 % |
| GWO.PR.Y | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 5.87 % |
| BN.PF.I | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.28 % |
| IFC.PR.E | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 22.95 Evaluated at bid price : 23.25 Bid-YTW : 5.60 % |
| POW.PR.A | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 5.94 % |
| IFC.PR.F | Insurance Straight | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 22.96 Evaluated at bid price : 23.40 Bid-YTW : 5.76 % |
| PVS.PR.K | SplitShare | 2.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 4.45 % |
| PWF.PR.P | FixedReset Disc | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.49 % |
| BN.PR.N | Perpetual-Discount | 3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 6.13 % |
| GWO.PR.N | FixedReset Ins Non | 6.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 16.44 Evaluated at bid price : 16.44 Bid-YTW : 6.38 % |
| MFC.PR.I | FixedReset Ins Non | 6.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 23.40 Evaluated at bid price : 24.67 Bid-YTW : 5.90 % |
| BN.PR.M | Perpetual-Discount | 7.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.07 % |
| GWO.PR.T | Insurance Straight | 23.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.F | FixedReset Disc | 16,531 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 21.40 Evaluated at bid price : 21.72 Bid-YTW : 6.73 % |
| ENB.PF.G | FixedReset Disc | 14,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 7.07 % |
| ENB.PR.T | FixedReset Disc | 14,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 6.74 % |
| BIP.PR.F | FixedReset Disc | 13,833 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 23.21 Evaluated at bid price : 24.75 Bid-YTW : 6.03 % |
| GWO.PR.G | Insurance Straight | 11,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 21.71 Evaluated at bid price : 21.96 Bid-YTW : 5.93 % |
| BN.PF.E | FixedReset Disc | 11,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-13 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.92 % |
| There were 1 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.PR.R | FixedReset Disc | Quote: 17.84 – 19.50 Spot Rate : 1.6600 Average : 1.1158 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 19.96 – 21.25 Spot Rate : 1.2900 Average : 0.7556 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 23.20 – 24.45 Spot Rate : 1.2500 Average : 0.7489 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.85 – 22.05 Spot Rate : 2.2000 Average : 1.7419 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.04 – 21.05 Spot Rate : 1.0100 Average : 0.6125 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 22.65 – 23.69 Spot Rate : 1.0400 Average : 0.7155 YTW SCENARIO |