| 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 | 0.0392 % | 2,350.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0392 % | 4,575.6 |
| Floater | 6.79 % | 6.89 % | 46,458 | 12.67 | 2 | 0.0392 % | 2,636.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2186 % | 3,676.7 |
| SplitShare | 4.76 % | 4.36 % | 53,456 | 2.42 | 7 | -0.2186 % | 4,390.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2186 % | 3,425.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1675 % | 3,028.1 |
| Perpetual-Discount | 5.68 % | 5.79 % | 46,517 | 14.20 | 32 | 0.1675 % | 3,301.9 |
| FixedReset Disc | 5.57 % | 6.30 % | 120,055 | 13.18 | 40 | 0.1569 % | 3,016.9 |
| Insurance Straight | 5.56 % | 5.65 % | 58,424 | 14.41 | 19 | 0.4603 % | 3,255.3 |
| FloatingReset | 5.50 % | 5.37 % | 37,566 | 14.83 | 2 | 1.0010 % | 3,712.9 |
| FixedReset Prem | 5.72 % | 4.99 % | 107,698 | 2.95 | 16 | -0.0628 % | 2,633.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1569 % | 3,083.9 |
| FixedReset Ins Non | 5.23 % | 5.66 % | 70,846 | 14.05 | 14 | 1.0627 % | 3,057.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.F | Perpetual-Discount | -6.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 6.09 % |
| GWO.PR.P | Insurance Straight | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.16 Evaluated at bid price : 23.42 Bid-YTW : 5.82 % |
| TD.PF.I | FixedReset Prem | -1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.97 % |
| FTS.PR.K | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 22.40 Evaluated at bid price : 23.04 Bid-YTW : 5.73 % |
| GWO.PR.T | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 22.36 Evaluated at bid price : 22.74 Bid-YTW : 5.71 % |
| IFC.PR.F | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.51 Evaluated at bid price : 23.95 Bid-YTW : 5.58 % |
| POW.PR.D | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.66 % |
| CU.PR.D | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.69 % |
| PWF.PR.S | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 5.72 % |
| MFC.PR.J | FixedReset Ins Non | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.60 Evaluated at bid price : 25.47 Bid-YTW : 5.66 % |
| GWO.PR.H | Insurance Straight | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.65 % |
| SLF.PR.J | FloatingReset | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 5.83 % |
| PWF.PR.K | Perpetual-Discount | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.40 Evaluated at bid price : 21.67 Bid-YTW : 5.73 % |
| SLF.PR.G | FixedReset Ins Non | 3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 5.98 % |
| MFC.PR.B | Insurance Straight | 4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 5.46 % |
| IFC.PR.A | FixedReset Ins Non | 8.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Prem | 764,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.93 Evaluated at bid price : 24.99 Bid-YTW : 5.87 % |
| CM.PR.Q | FixedReset Disc | 658,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.93 Evaluated at bid price : 24.99 Bid-YTW : 5.87 % |
| ENB.PF.K | FixedReset Disc | 113,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 23.13 Evaluated at bid price : 24.20 Bid-YTW : 6.54 % |
| ENB.PF.G | FixedReset Disc | 105,421 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 6.77 % |
| BEP.PR.G | FixedReset Ins Non | 99,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.79 % |
| SLF.PR.D | Insurance Straight | 80,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-29 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 5.36 % |
| There were 9 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 |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.15 – 24.98 Spot Rate : 3.8300 Average : 2.9959 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 20.80 – 22.50 Spot Rate : 1.7000 Average : 0.9987 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 21.65 – 23.50 Spot Rate : 1.8500 Average : 1.2722 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 20.28 – 21.38 Spot Rate : 1.1000 Average : 0.6701 YTW SCENARIO |
| ENB.PR.D | FixedReset Disc | Quote: 20.57 – 21.40 Spot Rate : 0.8300 Average : 0.5495 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 21.90 – 23.54 Spot Rate : 1.6400 Average : 1.3595 YTW SCENARIO |