| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.0256 % | 2,409.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0256 % | 4,568.1 |
| Floater | 5.98 % | 6.27 % | 58,093 | 13.45 | 3 | 0.0256 % | 2,632.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1427 % | 3,645.1 |
| SplitShare | 4.79 % | 4.47 % | 73,607 | 3.24 | 5 | 0.1427 % | 4,353.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1427 % | 3,396.4 |
| Perpetual-Premium | 5.67 % | 2.26 % | 74,347 | 0.09 | 7 | 0.3408 % | 3,091.2 |
| Perpetual-Discount | 5.53 % | 5.61 % | 49,698 | 14.45 | 26 | 0.7368 % | 3,382.4 |
| FixedReset Disc | 5.99 % | 6.11 % | 107,919 | 13.59 | 29 | -0.0513 % | 3,043.3 |
| Insurance Straight | 5.49 % | 5.57 % | 59,455 | 14.45 | 21 | -0.2308 % | 3,307.9 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0513 % | 3,620.3 |
| FixedReset Prem | 5.90 % | 5.06 % | 103,995 | 2.68 | 21 | 0.0797 % | 2,627.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0513 % | 3,110.9 |
| FixedReset Ins Non | 5.24 % | 5.41 % | 66,270 | 14.41 | 15 | -0.4838 % | 3,057.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -13.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 6.62 % |
| MFC.PR.B | Insurance Straight | -5.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.76 % |
| PWF.PR.P | FixedReset Disc | -3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.21 % |
| BN.PF.D | Perpetual-Discount | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.09 % |
| ENB.PR.J | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.41 % |
| BN.PF.E | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 6.17 % |
| SLF.PR.D | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.39 % |
| SLF.PR.E | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.36 % |
| BN.PF.C | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.90 % |
| MFC.PR.F | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.91 % |
| ENB.PF.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.37 % |
| SLF.PR.H | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.95 Evaluated at bid price : 22.50 Bid-YTW : 5.39 % |
| FTS.PR.K | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.02 Evaluated at bid price : 22.40 Bid-YTW : 5.53 % |
| POW.PR.D | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.67 Evaluated at bid price : 22.91 Bid-YTW : 5.52 % |
| IFC.PR.F | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 23.80 Evaluated at bid price : 24.10 Bid-YTW : 5.58 % |
| FTS.PR.F | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.88 Evaluated at bid price : 23.15 Bid-YTW : 5.31 % |
| PWF.PR.S | Perpetual-Discount | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.74 Evaluated at bid price : 21.99 Bid-YTW : 5.50 % |
| MFC.PR.C | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.28 % |
| PWF.PR.E | Perpetual-Discount | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 24.17 Evaluated at bid price : 24.43 Bid-YTW : 5.68 % |
| POW.PR.A | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 24.69 Evaluated at bid price : 25.01 Bid-YTW : 5.66 % |
| BN.PF.G | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.81 Evaluated at bid price : 24.02 Bid-YTW : 5.89 % |
| PWF.PR.F | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 5.61 % |
| CIU.PR.A | Perpetual-Discount | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.59 % |
| IFC.PR.C | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 23.06 Evaluated at bid price : 23.67 Bid-YTW : 5.65 % |
| PWF.PR.K | Perpetual-Discount | 3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.55 % |
| PWF.PF.A | Perpetual-Discount | 7.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| POW.PR.I | Perpetual-Discount | 162,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 24.61 Evaluated at bid price : 25.00 Bid-YTW : 5.67 % |
| MFC.PR.N | FixedReset Ins Non | 90,320 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.85 Evaluated at bid price : 24.06 Bid-YTW : 5.32 % |
| IFC.PR.M | Perpetual-Premium | 60,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 24.55 Evaluated at bid price : 24.94 Bid-YTW : 5.54 % |
| CM.PR.S | FixedReset Prem | 51,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 4.49 % |
| FTS.PR.M | FixedReset Disc | 43,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.94 Evaluated at bid price : 24.20 Bid-YTW : 5.44 % |
| CU.PR.C | FixedReset Disc | 37,054 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-25 Maturity Price : 22.92 Evaluated at bid price : 23.35 Bid-YTW : 5.54 % |
| 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 |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.46 – 18.15 Spot Rate : 2.6900 Average : 1.6505 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 17.60 – 19.40 Spot Rate : 1.8000 Average : 1.3575 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 20.60 – 22.25 Spot Rate : 1.6500 Average : 1.2153 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 25.05 – 26.10 Spot Rate : 1.0500 Average : 0.6592 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 23.35 – 24.90 Spot Rate : 1.5500 Average : 1.2113 YTW SCENARIO |
| NA.PR.E | FixedReset Prem | Quote: 25.45 – 26.43 Spot Rate : 0.9800 Average : 0.6601 YTW SCENARIO |