| 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 | 0.1024 % | 2,410.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1024 % | 4,570.5 |
| Floater | 5.98 % | 6.27 % | 61,612 | 13.44 | 3 | 0.1024 % | 2,634.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2366 % | 3,667.6 |
| SplitShare | 4.76 % | 4.24 % | 68,306 | 1.20 | 5 | 0.2366 % | 4,379.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2366 % | 3,417.4 |
| Perpetual-Premium | 5.64 % | -10.20 % | 71,784 | 0.09 | 7 | -0.2356 % | 3,110.3 |
| Perpetual-Discount | 5.48 % | 5.57 % | 50,437 | 14.50 | 28 | 0.0435 % | 3,417.5 |
| FixedReset Disc | 5.84 % | 5.87 % | 102,211 | 13.76 | 31 | 0.1635 % | 3,125.3 |
| Insurance Straight | 5.48 % | 5.46 % | 61,108 | 14.63 | 21 | 0.1499 % | 3,316.8 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1635 % | 3,717.8 |
| FixedReset Prem | 5.91 % | 4.76 % | 103,796 | 2.66 | 20 | -0.0115 % | 2,656.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1635 % | 3,194.7 |
| FixedReset Ins Non | 5.28 % | 5.32 % | 83,096 | 14.65 | 13 | 1.0179 % | 3,104.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -4.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.81 % |
| GWO.PR.S | Insurance Straight | -3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.62 % |
| SLF.PR.E | Insurance Straight | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.31 % |
| ENB.PF.A | FixedReset Disc | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.90 Evaluated at bid price : 22.30 Bid-YTW : 6.21 % |
| POW.PR.G | Perpetual-Discount | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 24.20 Evaluated at bid price : 24.46 Bid-YTW : 5.81 % |
| BN.PF.G | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.81 Evaluated at bid price : 24.00 Bid-YTW : 5.93 % |
| GWO.PR.Q | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.59 % |
| SLF.PR.G | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 5.42 % |
| IFC.PR.I | Insurance Straight | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 24.31 Evaluated at bid price : 24.60 Bid-YTW : 5.58 % |
| PVS.PR.M | SplitShare | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.58 % |
| BN.PR.N | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 5.76 % |
| CU.PR.J | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.52 Evaluated at bid price : 21.85 Bid-YTW : 5.46 % |
| FTS.PR.H | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.60 % |
| BN.PR.Z | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 23.58 Evaluated at bid price : 25.04 Bid-YTW : 5.83 % |
| PWF.PR.L | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.97 Evaluated at bid price : 23.24 Bid-YTW : 5.54 % |
| MFC.PR.J | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 23.64 Evaluated at bid price : 25.35 Bid-YTW : 5.36 % |
| ENB.PF.C | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.86 Evaluated at bid price : 22.26 Bid-YTW : 6.14 % |
| POW.PR.B | Perpetual-Discount | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.53 % |
| CU.PR.F | Perpetual-Discount | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.38 % |
| GWO.PR.Y | Insurance Straight | 4.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 5.40 % |
| ENB.PR.F | FixedReset Disc | 4.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 6.17 % |
| BN.PF.E | FixedReset Disc | 5.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.26 Evaluated at bid price : 22.90 Bid-YTW : 5.86 % |
| GWO.PR.T | Insurance Straight | 5.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.15 % |
| GWO.PR.N | FixedReset Ins Non | 18.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 5.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.I | FixedReset Disc | 301,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.58 % |
| BN.PF.H | FixedReset Prem | 203,553 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 5.42 % |
| BN.PF.G | FixedReset Disc | 161,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.81 Evaluated at bid price : 24.00 Bid-YTW : 5.93 % |
| SLF.PR.G | FixedReset Ins Non | 141,867 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 5.42 % |
| FTS.PR.H | FixedReset Disc | 102,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.60 % |
| BN.PF.E | FixedReset Disc | 85,389 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-04 Maturity Price : 22.26 Evaluated at bid price : 22.90 Bid-YTW : 5.86 % |
| 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 |
| BN.PR.R | FixedReset Disc | Quote: 20.70 – 22.00 Spot Rate : 1.3000 Average : 0.8501 YTW SCENARIO |
| PVS.PR.L | SplitShare | Quote: 26.15 – 27.15 Spot Rate : 1.0000 Average : 0.6190 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 20.93 – 22.00 Spot Rate : 1.0700 Average : 0.7842 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 24.46 – 25.16 Spot Rate : 0.7000 Average : 0.4376 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 23.33 – 24.18 Spot Rate : 0.8500 Average : 0.6150 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 21.22 – 21.94 Spot Rate : 0.7200 Average : 0.4888 YTW SCENARIO |