| 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 | -0.1014 % | 2,429.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1014 % | 4,606.7 |
| Floater | 5.93 % | 6.22 % | 66,360 | 13.49 | 3 | -0.1014 % | 2,654.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0787 % | 3,667.6 |
| SplitShare | 4.76 % | 3.79 % | 73,162 | 1.18 | 5 | 0.0787 % | 4,379.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0787 % | 3,417.4 |
| Perpetual-Premium | 5.64 % | -0.80 % | 80,557 | 0.09 | 7 | 0.3441 % | 3,111.0 |
| Perpetual-Discount | 5.53 % | 5.62 % | 50,389 | 14.43 | 26 | 0.2783 % | 3,421.9 |
| FixedReset Disc | 5.83 % | 6.08 % | 108,227 | 13.50 | 31 | 0.3542 % | 3,129.7 |
| Insurance Straight | 5.52 % | 5.52 % | 60,110 | 14.56 | 21 | -0.4341 % | 3,289.0 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3542 % | 3,723.1 |
| FixedReset Prem | 5.90 % | 4.64 % | 99,911 | 2.24 | 20 | -0.0844 % | 2,657.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3542 % | 3,199.2 |
| FixedReset Ins Non | 5.31 % | 5.54 % | 83,988 | 14.36 | 13 | -1.0778 % | 3,088.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -15.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.98 % |
| GWO.PR.Y | Insurance Straight | -6.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.07 % |
| SLF.PR.C | Insurance Straight | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 5.30 % |
| GWO.PR.I | Insurance Straight | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.51 % |
| TD.PF.I | FixedReset Prem | -1.91 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.96 % |
| MFC.PR.N | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 22.93 Evaluated at bid price : 24.24 Bid-YTW : 5.40 % |
| GWO.PR.S | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.63 % |
| IFC.PR.C | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 23.72 Evaluated at bid price : 24.30 Bid-YTW : 5.77 % |
| CU.PR.F | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.43 % |
| PWF.PR.H | Perpetual-Premium | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-01-11 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -0.80 % |
| PWF.PR.R | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.66 % |
| ENB.PF.C | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.84 Evaluated at bid price : 22.24 Bid-YTW : 6.34 % |
| CU.PR.H | Perpetual-Discount | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 23.59 Evaluated at bid price : 23.86 Bid-YTW : 5.54 % |
| SLF.PR.G | FixedReset Ins Non | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 5.64 % |
| GWO.PR.H | Insurance Straight | 3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 5.48 % |
| BN.PF.G | FixedReset Disc | 5.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 22.96 Evaluated at bid price : 24.35 Bid-YTW : 6.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.G | FixedReset Disc | 51,007 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 22.96 Evaluated at bid price : 24.35 Bid-YTW : 6.01 % |
| BN.PF.C | Perpetual-Discount | 39,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 5.81 % |
| IFC.PR.A | FixedReset Ins Non | 38,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.63 % |
| ENB.PF.E | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 21.84 Evaluated at bid price : 22.25 Bid-YTW : 6.32 % |
| FTS.PR.M | FixedReset Disc | 25,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 23.11 Evaluated at bid price : 24.60 Bid-YTW : 5.55 % |
| BN.PR.K | Floater | 22,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-12 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 6.24 % |
| There were 6 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: 15.50 – 18.44 Spot Rate : 2.9400 Average : 1.9551 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 18.60 – 21.04 Spot Rate : 2.4400 Average : 1.7375 YTW SCENARIO |
| BN.PF.M | FixedReset Prem | Quote: 25.75 – 26.75 Spot Rate : 1.0000 Average : 0.5773 YTW SCENARIO |
| BN.PF.J | FixedReset Prem | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.6158 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 21.06 – 21.86 Spot Rate : 0.8000 Average : 0.5236 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 22.00 – 23.00 Spot Rate : 1.0000 Average : 0.7519 YTW SCENARIO |