| 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 | -0.0754 % | 2,451.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0754 % | 4,648.8 |
| Floater | 5.88 % | 6.11 % | 54,613 | 13.74 | 3 | -0.0754 % | 2,679.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1180 % | 3,663.3 |
| SplitShare | 4.77 % | 4.34 % | 81,063 | 3.08 | 5 | -0.1180 % | 4,374.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1180 % | 3,413.3 |
| Perpetual-Premium | 5.67 % | 5.64 % | 85,299 | 14.22 | 9 | -0.0309 % | 3,086.6 |
| Perpetual-Discount | 5.55 % | 5.63 % | 51,611 | 14.48 | 25 | -0.0993 % | 3,403.8 |
| FixedReset Disc | 5.87 % | 5.97 % | 115,827 | 13.76 | 29 | 0.1133 % | 3,162.3 |
| Insurance Straight | 5.49 % | 5.57 % | 63,721 | 14.51 | 22 | -0.1368 % | 3,312.7 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1133 % | 3,761.9 |
| FixedReset Prem | 5.96 % | 4.33 % | 96,667 | 2.16 | 19 | 0.0081 % | 2,650.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1133 % | 3,232.5 |
| FixedReset Ins Non | 5.30 % | 5.46 % | 73,879 | 14.50 | 14 | -0.3986 % | 3,119.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -4.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 5.97 % |
| ENB.PF.C | FixedReset Disc | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 21.68 Evaluated at bid price : 22.00 Bid-YTW : 6.40 % |
| POW.PR.B | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 5.68 % |
| MFC.PR.N | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 22.80 Evaluated at bid price : 23.90 Bid-YTW : 5.46 % |
| GWO.PR.Y | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 5.58 % |
| TD.PF.I | FixedReset Prem | -1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : 3.60 % |
| ENB.PR.F | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 6.35 % |
| CU.PR.C | FixedReset Disc | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 24.25 Evaluated at bid price : 24.61 Bid-YTW : 5.46 % |
| TD.PF.J | FixedReset Prem | 3.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.H | Insurance Straight | 130,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 5.52 % |
| ENB.PR.N | FixedReset Disc | 57,519 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 23.14 Evaluated at bid price : 24.32 Bid-YTW : 6.00 % |
| BN.PF.M | FixedReset Prem | 36,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 4.87 % |
| RY.PR.S | FixedReset Prem | 26,430 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.77 Bid-YTW : 3.79 % |
| ENB.PR.B | FixedReset Disc | 21,824 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.33 % |
| GWO.PR.I | Insurance Straight | 20,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-01-23 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.46 % |
| 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.Z | Insurance Straight | Quote: 25.15 – 26.15 Spot Rate : 1.0000 Average : 0.6060 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.11 – 19.11 Spot Rate : 1.0000 Average : 0.6327 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 21.49 – 22.50 Spot Rate : 1.0100 Average : 0.6926 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 22.00 – 23.00 Spot Rate : 1.0000 Average : 0.7180 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 23.70 – 24.40 Spot Rate : 0.7000 Average : 0.4463 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.90 – 24.37 Spot Rate : 0.4700 Average : 0.2970 YTW SCENARIO |