Sorry this is so late!
| 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 | 0.3248 % | 2,476.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3248 % | 4,695.6 |
| Floater | 5.82 % | 6.08 % | 56,388 | 13.76 | 3 | 0.3248 % | 2,706.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0393 % | 3,671.4 |
| SplitShare | 4.76 % | 4.52 % | 86,195 | 3.04 | 5 | -0.0393 % | 4,384.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0393 % | 3,420.9 |
| Perpetual-Premium | 5.66 % | 5.57 % | 587,832 | 6.78 | 7 | -0.1018 % | 3,081.0 |
| Perpetual-Discount | 5.57 % | 5.64 % | 50,752 | 14.42 | 27 | -0.1956 % | 3,401.5 |
| FixedReset Disc | 5.93 % | 5.98 % | 108,789 | 13.76 | 28 | -0.0874 % | 3,176.9 |
| Insurance Straight | 5.46 % | 5.56 % | 68,053 | 14.50 | 22 | -0.0276 % | 3,329.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0874 % | 3,779.3 |
| FixedReset Prem | 5.97 % | 4.34 % | 83,801 | 2.53 | 20 | 0.0672 % | 2,655.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0874 % | 3,247.4 |
| FixedReset Ins Non | 5.28 % | 5.47 % | 75,717 | 14.44 | 14 | -0.1440 % | 3,130.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.83 % |
| IFC.PR.K | Insurance Straight | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 22.88 Evaluated at bid price : 23.27 Bid-YTW : 5.70 % |
| IFC.PR.I | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 23.81 Evaluated at bid price : 24.10 Bid-YTW : 5.66 % |
| MFC.PR.K | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 23.57 Evaluated at bid price : 25.35 Bid-YTW : 5.27 % |
| PWF.PR.P | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 5.85 % |
| IFC.PR.F | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.61 % |
| CU.PR.J | Perpetual-Discount | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.59 % |
| GWO.PR.L | Insurance Straight | 3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 24.83 Evaluated at bid price : 25.05 Bid-YTW : 5.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Insurance Straight | 82,882 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 23.11 Evaluated at bid price : 23.40 Bid-YTW : 5.56 % |
| GWO.PR.N | FixedReset Ins Non | 51,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 5.78 % |
| BN.PF.G | FixedReset Disc | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 22.99 Evaluated at bid price : 24.40 Bid-YTW : 5.90 % |
| ENB.PR.T | FixedReset Disc | 30,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 22.69 Evaluated at bid price : 23.51 Bid-YTW : 6.08 % |
| ENB.PR.F | FixedReset Disc | 19,651 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 6.30 % |
| ENB.PR.P | FixedReset Disc | 16,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-05 Maturity Price : 22.18 Evaluated at bid price : 22.61 Bid-YTW : 6.24 % |
| There were 5 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.S | Insurance Straight | Quote: 23.87 – 24.75 Spot Rate : 0.8800 Average : 0.5364 YTW SCENARIO |
| GWO.PR.Z | Insurance Straight | Quote: 25.25 – 26.25 Spot Rate : 1.0000 Average : 0.6907 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 21.75 – 22.50 Spot Rate : 0.7500 Average : 0.4954 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 23.27 – 24.07 Spot Rate : 0.8000 Average : 0.5658 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 19.36 – 19.99 Spot Rate : 0.6300 Average : 0.4601 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 21.83 – 22.35 Spot Rate : 0.5200 Average : 0.3726 YTW SCENARIO |