| 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 | -0.1739 % | 2,477.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1739 % | 4,697.9 |
| Floater | 5.81 % | 6.09 % | 58,001 | 13.72 | 3 | -0.1739 % | 2,707.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2225 % | 3,640.2 |
| SplitShare | 4.80 % | 4.66 % | 74,817 | 3.03 | 5 | 0.2225 % | 4,347.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2225 % | 3,391.8 |
| Perpetual-Premium | 5.66 % | 5.57 % | 469,644 | 14.11 | 7 | -0.0962 % | 3,080.5 |
| Perpetual-Discount | 5.62 % | 5.69 % | 47,586 | 14.34 | 27 | -0.8738 % | 3,371.1 |
| FixedReset Disc | 5.91 % | 5.71 % | 126,882 | 14.00 | 28 | 0.0966 % | 3,186.0 |
| Insurance Straight | 5.43 % | 5.54 % | 68,809 | 14.50 | 22 | -0.2487 % | 3,349.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0966 % | 3,790.1 |
| FixedReset Prem | 5.94 % | 4.27 % | 85,744 | 2.36 | 20 | -0.0477 % | 2,669.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0966 % | 3,256.7 |
| FixedReset Ins Non | 5.24 % | 5.17 % | 82,352 | 14.76 | 14 | 0.0243 % | 3,157.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -24.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.33 % |
| CCS.PR.C | Insurance Straight | -3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.57 % |
| BN.PF.D | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 5.92 % |
| MFC.PR.B | Insurance Straight | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 22.05 Evaluated at bid price : 22.28 Bid-YTW : 5.30 % |
| BN.PF.F | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 23.25 Evaluated at bid price : 24.88 Bid-YTW : 5.68 % |
| PVS.PR.K | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.36 % |
| ENB.PR.J | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 22.48 Evaluated at bid price : 23.07 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 62,095 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.57 % |
| BN.PF.C | Perpetual-Discount | 41,086 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 5.80 % |
| GWO.PR.R | Insurance Straight | 40,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 21.73 Evaluated at bid price : 21.98 Bid-YTW : 5.54 % |
| GWO.PR.P | Insurance Straight | 34,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 5.64 % |
| BN.PR.X | FixedReset Disc | 22,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.93 % |
| CU.PR.K | Perpetual-Premium | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-23 Maturity Price : 24.43 Evaluated at bid price : 24.82 Bid-YTW : 5.65 % |
| There were 8 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 |
| PWF.PR.S | Perpetual-Discount | Quote: 16.60 – 22.06 Spot Rate : 5.4600 Average : 2.9813 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 22.28 – 23.50 Spot Rate : 1.2200 Average : 0.8010 YTW SCENARIO |
| ENB.PR.H | FixedReset Disc | Quote: 22.98 – 23.87 Spot Rate : 0.8900 Average : 0.5425 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 23.75 – 24.50 Spot Rate : 0.7500 Average : 0.4971 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 22.75 – 23.69 Spot Rate : 0.9400 Average : 0.6998 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 21.07 – 21.87 Spot Rate : 0.8000 Average : 0.5756 YTW SCENARIO |