| 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 | 0.0249 % | 2,478.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0249 % | 4,699.1 |
| Floater | 5.81 % | 6.08 % | 57,215 | 13.72 | 3 | 0.0249 % | 2,708.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0238 % | 3,641.1 |
| SplitShare | 4.79 % | 4.56 % | 74,671 | 3.03 | 5 | 0.0238 % | 4,348.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0238 % | 3,392.6 |
| Perpetual-Premium | 5.66 % | 5.56 % | 453,061 | 14.12 | 7 | 0.0453 % | 3,081.9 |
| Perpetual-Discount | 5.61 % | 5.67 % | 48,349 | 14.35 | 27 | 0.1219 % | 3,375.2 |
| FixedReset Disc | 5.91 % | 5.71 % | 127,687 | 13.99 | 28 | 0.0031 % | 3,186.1 |
| Insurance Straight | 5.44 % | 5.56 % | 69,035 | 14.46 | 22 | -0.1512 % | 3,344.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0031 % | 3,790.2 |
| FixedReset Prem | 5.94 % | 4.38 % | 88,453 | 2.48 | 20 | -0.0745 % | 2,667.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0031 % | 3,256.8 |
| FixedReset Ins Non | 5.22 % | 5.17 % | 83,177 | 14.79 | 14 | 0.3436 % | 3,168.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.Y | Insurance Straight | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.73 % |
| ENB.PR.J | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 22.12 Evaluated at bid price : 22.51 Bid-YTW : 6.04 % |
| GWO.PR.T | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 23.12 Evaluated at bid price : 23.40 Bid-YTW : 5.58 % |
| GWO.PR.S | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.61 % |
| PWF.PR.Z | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 22.64 Evaluated at bid price : 22.90 Bid-YTW : 5.67 % |
| ENB.PR.H | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 22.66 Evaluated at bid price : 23.26 Bid-YTW : 5.41 % |
| BN.PF.D | Perpetual-Discount | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 21.40 Evaluated at bid price : 21.67 Bid-YTW : 5.74 % |
| CCS.PR.C | Insurance Straight | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 5.40 % |
| MFC.PR.F | FixedReset Ins Non | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 5.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 54,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.58 % |
| MFC.PR.I | FixedReset Ins Non | 51,653 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.82 % |
| IFC.PR.G | FixedReset Ins Non | 43,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 23.59 Evaluated at bid price : 25.25 Bid-YTW : 5.33 % |
| SLF.PR.E | Insurance Straight | 30,397 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 21.37 Evaluated at bid price : 21.64 Bid-YTW : 5.27 % |
| ENB.PR.T | FixedReset Disc | 27,807 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 22.72 Evaluated at bid price : 23.55 Bid-YTW : 5.77 % |
| GWO.PR.N | FixedReset Ins Non | 27,267 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-02-24 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.57 % |
| There were 15 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 – 22.10 Spot Rate : 5.5000 Average : 4.2986 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 26.55 – 27.55 Spot Rate : 1.0000 Average : 0.5715 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 25.72 – 26.72 Spot Rate : 1.0000 Average : 0.5787 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 20.00 – 21.04 Spot Rate : 1.0400 Average : 0.6675 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 23.75 – 24.75 Spot Rate : 1.0000 Average : 0.7320 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 22.51 – 23.20 Spot Rate : 0.6900 Average : 0.4821 YTW SCENARIO |