| 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 | 0.7254 % | 2,483.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7254 % | 4,708.4 |
| Floater | 5.80 % | 5.99 % | 55,103 | 13.97 | 3 | 0.7254 % | 2,713.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3934 % | 3,653.5 |
| SplitShare | 4.78 % | 4.51 % | 83,635 | 2.95 | 5 | -0.3934 % | 4,363.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3934 % | 3,404.2 |
| Perpetual-Premium | 5.74 % | 5.84 % | 79,333 | 14.00 | 7 | -0.1199 % | 3,049.4 |
| Perpetual-Discount | 5.71 % | 5.79 % | 46,119 | 14.16 | 28 | -0.0081 % | 3,312.8 |
| FixedReset Disc | 5.92 % | 6.19 % | 112,933 | 13.50 | 27 | -0.0682 % | 3,179.5 |
| Insurance Straight | 5.60 % | 5.66 % | 59,507 | 14.43 | 22 | 0.6377 % | 3,247.8 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0682 % | 3,782.3 |
| FixedReset Prem | 6.00 % | 4.74 % | 89,420 | 2.41 | 21 | 0.1160 % | 2,643.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0682 % | 3,250.1 |
| FixedReset Ins Non | 5.28 % | 5.67 % | 90,862 | 14.18 | 14 | 0.9670 % | 3,128.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.A | Perpetual-Discount | -4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 6.04 % |
| FTS.PR.H | FixedReset Disc | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.86 % |
| GWO.PR.L | Insurance Straight | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 5.87 % |
| BN.PF.B | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.88 Evaluated at bid price : 23.81 Bid-YTW : 6.18 % |
| CU.PR.F | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 5.83 % |
| GWO.PR.M | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 24.67 Evaluated at bid price : 24.93 Bid-YTW : 5.84 % |
| TD.PF.I | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.68 % |
| PWF.PR.F | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.84 % |
| BN.PF.C | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 6.01 % |
| IFC.PR.F | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.96 Evaluated at bid price : 23.22 Bid-YTW : 5.72 % |
| IFC.PR.K | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.90 Evaluated at bid price : 23.30 Bid-YTW : 5.64 % |
| BN.PR.B | Floater | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 13.07 Evaluated at bid price : 13.07 Bid-YTW : 5.99 % |
| IFC.PR.A | FixedReset Ins Non | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 21.53 Evaluated at bid price : 21.90 Bid-YTW : 5.61 % |
| ENB.PF.C | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.23 Evaluated at bid price : 22.80 Bid-YTW : 6.35 % |
| IFC.PR.C | FixedReset Ins Non | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 23.94 Evaluated at bid price : 24.59 Bid-YTW : 5.87 % |
| MFC.PR.F | FixedReset Ins Non | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.91 % |
| SLF.PR.G | FixedReset Ins Non | 4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.74 % |
| SLF.PR.D | Insurance Straight | 4.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 5.38 % |
| BN.PR.N | Perpetual-Discount | 5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 6.03 % |
| GWO.PR.T | Insurance Straight | 9.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.21 Evaluated at bid price : 22.49 Bid-YTW : 5.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.C | Insurance Straight | 85,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.32 % |
| PWF.PR.T | FixedReset Disc | 45,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 23.22 Evaluated at bid price : 24.51 Bid-YTW : 5.72 % |
| PVS.PR.M | SplitShare | 26,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.78 % |
| MFC.PR.N | FixedReset Ins Non | 26,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 22.79 Evaluated at bid price : 23.85 Bid-YTW : 5.67 % |
| FTS.PR.M | FixedReset Disc | 25,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 23.07 Evaluated at bid price : 24.42 Bid-YTW : 5.76 % |
| BN.PR.T | FixedReset Disc | 25,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-23 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.73 % |
| There were 10 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 |
| POW.PR.A | Perpetual-Discount | Quote: 23.60 – 24.70 Spot Rate : 1.1000 Average : 0.6407 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 23.00 – 24.87 Spot Rate : 1.8700 Average : 1.4896 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 21.00 – 21.89 Spot Rate : 0.8900 Average : 0.5168 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 23.81 – 24.98 Spot Rate : 1.1700 Average : 0.8422 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 24.15 – 24.90 Spot Rate : 0.7500 Average : 0.5164 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 21.03 – 21.80 Spot Rate : 0.7700 Average : 0.5681 YTW SCENARIO |