| 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 | -0.4470 % | 2,472.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4470 % | 4,687.4 |
| Floater | 5.83 % | 6.00 % | 52,944 | 13.96 | 3 | -0.4470 % | 2,701.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3001 % | 3,664.4 |
| SplitShare | 4.76 % | 4.34 % | 86,653 | 1.84 | 5 | 0.3001 % | 4,376.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3001 % | 3,414.4 |
| Perpetual-Premium | 5.73 % | 5.82 % | 78,368 | 13.99 | 7 | 0.0915 % | 3,052.2 |
| Perpetual-Discount | 5.72 % | 5.78 % | 46,236 | 14.13 | 28 | -0.0825 % | 3,310.1 |
| FixedReset Disc | 5.89 % | 6.19 % | 111,038 | 13.63 | 27 | 0.4352 % | 3,193.3 |
| Insurance Straight | 5.65 % | 5.66 % | 59,658 | 14.42 | 22 | -0.9677 % | 3,216.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4352 % | 3,798.8 |
| FixedReset Prem | 6.00 % | 4.75 % | 88,201 | 2.40 | 21 | 0.0074 % | 2,644.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4352 % | 3,264.2 |
| FixedReset Ins Non | 5.29 % | 5.63 % | 90,457 | 14.09 | 14 | -0.0706 % | 3,126.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -8.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.32 % |
| GWO.PR.S | Insurance Straight | -6.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 21.29 Evaluated at bid price : 21.56 Bid-YTW : 6.11 % |
| GWO.PR.I | Insurance Straight | -6.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.96 % |
| POW.PR.B | Perpetual-Discount | -5.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 6.08 % |
| MFC.PR.F | FixedReset Ins Non | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.14 % |
| CU.PR.J | Perpetual-Discount | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.80 % |
| PWF.PR.Z | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 5.92 % |
| PWF.PR.A | Floater | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.64 % |
| SLF.PR.C | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.39 % |
| SLF.PR.G | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.80 % |
| CCS.PR.C | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 22.25 Evaluated at bid price : 22.52 Bid-YTW : 5.56 % |
| ELF.PR.H | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 23.96 Evaluated at bid price : 24.21 Bid-YTW : 5.78 % |
| IFC.PR.A | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 21.75 Evaluated at bid price : 22.22 Bid-YTW : 5.53 % |
| BN.PF.B | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 23.06 Evaluated at bid price : 24.20 Bid-YTW : 6.07 % |
| GWO.PR.L | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 24.30 Evaluated at bid price : 24.61 Bid-YTW : 5.76 % |
| FTS.PR.H | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.75 % |
| POW.PR.A | Perpetual-Discount | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 24.18 Evaluated at bid price : 24.44 Bid-YTW : 5.83 % |
| BN.PR.T | FixedReset Disc | 6.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 6.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 50,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 22.16 Evaluated at bid price : 22.69 Bid-YTW : 6.38 % |
| GWO.PR.Y | Insurance Straight | 47,798 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 5.62 % |
| MFC.PR.Q | FixedReset Ins Non | 40,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 23.55 Evaluated at bid price : 25.05 Bid-YTW : 5.74 % |
| FTS.PR.H | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.75 % |
| FTS.PR.M | FixedReset Disc | 24,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 23.14 Evaluated at bid price : 24.60 Bid-YTW : 5.72 % |
| MFC.PR.F | FixedReset Ins Non | 16,513 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-24 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.14 % |
| 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 |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.75 – 23.80 Spot Rate : 5.0500 Average : 3.0549 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 20.50 – 23.40 Spot Rate : 2.9000 Average : 1.9957 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 22.40 – 24.05 Spot Rate : 1.6500 Average : 0.9508 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 21.56 – 23.80 Spot Rate : 2.2400 Average : 1.5995 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 19.00 – 20.50 Spot Rate : 1.5000 Average : 0.8998 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 20.75 – 21.90 Spot Rate : 1.1500 Average : 0.8479 YTW SCENARIO |