| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.0000 % | 2,485.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,711.9 |
| Floater | 5.80 % | 5.98 % | 59,382 | 13.97 | 3 | 0.0000 % | 2,715.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0395 % | 3,650.3 |
| SplitShare | 4.78 % | 4.56 % | 79,210 | 2.94 | 5 | -0.0395 % | 4,359.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0395 % | 3,401.2 |
| Perpetual-Premium | 5.79 % | 5.88 % | 75,480 | 13.91 | 7 | 0.0635 % | 3,020.5 |
| Perpetual-Discount | 5.80 % | 5.86 % | 44,835 | 14.02 | 28 | -0.7214 % | 3,261.4 |
| FixedReset Disc | 6.00 % | 6.28 % | 107,669 | 13.41 | 27 | -1.3415 % | 3,136.7 |
| Insurance Straight | 5.71 % | 5.76 % | 62,466 | 14.28 | 22 | -0.2531 % | 3,186.9 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3415 % | 3,731.4 |
| FixedReset Prem | 6.04 % | 4.89 % | 90,709 | 2.66 | 21 | -0.2751 % | 2,626.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3415 % | 3,206.3 |
| FixedReset Ins Non | 5.30 % | 5.73 % | 74,110 | 14.18 | 14 | -0.0031 % | 3,118.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Prem | -4.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 23.68 Evaluated at bid price : 24.00 Bid-YTW : 6.56 % |
| ENB.PF.A | FixedReset Disc | -4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.70 Evaluated at bid price : 22.00 Bid-YTW : 6.68 % |
| IFC.PR.C | FixedReset Ins Non | -4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.96 Evaluated at bid price : 23.72 Bid-YTW : 6.09 % |
| POW.PR.A | Perpetual-Discount | -4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.03 % |
| GWO.PR.G | Insurance Straight | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.46 Evaluated at bid price : 21.72 Bid-YTW : 6.01 % |
| GWO.PR.R | Insurance Straight | -3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 5.95 % |
| BN.PF.E | FixedReset Disc | -3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.03 Evaluated at bid price : 22.50 Bid-YTW : 6.24 % |
| CU.PR.H | Perpetual-Discount | -3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.92 % |
| BN.PR.T | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.68 % |
| ENB.PF.G | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.78 Evaluated at bid price : 22.16 Bid-YTW : 6.62 % |
| ENB.PR.D | FixedReset Disc | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.69 % |
| ENB.PR.H | FixedReset Disc | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.03 Evaluated at bid price : 22.30 Bid-YTW : 6.18 % |
| CU.PR.C | FixedReset Disc | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 23.57 Evaluated at bid price : 24.05 Bid-YTW : 5.83 % |
| ENB.PR.Y | FixedReset Disc | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 6.68 % |
| CIU.PR.A | Perpetual-Discount | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 5.89 % |
| ENB.PR.J | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.31 Evaluated at bid price : 22.79 Bid-YTW : 6.44 % |
| GWO.PR.H | Insurance Straight | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.10 % |
| FTS.PR.J | Perpetual-Discount | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.67 % |
| PWF.PR.S | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.89 % |
| GWO.PR.Y | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.73 % |
| GWO.PR.Q | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.82 Evaluated at bid price : 22.06 Bid-YTW : 5.86 % |
| ENB.PR.F | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.05 Evaluated at bid price : 22.29 Bid-YTW : 6.45 % |
| BN.PF.B | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.80 Evaluated at bid price : 23.65 Bid-YTW : 6.23 % |
| FTS.PR.F | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.68 % |
| CU.PR.G | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 5.80 % |
| ENB.PF.K | FixedReset Prem | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 23.61 Evaluated at bid price : 25.02 Bid-YTW : 6.36 % |
| SLF.PR.E | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 5.50 % |
| POW.PR.D | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 5.79 % |
| SLF.PR.C | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.46 % |
| ENB.PF.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.00 Evaluated at bid price : 22.47 Bid-YTW : 6.44 % |
| PWF.PR.R | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 23.42 Evaluated at bid price : 23.71 Bid-YTW : 5.89 % |
| TD.PF.A | FixedReset Prem | 1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 4.61 % |
| MFC.PR.F | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.88 % |
| MFC.PR.L | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 23.12 Evaluated at bid price : 24.40 Bid-YTW : 5.55 % |
| POW.PR.B | Perpetual-Discount | 3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.91 Evaluated at bid price : 23.18 Bid-YTW : 5.78 % |
| SLF.PR.G | FixedReset Ins Non | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.82 % |
| GWO.PR.I | Insurance Straight | 4.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 5.69 % |
| GWO.PR.S | Insurance Straight | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.C | FixedReset Ins Non | 125,289 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.96 Evaluated at bid price : 23.72 Bid-YTW : 6.09 % |
| BN.PR.K | Floater | 104,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 5.98 % |
| PWF.PR.P | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.97 % |
| MFC.PR.I | FixedReset Ins Non | 45,383 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.68 % |
| RY.PR.S | FixedReset Prem | 43,648 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 4.40 % |
| ENB.PF.C | FixedReset Disc | 18,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-27 Maturity Price : 22.02 Evaluated at bid price : 22.47 Bid-YTW : 6.45 % |
| 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: 19.60 – 23.80 Spot Rate : 4.2000 Average : 3.3062 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 23.25 – 24.70 Spot Rate : 1.4500 Average : 0.8969 YTW SCENARIO |
| BIP.PR.E | FixedReset Prem | Quote: 24.00 – 25.29 Spot Rate : 1.2900 Average : 0.7837 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 22.00 – 23.27 Spot Rate : 1.2700 Average : 0.7717 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 23.72 – 24.80 Spot Rate : 1.0800 Average : 0.6259 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 22.50 – 23.50 Spot Rate : 1.0000 Average : 0.6093 YTW SCENARIO |