| 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 | 0.1737 % | 2,489.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1737 % | 4,720.1 |
| Floater | 5.79 % | 5.98 % | 60,006 | 13.98 | 3 | 0.1737 % | 2,720.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1581 % | 3,656.1 |
| SplitShare | 4.78 % | 4.69 % | 76,065 | 2.93 | 5 | 0.1581 % | 4,366.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1581 % | 3,406.6 |
| Perpetual-Premium | 5.80 % | 5.87 % | 74,476 | 14.13 | 7 | -0.1386 % | 3,016.3 |
| Perpetual-Discount | 5.80 % | 5.86 % | 44,841 | 14.03 | 28 | -0.0230 % | 3,260.6 |
| FixedReset Disc | 5.95 % | 6.20 % | 108,799 | 13.62 | 27 | 0.8215 % | 3,162.4 |
| Insurance Straight | 5.77 % | 5.81 % | 61,877 | 14.18 | 22 | -1.0955 % | 3,152.0 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8215 % | 3,762.1 |
| FixedReset Prem | 6.01 % | 4.86 % | 90,206 | 2.66 | 21 | 0.4555 % | 2,638.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8215 % | 3,232.7 |
| FixedReset Ins Non | 5.27 % | 5.65 % | 74,006 | 14.28 | 14 | 0.6529 % | 3,138.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Insurance Straight | -7.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.80 Evaluated at bid price : 22.06 Bid-YTW : 6.15 % |
| GWO.PR.S | Insurance Straight | -5.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.29 Evaluated at bid price : 21.56 Bid-YTW : 6.12 % |
| FTS.PR.F | Perpetual-Discount | -3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.91 % |
| IFC.PR.E | Insurance Straight | -3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.86 % |
| GWO.PR.T | Insurance Straight | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.94 % |
| CU.PR.J | Perpetual-Discount | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.95 % |
| GWO.PR.P | Insurance Straight | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.71 Evaluated at bid price : 22.95 Bid-YTW : 5.91 % |
| GWO.PR.I | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.78 % |
| PWF.PR.Z | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 6.00 % |
| IFC.PR.K | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.36 Evaluated at bid price : 22.67 Bid-YTW : 5.81 % |
| SLF.PR.E | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 5.56 % |
| CU.PR.C | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 23.85 Evaluated at bid price : 24.30 Bid-YTW : 5.71 % |
| FTS.PR.H | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 5.68 % |
| CIU.PR.A | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.82 % |
| SLF.PR.G | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 5.69 % |
| GWO.PR.R | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.88 % |
| ENB.PR.J | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.48 Evaluated at bid price : 23.06 Bid-YTW : 6.30 % |
| MFC.PR.B | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 5.50 % |
| MFC.PR.F | FixedReset Ins Non | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 19.89 Evaluated at bid price : 19.89 Bid-YTW : 5.71 % |
| BN.PF.B | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.99 Evaluated at bid price : 24.03 Bid-YTW : 6.06 % |
| ENB.PR.D | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.52 % |
| GWO.PR.N | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.89 % |
| BN.PF.E | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.34 Evaluated at bid price : 23.00 Bid-YTW : 6.05 % |
| ENB.PR.Y | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.46 % |
| CU.PR.F | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.70 % |
| ENB.PF.G | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.21 Evaluated at bid price : 22.83 Bid-YTW : 6.36 % |
| ENB.PR.H | FixedReset Disc | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.51 Evaluated at bid price : 23.00 Bid-YTW : 5.91 % |
| ENB.PF.A | FixedReset Disc | 3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.26 Evaluated at bid price : 22.82 Bid-YTW : 6.37 % |
| IFC.PR.C | FixedReset Ins Non | 3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 24.00 Evaluated at bid price : 24.65 Bid-YTW : 5.80 % |
| CU.PR.H | Perpetual-Discount | 4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 5.69 % |
| BIP.PR.E | FixedReset Prem | 5.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 23.67 Evaluated at bid price : 25.23 Bid-YTW : 6.11 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 32,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 22.06 Evaluated at bid price : 22.53 Bid-YTW : 6.38 % |
| IFC.PR.A | FixedReset Ins Non | 21,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.80 Evaluated at bid price : 22.30 Bid-YTW : 5.44 % |
| SLF.PR.E | Insurance Straight | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 5.56 % |
| MFC.PR.B | Insurance Straight | 19,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 5.50 % |
| BN.PR.K | Floater | 16,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 13.12 Evaluated at bid price : 13.12 Bid-YTW : 5.98 % |
| GWO.PR.N | FixedReset Ins Non | 16,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-30 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.89 % |
| There were 3 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 |
| IFC.PR.I | Insurance Straight | Quote: 22.06 – 24.54 Spot Rate : 2.4800 Average : 1.4952 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 23.10 – 24.80 Spot Rate : 1.7000 Average : 1.3173 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 20.36 – 21.45 Spot Rate : 1.0900 Average : 0.7734 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 23.25 – 24.70 Spot Rate : 1.4500 Average : 1.1862 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 20.30 – 21.06 Spot Rate : 0.7600 Average : 0.5063 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 21.00 – 21.74 Spot Rate : 0.7400 Average : 0.5090 YTW SCENARIO |