| 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 | 0.2229 % | 2,494.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2229 % | 4,730.6 |
| Floater | 5.77 % | 5.96 % | 60,651 | 13.99 | 3 | 0.2229 % | 2,726.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0474 % | 3,657.8 |
| SplitShare | 4.77 % | 4.44 % | 75,522 | 2.93 | 5 | 0.0474 % | 4,368.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0474 % | 3,408.2 |
| Perpetual-Premium | 5.79 % | 5.85 % | 74,030 | 14.16 | 7 | 0.2312 % | 3,023.3 |
| Perpetual-Discount | 5.77 % | 5.82 % | 45,796 | 14.16 | 28 | 0.5854 % | 3,279.7 |
| FixedReset Disc | 5.92 % | 6.15 % | 111,829 | 13.65 | 27 | 0.5323 % | 3,179.3 |
| Insurance Straight | 5.73 % | 5.79 % | 61,515 | 14.21 | 22 | 0.6946 % | 3,173.9 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5323 % | 3,782.1 |
| FixedReset Prem | 6.00 % | 4.82 % | 89,196 | 2.38 | 21 | 0.1640 % | 2,642.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5323 % | 3,249.9 |
| FixedReset Ins Non | 5.25 % | 5.60 % | 81,755 | 14.27 | 14 | 0.2386 % | 3,146.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.I | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.86 % |
| FTS.PR.H | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.75 % |
| GWO.PR.Y | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.72 % |
| FTS.PR.K | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.68 Evaluated at bid price : 23.40 Bid-YTW : 5.62 % |
| BN.PR.R | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.71 Evaluated at bid price : 22.11 Bid-YTW : 6.12 % |
| PWF.PF.A | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.80 % |
| PWF.PR.P | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 5.80 % |
| PWF.PR.T | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 23.32 Evaluated at bid price : 24.75 Bid-YTW : 5.60 % |
| PWF.PR.Z | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.90 Evaluated at bid price : 22.15 Bid-YTW : 5.91 % |
| CU.PR.J | Perpetual-Discount | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 20.68 Evaluated at bid price : 20.68 Bid-YTW : 5.82 % |
| GWO.PR.R | Insurance Straight | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.73 % |
| IFC.PR.E | Insurance Straight | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 5.71 % |
| GWO.PR.T | Insurance Straight | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.15 Evaluated at bid price : 22.43 Bid-YTW : 5.76 % |
| FTS.PR.F | Perpetual-Discount | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.69 % |
| POW.PR.A | Perpetual-Discount | 3.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 23.88 Evaluated at bid price : 24.13 Bid-YTW : 5.81 % |
| BN.PR.T | FixedReset Disc | 4.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 6.29 % |
| GWO.PR.S | Insurance Straight | 5.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.46 Evaluated at bid price : 22.72 Bid-YTW : 5.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 54,078 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.30 Evaluated at bid price : 23.09 Bid-YTW : 5.65 % |
| GWO.PR.T | Insurance Straight | 29,016 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.15 Evaluated at bid price : 22.43 Bid-YTW : 5.76 % |
| CU.PR.C | FixedReset Disc | 25,511 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 23.90 Evaluated at bid price : 24.35 Bid-YTW : 5.70 % |
| ENB.PF.C | FixedReset Disc | 24,674 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 22.14 Evaluated at bid price : 22.66 Bid-YTW : 6.34 % |
| POW.PR.H | Perpetual-Premium | 24,238 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 24.54 Evaluated at bid price : 24.94 Bid-YTW : 5.77 % |
| GWO.PR.G | Insurance Straight | 18,176 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-31 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 6.03 % |
| There were 11 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 |
| ENB.PR.B | FixedReset Disc | Quote: 21.43 – 24.00 Spot Rate : 2.5700 Average : 1.4120 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 22.06 – 23.65 Spot Rate : 1.5900 Average : 0.9900 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 22.47 – 23.65 Spot Rate : 1.1800 Average : 0.6980 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 20.44 – 21.70 Spot Rate : 1.2600 Average : 0.8179 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 24.84 – 25.84 Spot Rate : 1.0000 Average : 0.7028 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 22.06 – 24.10 Spot Rate : 2.0400 Average : 1.7801 YTW SCENARIO |