| 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 | 0.6191 % | 2,493.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6191 % | 4,728.2 |
| Floater | 5.81 % | 5.94 % | 25,787 | 14.01 | 4 | 0.6191 % | 2,724.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0632 % | 3,653.2 |
| SplitShare | 4.78 % | 4.51 % | 71,751 | 2.91 | 5 | -0.0632 % | 4,362.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0632 % | 3,403.9 |
| Perpetual-Premium | 5.84 % | 5.95 % | 54,987 | 13.87 | 1 | 0.1984 % | 3,031.7 |
| Perpetual-Discount | 5.76 % | 5.80 % | 51,133 | 14.19 | 34 | 0.0183 % | 3,289.0 |
| FixedReset Disc | 5.88 % | 6.12 % | 102,027 | 13.67 | 27 | 0.3237 % | 3,201.1 |
| Insurance Straight | 5.66 % | 5.77 % | 64,566 | 14.26 | 22 | 0.7924 % | 3,211.7 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3237 % | 3,808.1 |
| FixedReset Prem | 6.01 % | 4.53 % | 87,814 | 2.41 | 21 | 0.2176 % | 2,642.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3237 % | 3,272.2 |
| FixedReset Ins Non | 5.27 % | 5.48 % | 81,043 | 14.27 | 14 | -0.0398 % | 3,138.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 21.92 Evaluated at bid price : 22.45 Bid-YTW : 5.81 % |
| IFC.PR.E | Insurance Straight | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 21.96 Evaluated at bid price : 22.20 Bid-YTW : 5.89 % |
| GWO.PR.N | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.98 % |
| ENB.PR.B | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.49 % |
| PWF.PR.S | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.89 % |
| GWO.PR.M | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.83 % |
| GWO.PR.Q | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.06 Evaluated at bid price : 22.35 Bid-YTW : 5.79 % |
| MFC.PR.B | Insurance Straight | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.36 % |
| PWF.PR.A | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 14.17 Evaluated at bid price : 14.17 Bid-YTW : 5.59 % |
| MFC.PR.M | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 23.24 Evaluated at bid price : 24.87 Bid-YTW : 5.48 % |
| MFC.PR.F | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.69 % |
| ENB.PF.E | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.24 Evaluated at bid price : 22.85 Bid-YTW : 6.26 % |
| BN.PR.Z | FixedReset Prem | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 23.56 Evaluated at bid price : 24.75 Bid-YTW : 6.13 % |
| GWO.PR.T | Insurance Straight | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.16 Evaluated at bid price : 22.44 Bid-YTW : 5.77 % |
| ENB.PF.C | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.17 Evaluated at bid price : 22.71 Bid-YTW : 6.32 % |
| NA.PR.I | FixedReset Prem | 3.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 5.28 % |
| GWO.PR.S | Insurance Straight | 5.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.80 % |
| IFC.PR.I | Insurance Straight | 8.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 23.68 Evaluated at bid price : 23.97 Bid-YTW : 5.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.D | Insurance Straight | 118,356 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.47 % |
| PWF.PR.P | FixedReset Disc | 50,583 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.87 % |
| PWF.PR.O | Perpetual-Discount | 20,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 24.52 Evaluated at bid price : 24.77 Bid-YTW : 5.96 % |
| PWF.PR.E | Perpetual-Discount | 13,547 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 23.39 Evaluated at bid price : 23.68 Bid-YTW : 5.91 % |
| CU.PR.K | Perpetual-Discount | 11,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 24.41 Evaluated at bid price : 24.80 Bid-YTW : 5.70 % |
| GWO.PR.G | Insurance Straight | 11,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-06 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 5.80 % |
| There were 1 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 |
| GWO.PR.T | Insurance Straight | Quote: 22.44 – 25.00 Spot Rate : 2.5600 Average : 1.6680 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.18 – 23.40 Spot Rate : 1.2200 Average : 0.7233 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.45 – 23.73 Spot Rate : 1.2800 Average : 0.8497 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.20 – 23.50 Spot Rate : 1.3000 Average : 0.9010 YTW SCENARIO |
| BN.PF.J | FixedReset Prem | Quote: 25.20 – 25.90 Spot Rate : 0.7000 Average : 0.4092 YTW SCENARIO |
| NA.PR.K | FixedReset Prem | Quote: 28.20 – 29.00 Spot Rate : 0.8000 Average : 0.5579 YTW SCENARIO |