| 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 | 0.1443 % | 2,558.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1443 % | 4,852.0 |
| Floater | 5.61 % | 5.84 % | 42,637 | 14.09 | 3 | 0.1443 % | 2,796.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0785 % | 3,665.3 |
| SplitShare | 4.75 % | 4.46 % | 51,191 | 2.79 | 5 | -0.0785 % | 4,377.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0785 % | 3,415.2 |
| Perpetual-Premium | 5.76 % | 1.55 % | 59,014 | 0.08 | 3 | 0.0924 % | 3,052.6 |
| Perpetual-Discount | 5.62 % | 5.68 % | 51,159 | 14.35 | 30 | 0.0334 % | 3,352.5 |
| FixedReset Disc | 5.63 % | 6.02 % | 98,492 | 13.63 | 24 | -0.3204 % | 3,311.7 |
| Insurance Straight | 5.47 % | 5.59 % | 51,749 | 14.37 | 22 | -0.0138 % | 3,297.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3204 % | 3,939.6 |
| FixedReset Prem | 5.98 % | 4.54 % | 88,435 | 2.29 | 24 | -0.0386 % | 2,652.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3204 % | 3,385.2 |
| FixedReset Ins Non | 5.04 % | 5.28 % | 79,463 | 2.14 | 14 | 0.0498 % | 3,278.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PF.G | FixedReset Disc | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.26 Evaluated at bid price : 22.89 Bid-YTW : 6.48 % |
| ENB.PR.F | FixedReset Disc | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.68 Evaluated at bid price : 23.00 Bid-YTW : 6.35 % |
| ENB.PF.E | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.37 Evaluated at bid price : 23.05 Bid-YTW : 6.35 % |
| CU.PR.H | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 23.56 Evaluated at bid price : 23.83 Bid-YTW : 5.52 % |
| GWO.PR.T | Insurance Straight | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.78 % |
| PWF.PR.F | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.92 Evaluated at bid price : 23.19 Bid-YTW : 5.71 % |
| PWF.PR.P | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.83 % |
| IFC.PR.M | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 24.52 Evaluated at bid price : 24.92 Bid-YTW : 5.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.I | FixedReset Prem | 245,138 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : 4.26 % |
| BN.PF.B | FixedReset Disc | 66,186 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 23.46 Evaluated at bid price : 25.17 Bid-YTW : 6.00 % |
| BN.PF.E | FixedReset Disc | 60,857 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 22.98 Evaluated at bid price : 24.26 Bid-YTW : 5.94 % |
| ENB.PF.K | FixedReset Prem | 58,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.81 % |
| BN.PR.Z | FixedReset Prem | 54,557 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 5.87 % |
| SLF.PR.G | FixedReset Ins Non | 45,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-21 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.53 % |
| There were 9 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.M | Insurance Straight | Quote: 25.75 – 26.75 Spot Rate : 1.0000 Average : 0.5841 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 22.89 – 23.70 Spot Rate : 0.8100 Average : 0.5137 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 23.56 – 24.30 Spot Rate : 0.7400 Average : 0.4554 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 23.83 – 24.60 Spot Rate : 0.7700 Average : 0.5716 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 23.70 – 24.25 Spot Rate : 0.5500 Average : 0.3955 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 22.26 – 22.70 Spot Rate : 0.4400 Average : 0.3001 YTW SCENARIO |