| 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 | -0.4942 % | 2,597.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4942 % | 4,925.4 |
| Floater | 5.53 % | 5.79 % | 39,533 | 14.16 | 3 | -0.4942 % | 2,838.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,635.3 |
| SplitShare | 4.79 % | 4.42 % | 49,939 | 2.80 | 5 | -0.0238 % | 4,341.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,387.3 |
| Perpetual-Premium | 5.73 % | -2.69 % | 63,444 | 0.08 | 3 | 0.0394 % | 3,065.0 |
| Perpetual-Discount | 5.61 % | 5.68 % | 50,960 | 14.33 | 30 | 0.0029 % | 3,357.4 |
| FixedReset Disc | 5.60 % | 5.77 % | 92,994 | 13.91 | 24 | 0.3225 % | 3,329.2 |
| Insurance Straight | 5.46 % | 5.56 % | 49,439 | 14.46 | 22 | 0.2889 % | 3,302.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3225 % | 3,960.4 |
| FixedReset Prem | 5.98 % | 4.55 % | 83,709 | 2.30 | 24 | -0.0804 % | 2,651.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3225 % | 3,403.1 |
| FixedReset Ins Non | 5.08 % | 5.23 % | 80,434 | 3.45 | 14 | -0.5749 % | 3,253.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.I | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.56 % |
| PWF.PF.A | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.75 % |
| ENB.PR.D | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 22.54 Evaluated at bid price : 22.90 Bid-YTW : 6.00 % |
| CU.PR.D | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 21.76 Evaluated at bid price : 22.01 Bid-YTW : 5.59 % |
| SLF.PR.G | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.32 % |
| CU.PR.H | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 5.52 % |
| NA.PR.K | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 28.00 Bid-YTW : 3.54 % |
| MFC.PR.J | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.82 % |
| MFC.PR.C | Insurance Straight | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.25 % |
| GWO.PR.H | Insurance Straight | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 21.86 Evaluated at bid price : 22.10 Bid-YTW : 5.57 % |
| ENB.PR.B | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 22.68 Evaluated at bid price : 23.21 Bid-YTW : 5.93 % |
| MFC.PR.B | Insurance Straight | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.24 % |
| ENB.PR.J | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 23.15 Evaluated at bid price : 24.30 Bid-YTW : 5.89 % |
| ENB.PF.C | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 22.72 Evaluated at bid price : 23.66 Bid-YTW : 6.01 % |
| SLF.PR.C | Insurance Straight | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 5.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Z | Insurance Straight | 61,950 | YTW SCENARIO Maturity Type : Call Maturity Date : 2034-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 5.72 % |
| TD.PF.A | FixedReset Prem | 44,755 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.44 % |
| NA.PR.I | FixedReset Prem | 31,010 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 4.81 % |
| POW.PR.H | Perpetual-Premium | 24,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2034-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.68 % |
| ENB.PR.J | FixedReset Disc | 14,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 23.15 Evaluated at bid price : 24.30 Bid-YTW : 5.89 % |
| PWF.PR.P | FixedReset Disc | 13,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-29 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.67 % |
| 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 |
| BN.PR.T | FixedReset Disc | Quote: 22.20 – 23.50 Spot Rate : 1.3000 Average : 1.0479 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 25.14 – 26.14 Spot Rate : 1.0000 Average : 0.7562 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 20.60 – 21.34 Spot Rate : 0.7400 Average : 0.5219 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 25.41 – 26.14 Spot Rate : 0.7300 Average : 0.5282 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 23.80 – 24.36 Spot Rate : 0.5600 Average : 0.3901 YTW SCENARIO |
| ENB.PR.H | FixedReset Disc | Quote: 24.35 – 24.85 Spot Rate : 0.5000 Average : 0.3425 YTW SCENARIO |