| 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 | 1 | -0.4021 % | 2,587.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4021 % | 4,905.6 |
| Floater | 5.55 % | 5.79 % | 39,307 | 14.15 | 3 | -0.4021 % | 2,827.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,639.7 |
| SplitShare | 4.79 % | 4.39 % | 53,348 | 2.79 | 5 | 0.1188 % | 4,346.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,391.3 |
| Perpetual-Premium | 5.71 % | 5.71 % | 84,718 | 14.07 | 7 | -0.2156 % | 3,058.4 |
| Perpetual-Discount | 5.60 % | 5.68 % | 45,573 | 14.33 | 28 | 0.2545 % | 3,366.0 |
| FixedReset Disc | 5.60 % | 5.87 % | 128,455 | 13.97 | 19 | -0.1692 % | 3,323.5 |
| Insurance Straight | 5.46 % | 5.56 % | 48,806 | 14.43 | 22 | 0.0217 % | 3,303.2 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 1 | -0.1692 % | 3,953.7 |
| FixedReset Prem | 5.92 % | 4.71 % | 83,325 | 2.29 | 29 | 0.0361 % | 2,652.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1692 % | 3,397.3 |
| FixedReset Ins Non | 5.10 % | 5.31 % | 79,235 | 14.22 | 14 | -0.4927 % | 3,237.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | -4.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 4.82 % |
|
| ENB.PF.C | FixedReset Disc | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.36 Evaluated at bid price : 23.00 Bid-YTW : 6.20 % |
| MFC.PR.Q | FixedReset Ins Non | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 23.53 Evaluated at bid price : 24.89 Bid-YTW : 5.68 % |
| GWO.PR.H | Insurance Straight | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 5.72 % |
| ENB.PR.J | FixedReset Disc | -2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.86 Evaluated at bid price : 23.70 Bid-YTW : 6.06 % |
| GWO.PR.N | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.51 % |
| ENB.PR.H | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 23.05 Evaluated at bid price : 23.90 Bid-YTW : 5.60 % |
| PWF.PR.A | Floater | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 5.33 % |
| CCS.PR.C | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 5.53 % |
| SLF.PR.D | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 5.19 % |
| GWO.PR.G | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 23.51 Evaluated at bid price : 23.78 Bid-YTW : 5.55 % |
| CU.PR.E | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.09 Evaluated at bid price : 22.37 Bid-YTW : 5.50 % |
| PWF.PR.P | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.58 % |
| CU.PR.H | Perpetual-Discount | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 5.43 % |
| GWO.PR.Q | Insurance Straight | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.61 % |
| PWF.PF.A | Perpetual-Discount | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 5.64 % |
| POW.PR.D | Perpetual-Discount | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.53 % |
| GWO.PR.I | Insurance Straight | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 5.41 % |
| BN.PR.T | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.21 Evaluated at bid price : 22.94 Bid-YTW : 5.87 % |
| NA.PR.C | FixedReset Prem | 3.75 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 4.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Prem | 25,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 4.66 % |
| ENB.PR.Y | FixedReset Disc | 23,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.35 Evaluated at bid price : 22.90 Bid-YTW : 5.97 % |
| GWO.PR.Z | Insurance Straight | 21,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2034-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 5.71 % |
| POW.PR.I | Perpetual-Premium | 15,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 24.65 Evaluated at bid price : 25.05 Bid-YTW : 5.71 % |
| PWF.PR.Z | Perpetual-Discount | 13,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-01 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.72 % |
| TD.PF.J | FixedReset Prem | 12,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.38 % |
| 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 |
| GWO.PR.Y | Insurance Straight | Quote: 20.83 – 23.00 Spot Rate : 2.1700 Average : 1.4112 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 25.91 – 27.50 Spot Rate : 1.5900 Average : 0.9454 YTW SCENARIO |
| SLF.PR.J | Quote: 19.27 – 20.40 Spot Rate : 1.1300 Average : 0.6721 YTW SCENARIO |
|
| MFC.PR.Q | FixedReset Ins Non | Quote: 24.89 – 25.89 Spot Rate : 1.0000 Average : 0.5885 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 21.48 – 22.50 Spot Rate : 1.0200 Average : 0.6158 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 25.65 – 26.65 Spot Rate : 1.0000 Average : 0.6775 YTW SCENARIO |