| 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 | 5.67 % | 6.06 % | 30,385 | 14.80 | 1 | 0.0000 % | 2,588.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3296 % | 4,932.4 |
| Floater | 5.52 % | 5.71 % | 40,288 | 14.27 | 3 | -0.3296 % | 2,842.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2140 % | 3,625.3 |
| SplitShare | 4.81 % | 4.44 % | 53,555 | 2.79 | 5 | -0.2140 % | 4,329.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2140 % | 3,377.9 |
| Perpetual-Premium | 5.69 % | 5.69 % | 82,716 | 14.08 | 7 | 0.1645 % | 3,070.4 |
| Perpetual-Discount | 5.60 % | 5.68 % | 44,780 | 14.33 | 28 | 0.1451 % | 3,369.5 |
| FixedReset Disc | 5.60 % | 5.87 % | 130,933 | 13.93 | 19 | -0.2525 % | 3,324.0 |
| Insurance Straight | 5.49 % | 5.56 % | 46,646 | 14.57 | 22 | 0.5845 % | 3,285.2 |
| FloatingReset | 4.61 % | 4.62 % | 25,161 | 16.28 | 1 | 0.7014 % | 4,124.0 |
| FixedReset Prem | 5.92 % | 4.74 % | 79,682 | 2.28 | 29 | 0.0187 % | 2,652.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2525 % | 3,397.8 |
| FixedReset Ins Non | 5.12 % | 5.33 % | 77,468 | 14.55 | 14 | -0.2136 % | 3,228.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PR.B | FixedReset Disc | -3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 21.81 Evaluated at bid price : 22.30 Bid-YTW : 6.19 % |
| BN.PR.K | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 5.85 % |
| ENB.PR.H | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.03 Evaluated at bid price : 23.85 Bid-YTW : 5.62 % |
| MFC.PR.F | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.46 % |
| MFC.PR.K | FixedReset Ins Non | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.63 Evaluated at bid price : 25.34 Bid-YTW : 5.33 % |
| ENB.PR.T | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.19 Evaluated at bid price : 24.50 Bid-YTW : 5.85 % |
| FTS.PR.H | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.43 % |
| SLF.PR.H | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.69 Evaluated at bid price : 24.52 Bid-YTW : 5.32 % |
| GWO.PR.R | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.62 % |
| IFC.PR.F | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.88 Evaluated at bid price : 24.15 Bid-YTW : 5.57 % |
| GWO.PR.S | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 22.99 Evaluated at bid price : 23.26 Bid-YTW : 5.64 % |
| SLF.PR.E | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 5.18 % |
| IFC.PR.K | Insurance Straight | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.41 Evaluated at bid price : 23.85 Bid-YTW : 5.58 % |
| GWO.PR.N | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.44 % |
| BN.PF.C | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.86 % |
| GWO.PR.G | Insurance Straight | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 5.60 % |
| GWO.PR.T | Insurance Straight | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 22.91 Evaluated at bid price : 23.18 Bid-YTW : 5.55 % |
| ENB.PR.F | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.44 Evaluated at bid price : 23.77 Bid-YTW : 5.94 % |
| GWO.PR.H | Insurance Straight | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Prem | 34,784 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 4.07 % |
| MFC.PR.F | FixedReset Ins Non | 22,298 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.46 % |
| NA.PR.I | FixedReset Prem | 15,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 4.82 % |
| ENB.PR.H | FixedReset Disc | 15,340 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 23.03 Evaluated at bid price : 23.85 Bid-YTW : 5.62 % |
| BN.PR.K | Floater | 12,215 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-03 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 5.85 % |
| There were 0 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: 22.30 – 23.15 Spot Rate : 0.8500 Average : 0.5801 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 20.81 – 21.40 Spot Rate : 0.5900 Average : 0.4139 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 24.00 – 24.39 Spot Rate : 0.3900 Average : 0.2621 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 24.70 – 25.25 Spot Rate : 0.5500 Average : 0.4280 YTW SCENARIO |
| PVS.PR.M | SplitShare | Quote: 25.13 – 25.80 Spot Rate : 0.6700 Average : 0.5509 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 20.75 – 21.28 Spot Rate : 0.5300 Average : 0.4198 YTW SCENARIO |