| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 5.57 % | 5.77 % | 25,725 | 14.71 | 1 | -0.2825 % | 2,633.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4388 % | 4,947.5 |
| Floater | 5.50 % | 5.69 % | 39,394 | 14.29 | 3 | -1.4388 % | 2,851.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3640 % | 3,626.4 |
| SplitShare | 4.80 % | 4.56 % | 49,381 | 2.76 | 5 | -0.3640 % | 4,330.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3640 % | 3,379.0 |
| Perpetual-Premium | 5.70 % | 5.70 % | 73,894 | 14.01 | 7 | -0.4919 % | 3,060.5 |
| Perpetual-Discount | 5.60 % | 5.68 % | 40,729 | 14.32 | 28 | -0.3236 % | 3,367.4 |
| FixedReset Disc | 5.64 % | 5.90 % | 128,562 | 13.89 | 19 | -0.0637 % | 3,299.9 |
| Insurance Straight | 5.46 % | 5.53 % | 46,373 | 14.58 | 22 | 0.0059 % | 3,301.5 |
| FloatingReset | 4.64 % | 4.65 % | 24,678 | 16.21 | 1 | -0.2500 % | 4,093.2 |
| FixedReset Prem | 5.93 % | 4.88 % | 90,208 | 2.26 | 29 | 0.0174 % | 2,649.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0637 % | 3,373.1 |
| FixedReset Ins Non | 5.14 % | 5.32 % | 70,437 | 14.60 | 14 | 0.1045 % | 3,217.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Z | Perpetual-Discount | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.08 Evaluated at bid price : 22.30 Bid-YTW : 5.85 % |
| BN.PR.K | Floater | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 13.59 Evaluated at bid price : 13.59 Bid-YTW : 5.85 % |
| ENB.PF.A | FixedReset Disc | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.56 Evaluated at bid price : 23.30 Bid-YTW : 6.15 % |
| PWF.PR.F | Perpetual-Discount | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.84 Evaluated at bid price : 23.12 Bid-YTW : 5.75 % |
| IFC.PR.M | Perpetual-Premium | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 24.26 Evaluated at bid price : 24.65 Bid-YTW : 5.68 % |
| PWF.PR.S | Perpetual-Discount | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.73 % |
| SLF.PR.E | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 21.32 Evaluated at bid price : 21.59 Bid-YTW : 5.21 % |
| PWF.PR.P | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.73 % |
| CCS.PR.C | Insurance Straight | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.56 % |
| SLF.PR.C | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 21.30 Evaluated at bid price : 21.57 Bid-YTW : 5.16 % |
| SLF.PR.D | Insurance Straight | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 21.35 Evaluated at bid price : 21.62 Bid-YTW : 5.14 % |
| MFC.PR.B | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.15 % |
| GWO.PR.I | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 5.38 % |
| GWO.PR.N | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.45 % |
| GWO.PR.T | Insurance Straight | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 23.25 Evaluated at bid price : 23.55 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.D | Perpetual-Discount | 21,559 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 5.88 % |
| BN.PR.M | Perpetual-Discount | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 5.84 % |
| ENB.PR.D | FixedReset Disc | 16,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.35 Evaluated at bid price : 22.70 Bid-YTW : 6.02 % |
| TD.PF.I | FixedReset Prem | 13,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 4.53 % |
| ENB.PR.B | FixedReset Disc | 11,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.09 Evaluated at bid price : 22.75 Bid-YTW : 6.00 % |
| ENB.PR.P | FixedReset Disc | 10,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-12 Maturity Price : 22.96 Evaluated at bid price : 23.87 Bid-YTW : 5.90 % |
| 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 |
| PWF.PR.T | FixedReset Prem | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.5945 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 20.80 – 21.80 Spot Rate : 1.0000 Average : 0.6173 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 20.56 – 21.50 Spot Rate : 0.9400 Average : 0.5775 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.30 – 23.24 Spot Rate : 0.9400 Average : 0.5838 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 25.40 – 26.14 Spot Rate : 0.7400 Average : 0.4642 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 21.09 – 22.00 Spot Rate : 0.9100 Average : 0.6531 YTW SCENARIO |