The SSL situation has been resolved, I think. If anybody’s still getting a ‘certificate problem’ or other peculiar behaviour, please let me know at jiHymas@himivest.com.
| 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 | 5.62 % | 6.01 % | 25,205 | 14.82 | 1 | 0.5169 % | 2,611.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.3075 % | 4,833.4 |
| Floater | 5.63 % | 5.70 % | 40,481 | 14.42 | 3 | -2.3075 % | 2,785.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2302 % | 3,636.8 |
| SplitShare | 4.79 % | 4.30 % | 50,061 | 2.75 | 5 | 0.2302 % | 4,343.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2302 % | 3,388.6 |
| Perpetual-Premium | 5.69 % | 5.73 % | 70,934 | 14.02 | 7 | 0.0000 % | 3,067.1 |
| Perpetual-Discount | 5.59 % | 5.67 % | 41,449 | 14.32 | 28 | 0.1766 % | 3,371.1 |
| FixedReset Disc | 5.63 % | 5.86 % | 130,276 | 13.92 | 19 | 0.1732 % | 3,303.1 |
| Insurance Straight | 5.48 % | 5.53 % | 46,334 | 14.63 | 22 | 0.0258 % | 3,287.9 |
| FloatingReset | 4.64 % | 4.65 % | 22,808 | 16.20 | 1 | 0.0000 % | 4,093.2 |
| FixedReset Prem | 5.95 % | 4.66 % | 90,026 | 2.25 | 29 | 0.0524 % | 2,642.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1732 % | 3,376.4 |
| FixedReset Ins Non | 5.16 % | 5.32 % | 70,372 | 14.57 | 14 | -0.4892 % | 3,201.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 14.17 Evaluated at bid price : 14.17 Bid-YTW : 5.57 % |
| BN.PR.K | Floater | -2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 13.59 Evaluated at bid price : 13.59 Bid-YTW : 5.76 % |
| PWF.PR.Z | Perpetual-Discount | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.86 % |
| IFC.PR.A | FixedReset Ins Non | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 5.44 % |
| GWO.PR.N | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 5.60 % |
| ENB.PF.E | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.51 Evaluated at bid price : 23.30 Bid-YTW : 6.07 % |
| GWO.PR.Q | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.74 Evaluated at bid price : 23.03 Bid-YTW : 5.60 % |
| ENB.PR.D | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.31 Evaluated at bid price : 22.66 Bid-YTW : 6.03 % |
| IFC.PR.E | Insurance Straight | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.50 % |
| PWF.PF.A | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.61 % |
| PWF.PR.F | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 23.15 Evaluated at bid price : 23.45 Bid-YTW : 5.67 % |
| BN.PF.D | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 5.79 % |
| CU.PR.E | Perpetual-Discount | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.B | FixedReset Disc | 25,576 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.09 Evaluated at bid price : 22.75 Bid-YTW : 6.01 % |
| BN.PR.R | FixedReset Disc | 20,527 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 22.33 Evaluated at bid price : 23.09 Bid-YTW : 5.79 % |
| MFC.PR.F | FixedReset Ins Non | 19,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.35 % |
| BN.PF.M | FixedReset Prem | 18,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.87 % |
| PWF.PR.E | Perpetual-Discount | 17,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 5.72 % |
| POW.PR.I | Perpetual-Premium | 16,339 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-06-16 Maturity Price : 24.61 Evaluated at bid price : 25.01 Bid-YTW : 5.73 % |
| There were 5 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 |
| IFC.PR.K | Insurance Straight | Quote: 23.65 – 24.90 Spot Rate : 1.2500 Average : 0.8385 YTW SCENARIO |
| TD.PF.A | FixedReset Prem | Quote: 25.45 – 26.20 Spot Rate : 0.7500 Average : 0.4464 YTW SCENARIO |
| BN.PF.M | FixedReset Prem | Quote: 25.76 – 26.62 Spot Rate : 0.8600 Average : 0.5982 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.30 – 23.11 Spot Rate : 0.8100 Average : 0.5889 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 22.00 – 22.81 Spot Rate : 0.8100 Average : 0.6341 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 21.65 – 22.32 Spot Rate : 0.6700 Average : 0.5049 YTW SCENARIO |