| 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 | 5.59 % | 5.79 % | 20,924 | 14.74 | 1 | 0.0000 % | 2,622.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1417 % | 4,939.4 |
| Floater | 5.51 % | 5.64 % | 36,214 | 14.48 | 3 | 0.1417 % | 2,846.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1113 % | 3,625.5 |
| SplitShare | 4.81 % | 4.96 % | 62,343 | 2.71 | 5 | 0.1113 % | 4,329.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1113 % | 3,378.2 |
| Perpetual-Premium | 5.69 % | 5.64 % | 59,505 | 6.75 | 7 | -0.1698 % | 3,067.0 |
| Perpetual-Discount | 5.57 % | 5.66 % | 39,564 | 14.38 | 29 | 0.1071 % | 3,387.4 |
| FixedReset Disc | 5.74 % | 5.78 % | 100,605 | 13.99 | 19 | -0.0272 % | 3,315.3 |
| Insurance Straight | 5.47 % | 5.53 % | 46,880 | 14.59 | 22 | 0.0574 % | 3,293.7 |
| FloatingReset | 4.66 % | 4.69 % | 15,987 | 16.10 | 1 | 2.4935 % | 4,048.1 |
| FixedReset Prem | 5.92 % | 4.64 % | 75,964 | 2.30 | 29 | -0.0868 % | 2,652.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0272 % | 3,388.9 |
| FixedReset Ins Non | 5.30 % | 5.25 % | 52,620 | 14.63 | 14 | -0.0804 % | 3,218.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.J | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 23.60 Evaluated at bid price : 24.82 Bid-YTW : 5.71 % |
| ENB.PR.D | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 22.18 Evaluated at bid price : 22.52 Bid-YTW : 6.04 % |
| GWO.PR.M | Insurance Straight | -1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-08-02 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : -19.15 % |
| ENB.PF.G | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 22.75 Evaluated at bid price : 23.80 Bid-YTW : 5.99 % |
| CU.PR.D | Perpetual-Discount | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 21.98 Evaluated at bid price : 22.22 Bid-YTW : 5.57 % |
| MFC.PR.K | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 23.67 Evaluated at bid price : 25.40 Bid-YTW : 5.25 % |
| POW.PR.B | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 23.62 Evaluated at bid price : 23.89 Bid-YTW : 5.61 % |
| MFC.PR.B | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 22.10 Evaluated at bid price : 22.38 Bid-YTW : 5.22 % |
| PWF.PR.E | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 24.20 Evaluated at bid price : 24.46 Bid-YTW : 5.72 % |
| SLF.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.25 % |
| GWO.PR.N | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.49 % |
| ENB.PF.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 22.84 Evaluated at bid price : 23.90 Bid-YTW : 5.89 % |
| ENB.PR.F | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 23.40 Evaluated at bid price : 23.75 Bid-YTW : 5.87 % |
| SLF.PR.J | FloatingReset | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 4.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.H | SplitShare | 82,202 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.25 % |
| PVS.PR.K | SplitShare | 75,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.59 % |
| PVS.PR.J | SplitShare | 34,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.62 % |
| ENB.PR.Y | FixedReset Disc | 30,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 22.40 Evaluated at bid price : 22.96 Bid-YTW : 5.89 % |
| GWO.PR.Z | Insurance Straight | 10,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-03 Maturity Price : 24.64 Evaluated at bid price : 25.05 Bid-YTW : 5.71 % |
| 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 |
| MFC.PR.J | FixedReset Ins Non | Quote: 24.82 – 26.09 Spot Rate : 1.2700 Average : 0.8665 YTW SCENARIO |
| ENB.PR.D | FixedReset Disc | Quote: 22.52 – 23.49 Spot Rate : 0.9700 Average : 0.7324 YTW SCENARIO |
| RY.PR.S | FixedReset Prem | Quote: 26.85 – 27.85 Spot Rate : 1.0000 Average : 0.7663 YTW SCENARIO |
| POW.PR.H | Perpetual-Premium | Quote: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.7791 YTW SCENARIO |
| PWF.PR.T | FixedReset Prem | Quote: 25.03 – 26.03 Spot Rate : 1.0000 Average : 0.7794 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 23.78 – 24.80 Spot Rate : 1.0200 Average : 0.8478 YTW SCENARIO |