| 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 | 0 | -0.0943 % | 2,621.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0943 % | 4,937.1 |
| Floater | 5.51 % | 5.61 % | 37,835 | 14.52 | 3 | -0.0943 % | 2,845.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0714 % | 3,627.3 |
| SplitShare | 4.80 % | 4.97 % | 67,083 | 2.69 | 5 | -0.0714 % | 4,331.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0714 % | 3,379.8 |
| Perpetual-Premium | 5.69 % | 5.56 % | 57,363 | 6.57 | 7 | 0.0961 % | 3,078.6 |
| Perpetual-Discount | 5.56 % | 5.62 % | 41,756 | 14.38 | 27 | -0.1788 % | 3,396.5 |
| FixedReset Disc | 5.70 % | 5.82 % | 99,972 | 14.00 | 19 | -0.2471 % | 3,335.8 |
| Insurance Straight | 5.46 % | 5.52 % | 52,817 | 14.62 | 20 | 0.0000 % | 3,294.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2471 % | 4,073.1 |
| FixedReset Prem | 5.92 % | 4.80 % | 76,916 | 2.29 | 29 | -0.0241 % | 2,653.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2471 % | 3,409.9 |
| FixedReset Ins Non | 5.28 % | 5.26 % | 54,071 | 14.62 | 14 | 0.0981 % | 3,231.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -5.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.82 % |
| BN.PR.T | FixedReset Disc | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 21.76 Evaluated at bid price : 22.21 Bid-YTW : 5.95 % |
| GWO.PR.T | Insurance Straight | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.76 % |
| ENB.PR.B | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 22.10 Evaluated at bid price : 22.75 Bid-YTW : 6.00 % |
| GWO.PR.I | Insurance Straight | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.52 % |
| MFC.PR.J | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 23.49 Evaluated at bid price : 24.55 Bid-YTW : 5.81 % |
| BN.PF.F | FixedReset Prem | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.63 % |
| POW.PR.C | Perpetual-Premium | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-08-07 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : -20.88 % |
| BN.PR.N | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 5.68 % |
| GWO.PR.N | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 5.57 % |
| MFC.PR.I | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.18 % |
| ENB.PF.G | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 22.97 Evaluated at bid price : 24.30 Bid-YTW : 5.87 % |
| GWO.PR.Y | Insurance Straight | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.K | FixedReset Prem | 123,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 4.15 % |
| GWO.PF.A | Perpetual-Premium | 14,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 24.68 Evaluated at bid price : 25.08 Bid-YTW : 5.72 % |
| GWO.PR.N | FixedReset Ins Non | 11,534 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 19.29 Evaluated at bid price : 19.29 Bid-YTW : 5.57 % |
| GWO.PR.Y | Insurance Straight | 11,410 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.49 % |
| ENB.PR.N | FixedReset Prem | 10,851 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 23.60 Evaluated at bid price : 25.30 Bid-YTW : 5.77 % |
| BN.PF.D | Perpetual-Discount | 10,351 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-08 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 5.74 % |
| 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 |
| CU.PR.G | Perpetual-Discount | Quote: 19.60 – 20.85 Spot Rate : 1.2500 Average : 0.7255 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 25.65 – 27.50 Spot Rate : 1.8500 Average : 1.4877 YTW SCENARIO |
| ENB.PR.B | FixedReset Disc | Quote: 22.75 – 24.00 Spot Rate : 1.2500 Average : 0.8932 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 26.03 – 27.03 Spot Rate : 1.0000 Average : 0.6548 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 22.21 – 23.20 Spot Rate : 0.9900 Average : 0.7582 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 24.55 – 26.00 Spot Rate : 1.4500 Average : 1.2552 YTW SCENARIO |