| 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 | -0.0470 % | 2,632.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0470 % | 4,956.9 |
| Floater | 5.49 % | 5.59 % | 36,536 | 14.52 | 3 | -0.0470 % | 2,856.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0713 % | 3,637.6 |
| SplitShare | 4.79 % | 5.00 % | 64,534 | 2.64 | 5 | 0.0713 % | 4,344.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0713 % | 3,389.5 |
| Perpetual-Premium | 5.67 % | -3.73 % | 56,392 | 0.09 | 7 | -0.0955 % | 3,090.4 |
| Perpetual-Discount | 5.49 % | 5.53 % | 43,367 | 14.58 | 27 | 0.0495 % | 3,437.4 |
| FixedReset Disc | 5.59 % | 5.86 % | 98,101 | 13.97 | 19 | 0.6643 % | 3,403.8 |
| Insurance Straight | 5.35 % | 5.38 % | 48,774 | 14.72 | 20 | 0.2845 % | 3,357.8 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6643 % | 4,156.0 |
| FixedReset Prem | 5.87 % | 4.27 % | 80,816 | 2.14 | 29 | 0.1870 % | 2,678.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6643 % | 3,479.3 |
| FixedReset Ins Non | 5.22 % | 4.98 % | 57,819 | 3.07 | 14 | -0.0293 % | 3,272.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 22.40 Evaluated at bid price : 22.81 Bid-YTW : 5.42 % |
| MFC.PR.K | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.63 Evaluated at bid price : 25.22 Bid-YTW : 5.50 % |
| SLF.PR.E | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 5.18 % |
| NA.PR.K | FixedReset Prem | -1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 28.32 Bid-YTW : 2.63 % |
| BN.PF.A | FixedReset Prem | 1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-09-30 Maturity Price : 25.00 Evaluated at bid price : 26.12 Bid-YTW : 4.83 % |
| FTS.PR.F | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.64 Evaluated at bid price : 23.91 Bid-YTW : 5.19 % |
| MFC.PR.F | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 21.50 Evaluated at bid price : 21.80 Bid-YTW : 5.35 % |
| BN.PF.F | FixedReset Prem | 1.63 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 5.25 % |
| GWO.PR.N | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.39 % |
| PWF.PR.T | FixedReset Prem | 1.76 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 4.84 % |
| PWF.PR.S | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.47 % |
| BN.PF.M | FixedReset Prem | 1.86 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 4.52 % |
| ENB.PR.P | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.42 Evaluated at bid price : 24.90 Bid-YTW : 5.79 % |
| ENB.PR.B | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.35 Evaluated at bid price : 23.95 Bid-YTW : 5.89 % |
| BN.PR.R | FixedReset Disc | 5.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 22.79 Evaluated at bid price : 24.02 Bid-YTW : 5.71 % |
| GWO.PR.Y | Insurance Straight | 6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.D | Insurance Straight | 45,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 21.35 Evaluated at bid price : 21.62 Bid-YTW : 5.19 % |
| PWF.PR.F | Perpetual-Discount | 45,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.54 % |
| BN.PF.M | FixedReset Prem | 19,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 4.52 % |
| PWF.PR.K | Perpetual-Discount | 18,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 22.10 Evaluated at bid price : 22.38 Bid-YTW : 5.55 % |
| ENB.PR.T | FixedReset Disc | 16,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-27 Maturity Price : 23.51 Evaluated at bid price : 25.30 Bid-YTW : 5.76 % |
| CM.PR.S | FixedReset Prem | 15,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.66 % |
| There were 2 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 |
| GWO.PR.T | Insurance Straight | Quote: 23.70 – 25.00 Spot Rate : 1.3000 Average : 0.7289 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 25.18 – 26.18 Spot Rate : 1.0000 Average : 0.5982 YTW SCENARIO |
| BN.PR.Z | FixedReset Prem | Quote: 25.60 – 26.60 Spot Rate : 1.0000 Average : 0.6754 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 25.22 – 26.22 Spot Rate : 1.0000 Average : 0.7952 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 23.45 – 24.00 Spot Rate : 0.5500 Average : 0.3591 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 21.30 – 21.98 Spot Rate : 0.6800 Average : 0.4994 YTW SCENARIO |