| 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 | 0.4224 % | 2,647.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4224 % | 4,984.8 |
| Floater | 5.46 % | 5.58 % | 38,340 | 14.54 | 3 | 0.4224 % | 2,872.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0158 % | 3,641.1 |
| SplitShare | 4.78 % | 4.95 % | 60,865 | 2.63 | 5 | -0.0158 % | 4,348.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0158 % | 3,392.7 |
| Perpetual-Premium | 5.65 % | -6.46 % | 51,399 | 0.09 | 7 | -0.0168 % | 3,098.1 |
| Perpetual-Discount | 5.50 % | 5.56 % | 40,038 | 14.55 | 27 | -0.1721 % | 3,433.8 |
| FixedReset Disc | 5.59 % | 5.86 % | 96,079 | 13.94 | 19 | 0.3299 % | 3,404.3 |
| Insurance Straight | 5.34 % | 5.43 % | 46,525 | 14.70 | 20 | -0.2394 % | 3,368.6 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3299 % | 4,156.7 |
| FixedReset Prem | 5.89 % | 4.25 % | 77,505 | 2.17 | 29 | -0.1738 % | 2,667.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3299 % | 3,479.9 |
| FixedReset Ins Non | 5.18 % | 4.67 % | 55,754 | 1.99 | 14 | -0.5936 % | 3,294.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.B | FixedReset Prem | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 23.26 Evaluated at bid price : 24.53 Bid-YTW : 6.02 % |
| GWO.PR.H | Insurance Straight | -2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.55 Evaluated at bid price : 21.81 Bid-YTW : 5.61 % |
| IFC.PR.I | Insurance Straight | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 24.27 Evaluated at bid price : 24.80 Bid-YTW : 5.48 % |
| SLF.PR.G | FixedReset Ins Non | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.38 % |
| MFC.PR.N | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-20 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.38 % |
| PWF.PR.R | Perpetual-Discount | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 5.63 % |
| MFC.PR.Q | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.33 % |
| IFC.PR.K | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 23.71 Evaluated at bid price : 24.19 Bid-YTW : 5.47 % |
| RY.PR.S | FixedReset Prem | -1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.62 Bid-YTW : 3.09 % |
| PWF.PR.S | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 5.58 % |
| CU.PR.G | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 5.44 % |
| MFC.PR.F | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 5.45 % |
| BN.PF.E | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 22.89 Evaluated at bid price : 24.00 Bid-YTW : 5.87 % |
| GWO.PR.G | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 24.10 Evaluated at bid price : 24.36 Bid-YTW : 5.39 % |
| ENB.PR.F | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 23.38 Evaluated at bid price : 24.40 Bid-YTW : 5.88 % |
| ENB.PR.Y | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 22.77 Evaluated at bid price : 23.60 Bid-YTW : 5.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.E | FixedReset Disc | 103,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 22.98 Evaluated at bid price : 24.25 Bid-YTW : 5.97 % |
| ENB.PR.D | FixedReset Disc | 53,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 23.66 Evaluated at bid price : 24.05 Bid-YTW : 5.86 % |
| PWF.PR.H | Perpetual-Premium | 20,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-08-29 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -6.46 % |
| BN.PR.B | Floater | 12,001 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 5.58 % |
| PWF.PR.P | FixedReset Disc | 10,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-30 Maturity Price : 21.51 Evaluated at bid price : 21.80 Bid-YTW : 5.46 % |
| 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 |
| BN.PF.B | FixedReset Prem | Quote: 24.53 – 25.55 Spot Rate : 1.0200 Average : 0.6742 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 24.80 – 25.75 Spot Rate : 0.9500 Average : 0.7044 YTW SCENARIO |
| PWF.PR.T | FixedReset Prem | Quote: 25.44 – 26.44 Spot Rate : 1.0000 Average : 0.7609 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 21.81 – 22.50 Spot Rate : 0.6900 Average : 0.4545 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 25.90 – 26.47 Spot Rate : 0.5700 Average : 0.3830 YTW SCENARIO |
| IFC.PR.K | Insurance Straight | Quote: 24.19 – 24.75 Spot Rate : 0.5600 Average : 0.3980 YTW SCENARIO |