| 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 | -0.0233 % | 2,655.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0233 % | 5,001.1 |
| Floater | 5.44 % | 5.58 % | 36,400 | 14.51 | 3 | -0.0233 % | 2,882.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0079 % | 3,650.9 |
| SplitShare | 4.77 % | 4.92 % | 53,481 | 2.60 | 5 | -0.0079 % | 4,359.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0079 % | 3,401.8 |
| Perpetual-Premium | 5.61 % | 5.42 % | 51,490 | 6.48 | 12 | -0.0231 % | 3,092.3 |
| Perpetual-Discount | 5.52 % | 5.58 % | 37,562 | 14.53 | 21 | -0.2034 % | 3,419.8 |
| FixedReset Disc | 5.49 % | 5.93 % | 91,316 | 13.78 | 17 | 0.3992 % | 3,420.9 |
| Insurance Straight | 5.37 % | 5.42 % | 43,784 | 14.69 | 20 | -0.3358 % | 3,350.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3992 % | 4,177.0 |
| FixedReset Prem | 5.91 % | 4.57 % | 75,948 | 2.20 | 31 | -0.0735 % | 2,666.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3992 % | 3,496.9 |
| FixedReset Ins Non | 5.22 % | 5.08 % | 51,638 | 2.60 | 14 | 0.0646 % | 3,272.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.P | Insurance Straight | -7.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 5.93 % |
| MIC.PR.A | Perpetual-Discount | -7.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 6.22 % |
| GWO.PR.I | Insurance Straight | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 5.36 % |
| RY.PR.S | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.33 % |
| MFC.PR.M | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-12-20 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.72 % |
| ENB.PF.C | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 23.12 Evaluated at bid price : 24.50 Bid-YTW : 6.02 % |
| BN.PR.T | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 22.91 Evaluated at bid price : 23.60 Bid-YTW : 5.92 % |
| CCS.PR.C | Insurance Straight | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 5.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.H | FixedReset Disc | 138,105 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.80 % |
| IFC.PR.C | FixedReset Ins Non | 62,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 2.81 % |
| GWO.PF.A | Perpetual-Premium | 40,840 | YTW SCENARIO Maturity Type : Call Maturity Date : 2035-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 5.59 % |
| ENB.PR.H | FixedReset Disc | 21,956 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 23.35 Evaluated at bid price : 24.45 Bid-YTW : 5.72 % |
| MFC.PR.N | FixedReset Ins Non | 13,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-20 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 5.38 % |
| FTS.PR.J | Perpetual-Discount | 12,923 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-08-11 Maturity Price : 22.53 Evaluated at bid price : 22.78 Bid-YTW : 5.30 % |
| 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 |
| GWO.PR.P | Insurance Straight | Quote: 23.05 – 25.00 Spot Rate : 1.9500 Average : 1.1124 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 22.00 – 23.92 Spot Rate : 1.9200 Average : 1.1331 YTW SCENARIO |
| BN.PR.Z | FixedReset Prem | Quote: 25.67 – 27.00 Spot Rate : 1.3300 Average : 1.0724 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 21.08 – 22.40 Spot Rate : 1.3200 Average : 1.0660 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 25.67 – 26.32 Spot Rate : 0.6500 Average : 0.5076 YTW SCENARIO |
| TD.PF.I | FixedReset Prem | Quote: 25.85 – 26.35 Spot Rate : 0.5000 Average : 0.3633 YTW SCENARIO |