| 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 | 0.0695 % | 2,671.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0695 % | 5,030.3 |
| Floater | 5.41 % | 5.61 % | 30,269 | 14.42 | 3 | 0.0695 % | 2,899.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0475 % | 3,632.5 |
| SplitShare | 4.80 % | 4.28 % | 60,241 | 2.58 | 5 | -0.0475 % | 4,337.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0475 % | 3,384.6 |
| Perpetual-Premium | 5.65 % | 5.55 % | 42,916 | 6.73 | 12 | -0.0762 % | 3,072.0 |
| Perpetual-Discount | 5.55 % | 5.65 % | 38,003 | 14.38 | 21 | 0.0972 % | 3,402.6 |
| FixedReset Disc | 5.50 % | 5.91 % | 90,151 | 13.98 | 17 | 0.1585 % | 3,416.0 |
| Insurance Straight | 5.47 % | 5.51 % | 42,904 | 14.59 | 20 | -1.3016 % | 3,287.2 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1585 % | 4,170.9 |
| FixedReset Prem | 5.89 % | 4.48 % | 76,273 | 2.08 | 32 | 0.8158 % | 2,673.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1585 % | 3,491.8 |
| FixedReset Ins Non | 5.19 % | 4.72 % | 51,872 | 1.93 | 14 | 0.1372 % | 3,291.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.G | Insurance Straight | -4.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 5.77 % |
| MFC.PR.F | FixedReset Ins Non | -4.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.61 % |
| GWO.PR.Y | Insurance Straight | -4.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.63 % |
| MFC.PR.B | Insurance Straight | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.24 % |
| BN.PF.E | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 22.90 Evaluated at bid price : 24.00 Bid-YTW : 6.02 % |
| BN.PR.K | Floater | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 14.13 Evaluated at bid price : 14.13 Bid-YTW : 5.61 % |
| GWO.PR.N | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.42 % |
| TD.PF.J | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 3.74 % |
| GWO.PR.Q | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.16 Evaluated at bid price : 23.42 Bid-YTW : 5.49 % |
| GWO.PR.S | Insurance Straight | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 5.54 % |
| BN.PR.B | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 5.65 % |
| PWF.PR.T | FixedReset Prem | 1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 5.05 % |
| GWO.PR.Z | Insurance Straight | 1.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2034-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 5.59 % |
| ENB.PF.G | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.16 Evaluated at bid price : 24.75 Bid-YTW : 5.95 % |
| IFC.PR.K | Insurance Straight | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.66 Evaluated at bid price : 24.14 Bid-YTW : 5.51 % |
| MFC.PR.L | FixedReset Ins Non | 2.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-06-20 Maturity Price : 25.00 Evaluated at bid price : 25.49 Bid-YTW : 4.94 % |
| ENB.PR.F | FixedReset Disc | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 24.03 Evaluated at bid price : 24.35 Bid-YTW : 6.00 % |
| IFC.PR.A | FixedReset Ins Non | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.50 Evaluated at bid price : 23.95 Bid-YTW : 5.33 % |
| BN.PR.Z | FixedReset Prem | 36.58 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BILP.PR.A | FixedReset Prem | 37,695 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 5.48 % |
| IFC.PR.C | FixedReset Ins Non | 36,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-10-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.72 % |
| IFC.PR.F | Insurance Straight | 27,245 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-01 Maturity Price : 23.98 Evaluated at bid price : 24.25 Bid-YTW : 5.55 % |
| GWO.PF.A | Perpetual-Premium | 15,044 | YTW SCENARIO Maturity Type : Call Maturity Date : 2035-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 5.61 % |
| 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 |
| POW.PR.D | Perpetual-Discount | Quote: 22.79 – 24.87 Spot Rate : 2.0800 Average : 1.1779 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 21.10 – 22.67 Spot Rate : 1.5700 Average : 1.0554 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 22.51 – 24.05 Spot Rate : 1.5400 Average : 1.0886 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 24.00 – 25.40 Spot Rate : 1.4000 Average : 0.9771 YTW SCENARIO |
| PVS.PR.L | SplitShare | Quote: 25.60 – 26.69 Spot Rate : 1.0900 Average : 0.7418 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 23.91 – 25.00 Spot Rate : 1.0900 Average : 0.7595 YTW SCENARIO |