| 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 | 0.9298 % | 2,820.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9298 % | 5,311.0 |
| Floater | 5.12 % | 5.18 % | 30,723 | 15.25 | 3 | 0.9298 % | 3,060.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0099 % | 3,632.1 |
| SplitShare | 4.65 % | 4.76 % | 55,532 | 2.53 | 4 | -0.0099 % | 4,337.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0099 % | 3,384.3 |
| Perpetual-Premium | 5.74 % | 5.82 % | 72,083 | 14.05 | 9 | 0.2236 % | 3,025.5 |
| Perpetual-Discount | 5.71 % | 5.79 % | 42,124 | 14.13 | 21 | 0.2527 % | 3,313.4 |
| FixedReset Disc | 5.65 % | 6.28 % | 81,205 | 13.48 | 21 | -0.4100 % | 3,371.4 |
| Insurance Straight | 5.61 % | 5.63 % | 49,563 | 14.47 | 19 | 0.6410 % | 3,205.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4100 % | 4,116.5 |
| FixedReset Prem | 5.95 % | 4.59 % | 79,086 | 2.03 | 27 | 0.0818 % | 2,651.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4100 % | 3,446.2 |
| FixedReset Ins Non | 5.23 % | 5.49 % | 55,578 | 1.88 | 14 | 0.1532 % | 3,261.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.Z | FixedReset Disc | -8.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 23.02 Evaluated at bid price : 23.50 Bid-YTW : 6.97 % |
| ENB.PF.G | FixedReset Disc | -4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 22.37 Evaluated at bid price : 23.05 Bid-YTW : 6.68 % |
| BN.PF.M | FixedReset Prem | -1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 5.37 % |
| ENB.PR.D | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 23.31 Evaluated at bid price : 23.75 Bid-YTW : 6.29 % |
| SLF.PR.C | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 5.36 % |
| ENB.PF.A | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 23.13 Evaluated at bid price : 24.43 Bid-YTW : 6.30 % |
| GWO.PR.Q | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.73 % |
| BN.PR.B | Floater | 3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 5.20 % |
| MFC.PR.B | Insurance Straight | 3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.37 % |
| GWO.PR.Y | Insurance Straight | 5.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.Y | FixedReset Disc | 11,371 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-17 Maturity Price : 22.56 Evaluated at bid price : 23.20 Bid-YTW : 6.35 % |
| BILP.PR.A | FixedReset Prem | 10,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 5.55 % |
| 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 |
| ENB.PF.G | FixedReset Disc | Quote: 23.05 – 24.56 Spot Rate : 1.5100 Average : 0.9498 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 20.83 – 21.95 Spot Rate : 1.1200 Average : 0.7981 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 23.96 – 24.69 Spot Rate : 0.7300 Average : 0.4558 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 21.15 – 22.51 Spot Rate : 1.3600 Average : 1.0946 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 23.50 – 25.55 Spot Rate : 2.0500 Average : 1.7909 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 24.41 – 25.00 Spot Rate : 0.5900 Average : 0.3489 YTW SCENARIO |