| 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 | -1.1633 % | 2,785.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1633 % | 5,245.8 |
| Floater | 5.19 % | 5.19 % | 30,046 | 15.23 | 3 | -1.1633 % | 3,023.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0100 % | 3,629.9 |
| SplitShare | 4.65 % | 4.53 % | 53,377 | 2.52 | 4 | 0.0100 % | 4,334.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0100 % | 3,382.3 |
| Perpetual-Premium | 5.73 % | 5.77 % | 67,018 | 14.05 | 9 | -0.0223 % | 3,029.8 |
| Perpetual-Discount | 5.71 % | 5.79 % | 41,516 | 14.13 | 21 | -0.1871 % | 3,314.4 |
| FixedReset Disc | 5.62 % | 6.19 % | 78,977 | 13.57 | 21 | 0.0320 % | 3,389.9 |
| Insurance Straight | 5.61 % | 5.66 % | 51,294 | 14.42 | 19 | -0.1087 % | 3,209.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0320 % | 4,139.1 |
| FixedReset Prem | 5.95 % | 4.39 % | 76,245 | 2.02 | 27 | 0.0401 % | 2,653.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0320 % | 3,465.2 |
| FixedReset Ins Non | 5.24 % | 5.56 % | 55,130 | 2.95 | 14 | -0.5364 % | 3,256.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -5.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.81 % |
| ENB.PF.G | FixedReset Disc | -5.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 22.37 Evaluated at bid price : 23.05 Bid-YTW : 6.63 % |
| BN.PR.K | Floater | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 5.39 % |
| BN.PF.E | FixedReset Disc | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 22.91 Evaluated at bid price : 24.00 Bid-YTW : 6.12 % |
| IFC.PR.E | Insurance Straight | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 5.76 % |
| PWF.PR.L | Perpetual-Discount | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 21.67 Evaluated at bid price : 21.92 Bid-YTW : 5.90 % |
| GWO.PR.S | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 22.40 Evaluated at bid price : 22.66 Bid-YTW : 5.81 % |
| MFC.PR.Q | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 23.59 Evaluated at bid price : 24.84 Bid-YTW : 6.11 % |
| FTS.PR.H | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.72 % |
| FTS.PR.K | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 23.43 Evaluated at bid price : 24.86 Bid-YTW : 5.59 % |
| BN.PR.T | FixedReset Disc | 4.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-21 Maturity Price : 23.19 Evaluated at bid price : 23.95 Bid-YTW : 6.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.G | FixedReset Prem | 91,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-16 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.47 % |
| BMO.PR.E | FixedReset Prem | 39,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 3.71 % |
| BILP.PR.A | FixedReset Prem | 28,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 5.62 % |
| IFC.PR.C | FixedReset Ins Non | 25,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-10-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 5.59 % |
| 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.E | FixedReset Disc | Quote: 24.00 – 26.35 Spot Rate : 2.3500 Average : 1.7388 YTW SCENARIO |
| ENB.PF.G | FixedReset Disc | Quote: 23.05 – 24.59 Spot Rate : 1.5400 Average : 1.0639 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.65 – 23.65 Spot Rate : 1.0000 Average : 0.5900 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 22.66 – 23.90 Spot Rate : 1.2400 Average : 0.8508 YTW SCENARIO |
| BN.PR.K | Floater | Quote: 14.51 – 15.39 Spot Rate : 0.8800 Average : 0.5451 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.92 – 22.76 Spot Rate : 0.8400 Average : 0.5546 YTW SCENARIO |