| 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 | -0.1555 % | 2,781.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1555 % | 5,237.6 |
| Floater | 5.20 % | 5.22 % | 28,880 | 15.19 | 3 | -0.1555 % | 3,018.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2488 % | 3,639.0 |
| SplitShare | 4.64 % | 4.39 % | 52,810 | 2.52 | 4 | 0.2488 % | 4,345.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2488 % | 3,390.7 |
| Perpetual-Premium | 5.71 % | 5.71 % | 66,156 | 14.05 | 9 | 0.2985 % | 3,038.8 |
| Perpetual-Discount | 5.70 % | 5.76 % | 40,468 | 14.17 | 21 | 0.1271 % | 3,318.6 |
| FixedReset Disc | 5.61 % | 6.21 % | 81,611 | 13.55 | 21 | 0.2237 % | 3,397.5 |
| Insurance Straight | 5.58 % | 5.59 % | 51,650 | 14.47 | 19 | 0.4327 % | 3,223.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2237 % | 4,148.4 |
| FixedReset Prem | 5.95 % | 4.45 % | 75,090 | 2.02 | 27 | -0.0573 % | 2,652.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2237 % | 3,472.9 |
| FixedReset Ins Non | 5.20 % | 5.24 % | 48,787 | 1.87 | 14 | 0.8016 % | 3,282.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 23.02 Evaluated at bid price : 24.25 Bid-YTW : 6.05 % |
| SLF.PR.D | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.36 % |
| GWO.PR.Y | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 5.58 % |
| PWF.PR.L | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 22.03 Evaluated at bid price : 22.26 Bid-YTW : 5.81 % |
| IFC.PR.M | Perpetual-Premium | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 24.55 Evaluated at bid price : 24.95 Bid-YTW : 5.52 % |
| GWO.PR.I | Insurance Straight | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.56 % |
| MFC.PR.L | FixedReset Ins Non | 2.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-06-20 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 5.42 % |
| IFC.PR.E | Insurance Straight | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 23.06 Evaluated at bid price : 23.32 Bid-YTW : 5.59 % |
| MFC.PR.Q | FixedReset Ins Non | 3.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.32 % |
| MFC.PR.F | FixedReset Ins Non | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 21.65 Evaluated at bid price : 22.00 Bid-YTW : 5.55 % |
| ENB.PF.G | FixedReset Disc | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 23.05 Evaluated at bid price : 24.45 Bid-YTW : 6.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.C | FixedReset Ins Non | 66,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-10-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 5.74 % |
| PWF.PR.P | FixedReset Disc | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 21.88 Evaluated at bid price : 22.30 Bid-YTW : 5.67 % |
| GWO.PR.N | FixedReset Ins Non | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-22 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.63 % |
| RY.PR.S | FixedReset Prem | 28,502 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 3.31 % |
| BILP.PR.A | FixedReset Prem | 18,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.16 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 |
| SLF.PR.C | Insurance Straight | Quote: 20.90 – 22.00 Spot Rate : 1.1000 Average : 0.8347 YTW SCENARIO |
| ENB.PF.E | FixedReset Disc | Quote: 23.85 – 24.50 Spot Rate : 0.6500 Average : 0.4310 YTW SCENARIO |
| BN.PF.G | FixedReset Prem | Quote: 25.37 – 26.10 Spot Rate : 0.7300 Average : 0.5411 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 24.25 – 26.35 Spot Rate : 2.1000 Average : 1.9277 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 23.75 – 24.50 Spot Rate : 0.7500 Average : 0.5852 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 24.45 – 25.00 Spot Rate : 0.5500 Average : 0.4082 YTW SCENARIO |