| 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 | 0.1336 % | 2,781.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1336 % | 5,237.6 |
| Floater | 5.20 % | 5.31 % | 31,431 | 15.01 | 3 | 0.1336 % | 3,018.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0598 % | 3,627.0 |
| SplitShare | 4.66 % | 4.84 % | 49,393 | 2.50 | 4 | 0.0598 % | 4,331.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0598 % | 3,379.6 |
| Perpetual-Premium | 5.95 % | 6.04 % | 71,444 | 13.86 | 9 | -0.7208 % | 2,918.8 |
| Perpetual-Discount | 5.97 % | 6.03 % | 43,591 | 13.78 | 21 | -1.2892 % | 3,164.9 |
| FixedReset Disc | 5.68 % | 6.40 % | 79,203 | 13.25 | 21 | -0.5982 % | 3,352.3 |
| Insurance Straight | 5.81 % | 5.86 % | 60,289 | 14.13 | 19 | -0.6014 % | 3,098.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5982 % | 4,093.3 |
| FixedReset Prem | 5.99 % | 4.80 % | 76,320 | 2.09 | 27 | -0.1655 % | 2,636.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5982 % | 3,426.8 |
| FixedReset Ins Non | 5.28 % | 5.79 % | 51,702 | 3.15 | 14 | -0.1659 % | 3,233.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.D | Perpetual-Discount | -5.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 6.54 % |
| POW.PR.A | Perpetual-Discount | -4.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.19 Evaluated at bid price : 22.47 Bid-YTW : 6.24 % |
| CCS.PR.C | Insurance Straight | -3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.86 % |
| GWO.PR.L | Insurance Straight | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.10 Evaluated at bid price : 23.36 Bid-YTW : 6.08 % |
| BN.PR.T | FixedReset Disc | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.31 Evaluated at bid price : 23.10 Bid-YTW : 6.44 % |
| MFC.PR.B | Insurance Straight | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.72 % |
| BN.PR.N | Perpetual-Discount | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.26 % |
| POW.PR.G | Perpetual-Discount | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.76 Evaluated at bid price : 23.04 Bid-YTW : 6.09 % |
| POW.PR.B | Perpetual-Discount | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.13 Evaluated at bid price : 22.41 Bid-YTW : 5.98 % |
| POW.PR.I | Perpetual-Premium | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.24 Evaluated at bid price : 23.55 Bid-YTW : 6.01 % |
| BN.PR.M | Perpetual-Discount | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 6.23 % |
| ENB.PR.F | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.00 Evaluated at bid price : 23.40 Bid-YTW : 6.63 % |
| ENB.PF.C | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.67 Evaluated at bid price : 23.50 Bid-YTW : 6.59 % |
| PWF.PF.A | Perpetual-Discount | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.96 % |
| CU.PR.K | Perpetual-Premium | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.34 Evaluated at bid price : 23.66 Bid-YTW : 5.98 % |
| BN.PF.G | FixedReset Prem | -1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-07-01 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.69 % |
| SLF.PR.D | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.67 % |
| POW.PR.H | Perpetual-Premium | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.49 Evaluated at bid price : 23.83 Bid-YTW : 6.04 % |
| BN.PR.R | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.55 Evaluated at bid price : 23.48 Bid-YTW : 6.21 % |
| CU.PR.J | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.95 % |
| CU.PR.G | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 5.88 % |
| SLF.PR.G | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.80 % |
| PWF.PR.K | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 6.03 % |
| GWO.PR.M | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 5.88 % |
| MFC.PR.L | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-06-20 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.80 % |
| GWO.PR.G | Insurance Straight | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Prem | 75,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.74 Bid-YTW : 4.24 % |
| ENB.PR.T | FixedReset Disc | 28,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 23.27 Evaluated at bid price : 24.56 Bid-YTW : 6.37 % |
| PWF.PR.S | Perpetual-Discount | 18,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 20.24 Evaluated at bid price : 20.24 Bid-YTW : 6.04 % |
| PWF.PR.G | Perpetual-Premium | 15,768 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 24.31 Evaluated at bid price : 24.62 Bid-YTW : 6.09 % |
| ENB.PF.E | FixedReset Disc | 15,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-29 Maturity Price : 22.76 Evaluated at bid price : 23.73 Bid-YTW : 6.50 % |
| FTS.PR.M | FixedReset Prem | 15,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.54 % |
| There were 2 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.D | Perpetual-Discount | Quote: 18.88 – 19.88 Spot Rate : 1.0000 Average : 0.6142 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 25.30 – 26.00 Spot Rate : 0.7000 Average : 0.3916 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 21.66 – 23.08 Spot Rate : 1.4200 Average : 1.1148 YTW SCENARIO |
| ENB.PR.F | FixedReset Disc | Quote: 23.40 – 24.30 Spot Rate : 0.9000 Average : 0.5973 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.53 – 22.00 Spot Rate : 1.4700 Average : 1.1952 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 24.08 – 24.90 Spot Rate : 0.8200 Average : 0.5903 YTW SCENARIO |