| 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 | -0.1019 % | 2,769.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1019 % | 5,215.9 |
| Floater | 5.30 % | 5.36 % | 25,932 | 14.91 | 2 | -0.1019 % | 3,005.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0722 % | 3,600.9 |
| SplitShare | 4.82 % | 5.43 % | 60,401 | 2.43 | 5 | -0.0722 % | 4,300.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0722 % | 3,355.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0165 % | 3,052.2 |
| Perpetual-Discount | 5.73 % | 5.77 % | 51,211 | 14.17 | 32 | 0.0165 % | 3,284.2 |
| FixedReset Disc | 5.71 % | 6.29 % | 83,438 | 13.26 | 25 | 0.0891 % | 3,355.8 |
| Insurance Straight | 5.68 % | 5.77 % | 70,846 | 14.23 | 19 | 0.1967 % | 3,169.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0891 % | 4,097.5 |
| FixedReset Prem | 6.03 % | 4.84 % | 78,035 | 1.93 | 24 | -0.2129 % | 2,616.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0891 % | 3,430.3 |
| FixedReset Ins Non | 5.66 % | 5.83 % | 48,467 | 13.62 | 13 | -0.5924 % | 3,220.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 22.06 Evaluated at bid price : 22.70 Bid-YTW : 5.93 % |
| POW.PR.G | Perpetual-Discount | -3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 23.38 Evaluated at bid price : 23.67 Bid-YTW : 5.95 % |
| MFC.PR.N | FixedReset Ins Non | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 22.54 Evaluated at bid price : 23.25 Bid-YTW : 6.29 % |
| GWO.PR.Z | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 24.17 Evaluated at bid price : 24.56 Bid-YTW : 5.85 % |
| ENB.PF.G | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 22.73 Evaluated at bid price : 23.71 Bid-YTW : 6.58 % |
| POW.PR.B | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 23.15 Evaluated at bid price : 23.41 Bid-YTW : 5.75 % |
| SLF.PR.G | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 5.83 % |
| PWF.PR.Z | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 21.82 Evaluated at bid price : 22.06 Bid-YTW : 5.86 % |
| GWO.PR.R | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 5.81 % |
| BMO.PR.E | FixedReset Prem | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 4.17 % |
| CU.PR.G | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.46 % |
| PWF.PR.O | Perpetual-Discount | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 24.47 Evaluated at bid price : 24.71 Bid-YTW : 5.89 % |
| MFC.PR.M | FixedReset Ins Non | 3.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-12-20 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 5.49 % |
| GWO.PR.H | Insurance Straight | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 21.21 Evaluated at bid price : 21.21 Bid-YTW : 5.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.N | FixedReset Disc | 117,779 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 23.12 Evaluated at bid price : 24.92 Bid-YTW : 5.74 % |
| PVS.PR.N | SplitShare | 13,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2033-09-29 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 5.43 % |
| BILP.PR.A | FixedReset Prem | 13,090 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.83 % |
| FTS.PR.H | FixedReset Disc | 12,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.16 % |
| SLF.PR.D | Insurance Straight | 10,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.58 % |
| SLF.PR.C | Insurance Straight | 10,021 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-10-23 Maturity Price : 20.14 Evaluated at bid price : 20.14 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 |
| PWF.PR.P | FixedReset Disc | Quote: 21.40 – 25.00 Spot Rate : 3.6000 Average : 2.1169 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 24.70 – 25.85 Spot Rate : 1.1500 Average : 0.6478 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 22.70 – 23.89 Spot Rate : 1.1900 Average : 0.7349 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.25 – 24.69 Spot Rate : 1.4400 Average : 1.0744 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 21.00 – 22.00 Spot Rate : 1.0000 Average : 0.6695 YTW SCENARIO |
| POW.PR.G | Perpetual-Discount | Quote: 23.67 – 24.57 Spot Rate : 0.9000 Average : 0.5765 YTW SCENARIO |