| 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 | -0.3401 % | 2,760.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3401 % | 5,198.1 |
| Floater | 5.61 % | 5.69 % | 48,130 | 14.35 | 1 | -0.3401 % | 2,995.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1663 % | 3,621.9 |
| SplitShare | 4.90 % | 5.36 % | 57,769 | 3.27 | 6 | 0.1663 % | 4,325.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1663 % | 3,374.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 1 | -0.0710 % | 3,047.7 |
| Perpetual-Discount | 5.74 % | 5.81 % | 46,805 | 14.13 | 33 | -0.0710 % | 3,279.4 |
| FixedReset Disc | 5.72 % | 6.24 % | 90,652 | 13.37 | 22 | 0.8733 % | 3,344.4 |
| Insurance Straight | 5.68 % | 5.80 % | 59,314 | 14.15 | 20 | 0.0726 % | 3,169.6 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8733 % | 4,083.6 |
| FixedReset Prem | 6.01 % | 5.23 % | 71,551 | 1.93 | 28 | -0.0645 % | 2,608.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8733 % | 3,418.7 |
| FixedReset Ins Non | 5.64 % | 5.74 % | 45,398 | 14.02 | 13 | 0.0032 % | 3,228.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.D | Perpetual-Discount | -6.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 5.99 % |
| CU.PR.F | Perpetual-Discount | -2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.65 % |
| PWF.PR.S | Perpetual-Discount | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.97 % |
| GWO.PR.N | FixedReset Ins Non | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.84 % |
| MFC.PR.F | FixedReset Ins Non | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.86 % |
| GWO.PR.H | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.85 % |
| PWF.PF.A | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.77 % |
| POW.PR.H | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 24.69 Evaluated at bid price : 25.10 Bid-YTW : 5.77 % |
| FTS.PR.F | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.50 % |
| IFC.PR.A | FixedReset Ins Non | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 22.90 Evaluated at bid price : 23.41 Bid-YTW : 5.58 % |
| FTS.PR.J | Perpetual-Discount | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.48 % |
| BN.PR.T | FixedReset Disc | 26.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 22.08 Evaluated at bid price : 22.70 Bid-YTW : 6.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.N | FixedReset Disc | 22,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2032-01-01 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 5.60 % |
| TD.PF.I | FixedReset Prem | 17,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.30 % |
| PVS.PR.N | SplitShare | 17,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2033-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.33 % |
| FTS.PR.G | FixedReset Prem | 14,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 23.74 Evaluated at bid price : 25.31 Bid-YTW : 5.64 % |
| ENB.PR.H | FixedReset Disc | 10,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-02 Maturity Price : 23.97 Evaluated at bid price : 24.29 Bid-YTW : 5.94 % |
| BN.PF.I | FixedReset Prem | 10,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 4.55 % |
| 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 |
| GWO.PR.S | Insurance Straight | Quote: 22.69 – 24.90 Spot Rate : 2.2100 Average : 1.3239 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.87 – 22.98 Spot Rate : 2.1100 Average : 1.4767 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 22.38 – 23.70 Spot Rate : 1.3200 Average : 0.7536 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 20.25 – 21.80 Spot Rate : 1.5500 Average : 1.1794 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 19.95 – 20.66 Spot Rate : 0.7100 Average : 0.4565 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 20.30 – 21.30 Spot Rate : 1.0000 Average : 0.7723 YTW SCENARIO |