| 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 | -0.2046 % | 2,756.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2046 % | 5,191.0 |
| Floater | 5.62 % | 5.70 % | 46,348 | 14.33 | 1 | -0.2046 % | 2,991.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1063 % | 3,615.9 |
| SplitShare | 4.91 % | 5.37 % | 52,457 | 3.25 | 6 | -0.1063 % | 4,318.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1063 % | 3,369.2 |
| Perpetual-Premium | 5.76 % | 2.26 % | 43,895 | 0.08 | 1 | 1.3699 % | 3,045.3 |
| Perpetual-Discount | 5.73 % | 5.80 % | 43,532 | 14.18 | 33 | 0.5433 % | 3,289.4 |
| FixedReset Disc | 5.70 % | 6.25 % | 89,068 | 13.36 | 22 | -0.1423 % | 3,355.1 |
| Insurance Straight | 5.66 % | 5.77 % | 55,421 | 14.20 | 20 | -0.0248 % | 3,184.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1423 % | 4,096.6 |
| FixedReset Prem | 6.00 % | 5.19 % | 71,484 | 1.99 | 28 | 0.0547 % | 2,611.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1423 % | 3,429.6 |
| FixedReset Ins Non | 5.64 % | 5.74 % | 46,371 | 14.02 | 13 | 0.2574 % | 3,232.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PR.T | FixedReset Disc | -4.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 21.96 Evaluated at bid price : 22.50 Bid-YTW : 6.44 % |
| GWO.PR.P | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 22.96 Evaluated at bid price : 23.23 Bid-YTW : 5.88 % |
| CU.PR.D | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.57 % |
| SLF.PR.C | Insurance Straight | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.53 % |
| ENB.PF.C | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 22.88 Evaluated at bid price : 23.90 Bid-YTW : 6.34 % |
| MFC.PR.N | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 23.22 Evaluated at bid price : 24.70 Bid-YTW : 5.74 % |
| POW.PR.C | Perpetual-Premium | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-12-06 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 2.26 % |
| PWF.PR.P | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 5.86 % |
| CU.PR.K | Perpetual-Discount | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 23.70 Evaluated at bid price : 24.05 Bid-YTW : 5.82 % |
| MFC.PR.F | FixedReset Ins Non | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.77 % |
| CU.PR.F | Perpetual-Discount | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.53 % |
| GWO.PR.R | Insurance Straight | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.78 % |
| CU.PR.G | Perpetual-Discount | 10.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.N | FixedReset Disc | 48,950 | YTW SCENARIO Maturity Type : Call Maturity Date : 2032-01-01 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.53 % |
| GWO.PR.N | FixedReset Ins Non | 37,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 19.79 Evaluated at bid price : 19.79 Bid-YTW : 5.90 % |
| MFC.PR.L | FixedReset Ins Non | 24,274 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 23.37 Evaluated at bid price : 24.79 Bid-YTW : 5.74 % |
| CM.PR.S | FixedReset Prem | 22,709 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.94 % |
| MFC.PR.N | FixedReset Ins Non | 14,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-06 Maturity Price : 23.22 Evaluated at bid price : 24.70 Bid-YTW : 5.74 % |
| PVS.PR.N | SplitShare | 11,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2033-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.37 % |
| 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 |
| GWO.PR.Y | Insurance Straight | Quote: 20.00 – 21.40 Spot Rate : 1.4000 Average : 0.8746 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 22.50 – 23.70 Spot Rate : 1.2000 Average : 0.9632 YTW SCENARIO |
| BIP.PR.E | FixedReset Prem | Quote: 25.45 – 25.85 Spot Rate : 0.4000 Average : 0.2680 YTW SCENARIO |
| BN.PF.A | FixedReset Prem | Quote: 25.37 – 25.90 Spot Rate : 0.5300 Average : 0.4094 YTW SCENARIO |
| PWF.PR.T | FixedReset Prem | Quote: 25.00 – 25.85 Spot Rate : 0.8500 Average : 0.7418 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 23.23 – 23.84 Spot Rate : 0.6100 Average : 0.5143 YTW SCENARIO |