| 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 | 0.0000 % | 2,750.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 5,180.4 |
| Floater | 5.63 % | 5.72 % | 42,329 | 14.29 | 1 | 0.0000 % | 2,985.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0731 % | 3,621.0 |
| SplitShare | 4.90 % | 5.38 % | 47,646 | 3.24 | 6 | 0.0731 % | 4,324.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0731 % | 3,373.9 |
| Perpetual-Premium | 5.74 % | -0.76 % | 41,347 | 0.08 | 1 | 0.4375 % | 3,056.2 |
| Perpetual-Discount | 5.74 % | 5.82 % | 43,508 | 14.12 | 33 | -0.1151 % | 3,282.6 |
| FixedReset Disc | 5.73 % | 6.32 % | 86,679 | 13.45 | 22 | -0.3820 % | 3,337.0 |
| Insurance Straight | 5.65 % | 5.75 % | 56,742 | 14.20 | 20 | -0.0135 % | 3,188.9 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3820 % | 4,074.5 |
| FixedReset Prem | 6.00 % | 5.34 % | 68,950 | 1.90 | 28 | -0.0673 % | 2,610.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3820 % | 3,411.1 |
| FixedReset Ins Non | 5.65 % | 5.80 % | 48,840 | 13.94 | 13 | -0.0225 % | 3,225.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.E | Perpetual-Discount | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.16 Evaluated at bid price : 22.44 Bid-YTW : 5.46 % |
| PWF.PR.R | Perpetual-Discount | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 23.01 Evaluated at bid price : 23.28 Bid-YTW : 5.95 % |
| FTS.PR.H | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.17 % |
| IFC.PR.K | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.63 Evaluated at bid price : 23.00 Bid-YTW : 5.78 % |
| ENB.PF.A | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.93 Evaluated at bid price : 23.93 Bid-YTW : 6.40 % |
| CU.PR.K | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 24.12 Evaluated at bid price : 24.50 Bid-YTW : 5.72 % |
| ENB.PR.Y | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.32 Evaluated at bid price : 22.77 Bid-YTW : 6.43 % |
| ENB.PF.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.78 Evaluated at bid price : 23.74 Bid-YTW : 6.36 % |
| CU.PR.F | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.44 % |
| ENB.PF.C | FixedReset Disc | 4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 22.80 Evaluated at bid price : 23.72 Bid-YTW : 6.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.F | FixedReset Disc | 45,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-01 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 6.30 % |
| PWF.PR.E | Perpetual-Discount | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 23.35 Evaluated at bid price : 23.64 Bid-YTW : 5.86 % |
| ENB.PR.N | FixedReset Prem | 18,784 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 6.19 % |
| ENB.PR.H | FixedReset Disc | 14,417 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-11-13 Maturity Price : 23.92 Evaluated at bid price : 24.25 Bid-YTW : 5.95 % |
| PVS.PR.N | SplitShare | 12,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2033-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.35 % |
| BILP.PR.A | FixedReset Prem | 11,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.76 % |
| 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 |
| CU.PR.G | Perpetual-Discount | Quote: 18.71 – 21.14 Spot Rate : 2.4300 Average : 1.9544 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 20.05 – 20.64 Spot Rate : 0.5900 Average : 0.3796 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 23.28 – 23.91 Spot Rate : 0.6300 Average : 0.4340 YTW SCENARIO |
| ENB.PR.P | FixedReset Disc | Quote: 23.83 – 24.36 Spot Rate : 0.5300 Average : 0.3604 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 22.51 – 23.51 Spot Rate : 1.0000 Average : 0.8417 YTW SCENARIO |
| PWF.PR.T | FixedReset Prem | Quote: 25.00 – 25.75 Spot Rate : 0.7500 Average : 0.6023 YTW SCENARIO |