Still trying to Import material from the old site. Still having problems. Still feeling homicidal about poorly designed software.
| 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 | -0.3909 % | 2,521.0 |
| FixedFloater | 4.24 % | 3.53 % | 30,053 | 18.29 | 1 | 0.7201 % | 3,954.2 |
| Floater | 2.94 % | 2.97 % | 61,568 | 19.76 | 3 | -0.3909 % | 2,722.0 |
| OpRet | 4.62 % | -4.72 % | 75,914 | 0.08 | 3 | 0.0514 % | 2,660.3 |
| SplitShare | 4.74 % | 4.16 % | 68,962 | 3.65 | 6 | -0.0188 % | 2,984.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0514 % | 2,432.6 |
| Perpetual-Premium | 5.56 % | 4.92 % | 125,285 | 0.27 | 11 | 0.0700 % | 2,313.4 |
| Perpetual-Discount | 5.57 % | 5.54 % | 165,007 | 14.53 | 27 | -0.0826 % | 2,363.6 |
| FixedReset | 4.96 % | 3.25 % | 226,254 | 3.27 | 82 | 0.1104 % | 2,486.8 |
| Deemed-Retractible | 5.06 % | 3.94 % | 195,087 | 1.36 | 42 | -0.0664 % | 2,425.7 |
| FloatingReset | 2.65 % | 2.34 % | 291,893 | 4.45 | 5 | 0.1505 % | 2,463.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.E | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 22.60 Evaluated at bid price : 22.99 Bid-YTW : 5.34 % |
| ENB.PR.Y | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 22.69 Evaluated at bid price : 23.90 Bid-YTW : 4.22 % |
| TRP.PR.A | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 24.17 Evaluated at bid price : 24.59 Bid-YTW : 3.81 % |
| HSB.PR.D | Deemed-Retractible | 1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 4.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.D | FixedReset | 104,377 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 2.09 % |
| TRP.PR.D | FixedReset | 95,197 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 23.15 Evaluated at bid price : 25.05 Bid-YTW : 4.00 % |
| GWO.PR.J | FixedReset | 51,369 | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 2.64 % |
| ENB.PR.Y | FixedReset | 48,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 22.69 Evaluated at bid price : 23.90 Bid-YTW : 4.22 % |
| TRP.PR.C | FixedReset | 36,927 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 22.46 Evaluated at bid price : 22.75 Bid-YTW : 3.77 % |
| FTS.PR.H | FixedReset | 28,010 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-11-26 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 3.93 % |
| There were 44 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNA.PR.E | SplitShare | Quote: 24.95 – 25.49 Spot Rate : 0.5400 Average : 0.3749 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 22.99 – 23.43 Spot Rate : 0.4400 Average : 0.3130 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 25.40 – 25.69 Spot Rate : 0.2900 Average : 0.1918 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 20.91 – 21.18 Spot Rate : 0.2700 Average : 0.1776 YTW SCENARIO |
| BNS.PR.Z | FixedReset | Quote: 24.00 – 24.25 Spot Rate : 0.2500 Average : 0.1624 YTW SCENARIO |
| RY.PR.D | Deemed-Retractible | Quote: 25.43 – 25.71 Spot Rate : 0.2800 Average : 0.1947 YTW SCENARIO |