Archive for the ‘Market Action’ Category
Friday, March 26th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
0.5764 % |
2,374.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.5764 % |
4,356.9 |
| Floater |
3.69 % |
3.68 % |
59,222 |
18.12 |
3 |
0.5764 % |
2,510.9 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1777 % |
3,684.1 |
| SplitShare |
4.76 % |
4.15 % |
44,647 |
3.60 |
9 |
0.1777 % |
4,399.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1777 % |
3,432.7 |
| Perpetual-Premium |
5.31 % |
-5.29 % |
84,093 |
0.09 |
21 |
0.1190 % |
3,258.5 |
| Perpetual-Discount |
4.94 % |
4.99 % |
77,338 |
15.49 |
13 |
0.0950 % |
3,754.8 |
| FixedReset Disc |
4.39 % |
3.88 % |
205,794 |
17.21 |
52 |
-0.1524 % |
2,649.9 |
| Insurance Straight |
4.98 % |
4.57 % |
98,118 |
4.01 |
22 |
-0.0326 % |
3,657.3 |
| FloatingReset |
2.93 % |
3.25 % |
51,418 |
19.10 |
2 |
0.4719 % |
2,401.2 |
| FixedReset Prem |
5.07 % |
3.42 % |
255,127 |
0.99 |
26 |
-0.0456 % |
2,728.9 |
| FixedReset Bank Non |
1.81 % |
2.42 % |
208,858 |
0.84 |
1 |
-0.1201 % |
2,886.2 |
| FixedReset Ins Non |
4.41 % |
3.84 % |
142,846 |
17.48 |
22 |
0.1227 % |
2,790.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.E |
FixedReset Disc |
-6.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.83 % |
| TD.PF.J |
FixedReset Disc |
-2.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 23.26
Evaluated at bid price : 24.27
Bid-YTW : 3.89 % |
| TRP.PR.G |
FixedReset Disc |
-1.89 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 4.63 % |
| BAM.PR.X |
FixedReset Disc |
-1.89 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 15.60
Evaluated at bid price : 15.60
Bid-YTW : 4.49 % |
| TRP.PR.A |
FixedReset Disc |
-1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 16.52
Evaluated at bid price : 16.52
Bid-YTW : 4.60 % |
| CM.PR.Q |
FixedReset Disc |
-1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.40
Evaluated at bid price : 23.15
Bid-YTW : 3.87 % |
| BAM.PR.R |
FixedReset Disc |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.59 % |
| CU.PR.E |
Perpetual-Discount |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 24.47
Evaluated at bid price : 24.74
Bid-YTW : 4.99 % |
| IFC.PR.C |
FixedReset Ins Non |
1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.31
Evaluated at bid price : 23.10
Bid-YTW : 3.90 % |
| BAM.PF.F |
FixedReset Disc |
1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 21.64
Evaluated at bid price : 21.90
Bid-YTW : 4.43 % |
| TRP.PR.D |
FixedReset Disc |
1.86 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 19.18
Evaluated at bid price : 19.18
Bid-YTW : 4.58 % |
| BAM.PR.Z |
FixedReset Disc |
8.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 21.86
Evaluated at bid price : 22.40
Bid-YTW : 4.46 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.C |
FixedReset Disc |
109,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 4.10 % |
| NA.PR.W |
FixedReset Disc |
72,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.27
Evaluated at bid price : 22.87
Bid-YTW : 3.66 % |
| BAM.PF.A |
FixedReset Disc |
67,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.34
Evaluated at bid price : 22.75
Bid-YTW : 4.44 % |
| TD.PF.A |
FixedReset Disc |
65,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.25
Evaluated at bid price : 22.80
Bid-YTW : 3.63 % |
| RY.PR.R |
FixedReset Prem |
59,600 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : 2.59 % |
| TD.PF.H |
FixedReset Prem |
57,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 2.37 % |
| There were 55 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| EIT.PR.B |
SplitShare |
Quote: 25.91 – 26.91
Spot Rate : 1.0000
Average : 0.6354
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.91
Bid-YTW : 3.86 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 18.01 – 19.30
Spot Rate : 1.2900
Average : 0.9748
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.83 % |
| BAM.PR.K |
Floater |
Quote: 11.58 – 15.88
Spot Rate : 4.3000
Average : 4.0192
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 11.58
Evaluated at bid price : 11.58
Bid-YTW : 3.70 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.15 – 23.75
Spot Rate : 0.6000
Average : 0.4051
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 22.40
Evaluated at bid price : 23.15
Bid-YTW : 3.87 % |
| TD.PF.J |
FixedReset Disc |
Quote: 24.27 – 24.87
Spot Rate : 0.6000
Average : 0.4161
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-26
Maturity Price : 23.26
Evaluated at bid price : 24.27
Bid-YTW : 3.89 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 25.55 – 26.75
Spot Rate : 1.2000
Average : 1.0452
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 4.99 % |
Posted in Market Action | 8 Comments »
Thursday, March 25th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
0.1443 % |
2,360.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1443 % |
4,332.0 |
| Floater |
3.71 % |
3.70 % |
61,123 |
18.08 |
3 |
0.1443 % |
2,496.5 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0087 % |
3,677.5 |
| SplitShare |
4.77 % |
4.21 % |
41,337 |
3.61 |
9 |
-0.0087 % |
4,391.7 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0087 % |
3,426.6 |
| Perpetual-Premium |
5.30 % |
-2.52 % |
79,124 |
0.09 |
21 |
-0.0372 % |
3,254.7 |
| Perpetual-Discount |
4.95 % |
5.00 % |
77,781 |
15.52 |
13 |
-0.2717 % |
3,751.2 |
| FixedReset Disc |
4.37 % |
3.83 % |
201,218 |
17.25 |
52 |
-0.3089 % |
2,653.9 |
| Insurance Straight |
4.98 % |
4.56 % |
97,876 |
3.82 |
22 |
0.1179 % |
3,658.5 |
| FloatingReset |
2.94 % |
3.25 % |
51,404 |
19.10 |
2 |
0.0675 % |
2,389.9 |
| FixedReset Prem |
5.06 % |
3.46 % |
246,401 |
0.99 |
26 |
-0.1996 % |
2,730.2 |
| FixedReset Bank Non |
1.81 % |
2.27 % |
211,802 |
0.84 |
1 |
0.0000 % |
2,889.7 |
| FixedReset Ins Non |
4.42 % |
3.86 % |
144,469 |
17.42 |
22 |
-0.2366 % |
2,786.8 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.Z |
FixedReset Disc |
-7.87 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 4.87 % |
| TRP.PR.D |
FixedReset Disc |
-2.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 18.83
Evaluated at bid price : 18.83
Bid-YTW : 4.67 % |
| CU.PR.E |
Perpetual-Discount |
-2.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 24.24
Evaluated at bid price : 24.49
Bid-YTW : 5.04 % |
| BAM.PF.B |
FixedReset Disc |
-1.96 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.48 % |
| BIP.PR.B |
FixedReset Prem |
-1.96 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 4.98 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 3.95 % |
| TRP.PR.A |
FixedReset Disc |
-1.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 16.76
Evaluated at bid price : 16.76
Bid-YTW : 4.53 % |
| BAM.PF.F |
FixedReset Disc |
-1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 4.49 % |
| NA.PR.W |
FixedReset Disc |
-1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 22.14
Evaluated at bid price : 22.65
Bid-YTW : 3.70 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 3.86 % |
| TD.PF.C |
FixedReset Disc |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 22.35
Evaluated at bid price : 22.99
Bid-YTW : 3.65 % |
| NA.PR.E |
FixedReset Disc |
1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 23.17
Evaluated at bid price : 24.10
Bid-YTW : 3.79 % |
| BAM.PR.R |
FixedReset Disc |
1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 4.54 % |
| TRP.PR.G |
FixedReset Disc |
1.73 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 21.11
Evaluated at bid price : 21.11
Bid-YTW : 4.54 % |
| TD.PF.J |
FixedReset Disc |
2.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 23.49
Evaluated at bid price : 24.80
Bid-YTW : 3.78 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
201,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 2.12 % |
| TD.PF.A |
FixedReset Disc |
122,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 22.25
Evaluated at bid price : 22.80
Bid-YTW : 3.63 % |
| BMO.PR.E |
FixedReset Disc |
98,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 23.35
Evaluated at bid price : 24.76
Bid-YTW : 3.80 % |
| RY.PR.Z |
FixedReset Disc |
96,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 22.41
Evaluated at bid price : 22.98
Bid-YTW : 3.55 % |
| RY.PR.Q |
FixedReset Prem |
90,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-24
Maturity Price : 25.00
Evaluated at bid price : 25.22
Bid-YTW : 2.79 % |
| TRP.PR.B |
FixedReset Disc |
72,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 12.35
Evaluated at bid price : 12.35
Bid-YTW : 4.35 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.Z |
FixedReset Disc |
Quote: 20.73 – 22.53
Spot Rate : 1.8000
Average : 1.1077
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 4.87 % |
| BAM.PR.K |
Floater |
Quote: 11.51 – 15.88
Spot Rate : 4.3700
Average : 3.7112
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 11.51
Evaluated at bid price : 11.51
Bid-YTW : 3.72 % |
| BAM.PF.A |
FixedReset Disc |
Quote: 22.78 – 24.25
Spot Rate : 1.4700
Average : 0.8738
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 22.36
Evaluated at bid price : 22.78
Bid-YTW : 4.43 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 25.55 – 26.70
Spot Rate : 1.1500
Average : 0.8756
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 4.98 % |
| MFC.PR.F |
FixedReset Ins Non |
Quote: 17.00 – 17.99
Spot Rate : 0.9900
Average : 0.7449
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 3.55 % |
| CU.PR.E |
Perpetual-Discount |
Quote: 24.49 – 25.10
Spot Rate : 0.6100
Average : 0.3904
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-25
Maturity Price : 24.24
Evaluated at bid price : 24.49
Bid-YTW : 5.04 % |
Posted in Market Action | No Comments »
Wednesday, March 24th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
0.2314 % |
2,357.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2314 % |
4,325.7 |
| Floater |
3.71 % |
3.70 % |
61,784 |
18.08 |
3 |
0.2314 % |
2,492.9 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1389 % |
3,677.8 |
| SplitShare |
4.77 % |
4.21 % |
40,644 |
3.61 |
9 |
0.1389 % |
4,392.1 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1389 % |
3,426.9 |
| Perpetual-Premium |
5.30 % |
-1.87 % |
79,992 |
0.09 |
21 |
0.0987 % |
3,255.9 |
| Perpetual-Discount |
4.93 % |
4.94 % |
80,864 |
15.51 |
13 |
0.0632 % |
3,761.4 |
| FixedReset Disc |
4.36 % |
3.88 % |
194,063 |
17.18 |
52 |
-0.1827 % |
2,662.2 |
| Insurance Straight |
4.98 % |
4.56 % |
90,605 |
4.02 |
22 |
0.0890 % |
3,654.2 |
| FloatingReset |
2.94 % |
3.25 % |
50,728 |
19.10 |
2 |
-0.2355 % |
2,388.3 |
| FixedReset Prem |
5.05 % |
3.39 % |
247,508 |
0.99 |
26 |
-0.1289 % |
2,735.6 |
| FixedReset Bank Non |
1.81 % |
2.26 % |
218,785 |
0.85 |
1 |
0.0400 % |
2,889.7 |
| FixedReset Ins Non |
4.41 % |
3.82 % |
147,109 |
17.45 |
22 |
0.0653 % |
2,793.4 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TD.PF.C |
FixedReset Disc |
-1.73 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 22.20
Evaluated at bid price : 22.75
Bid-YTW : 3.70 % |
| TD.PF.J |
FixedReset Disc |
-1.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.26
Evaluated at bid price : 24.27
Bid-YTW : 3.89 % |
| TD.PF.K |
FixedReset Disc |
-1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.10
Evaluated at bid price : 24.13
Bid-YTW : 3.85 % |
| NA.PR.E |
FixedReset Disc |
-1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.53
Evaluated at bid price : 23.84
Bid-YTW : 3.88 % |
| TD.PF.M |
FixedReset Prem |
-1.29 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.06
Bid-YTW : 4.00 % |
| BAM.PR.R |
FixedReset Disc |
-1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 4.61 % |
| BIP.PR.B |
FixedReset Prem |
-1.10 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.06
Bid-YTW : 4.50 % |
| SLF.PR.G |
FixedReset Ins Non |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 14.95
Evaluated at bid price : 14.95
Bid-YTW : 3.82 % |
| MFC.PR.N |
FixedReset Ins Non |
1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 22.07
Evaluated at bid price : 22.55
Bid-YTW : 3.71 % |
| CU.PR.D |
Perpetual-Discount |
1.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 24.64
Evaluated at bid price : 24.95
Bid-YTW : 4.94 % |
| TRP.PR.A |
FixedReset Disc |
1.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 17.04
Evaluated at bid price : 17.04
Bid-YTW : 4.45 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.A |
FixedReset Disc |
115,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 17.04
Evaluated at bid price : 17.04
Bid-YTW : 4.45 % |
| TRP.PR.J |
FixedReset Prem |
107,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 2.24 % |
| CM.PR.O |
FixedReset Disc |
100,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 22.37
Evaluated at bid price : 22.95
Bid-YTW : 3.69 % |
| SLF.PR.A |
Insurance Straight |
57,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 4.77 % |
| MFC.PR.O |
FixedReset Ins Non |
53,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 2.05 % |
| NA.PR.E |
FixedReset Disc |
43,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.53
Evaluated at bid price : 23.84
Bid-YTW : 3.88 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.K |
Floater |
Quote: 11.47 – 15.88
Spot Rate : 4.4100
Average : 2.9889
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 11.47
Evaluated at bid price : 11.47
Bid-YTW : 3.74 % |
| POW.PR.A |
Perpetual-Premium |
Quote: 25.70 – 26.70
Spot Rate : 1.0000
Average : 0.5455
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-23
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : -14.71 % |
| TRP.PR.D |
FixedReset Disc |
Quote: 19.35 – 19.95
Spot Rate : 0.6000
Average : 0.4075
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 4.54 % |
| TD.PF.J |
FixedReset Disc |
Quote: 24.27 – 24.80
Spot Rate : 0.5300
Average : 0.3510
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.26
Evaluated at bid price : 24.27
Bid-YTW : 3.89 % |
| NA.PR.E |
FixedReset Disc |
Quote: 23.84 – 24.25
Spot Rate : 0.4100
Average : 0.2467
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 23.53
Evaluated at bid price : 23.84
Bid-YTW : 3.88 % |
| TD.PF.C |
FixedReset Disc |
Quote: 22.75 – 23.23
Spot Rate : 0.4800
Average : 0.3211
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-24
Maturity Price : 22.20
Evaluated at bid price : 22.75
Bid-YTW : 3.70 % |
Posted in Market Action | No Comments »
Wednesday, March 24th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
0.9933 % |
2,352.0 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.9933 % |
4,315.7 |
| Floater |
3.72 % |
3.71 % |
61,507 |
18.05 |
3 |
0.9933 % |
2,487.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0130 % |
3,672.7 |
| SplitShare |
4.77 % |
4.33 % |
42,211 |
3.61 |
9 |
-0.0130 % |
4,386.0 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0130 % |
3,422.2 |
| Perpetual-Premium |
5.30 % |
-3.11 % |
80,212 |
0.09 |
21 |
0.0764 % |
3,252.7 |
| Perpetual-Discount |
4.94 % |
4.99 % |
82,106 |
15.53 |
13 |
0.5403 % |
3,759.0 |
| FixedReset Disc |
4.35 % |
3.80 % |
196,340 |
17.30 |
52 |
0.1084 % |
2,667.0 |
| Insurance Straight |
4.99 % |
4.57 % |
91,082 |
15.45 |
22 |
0.2384 % |
3,650.9 |
| FloatingReset |
2.94 % |
3.24 % |
52,591 |
19.14 |
2 |
-0.2685 % |
2,393.9 |
| FixedReset Prem |
5.05 % |
3.44 % |
237,401 |
1.00 |
26 |
0.3082 % |
2,739.2 |
| FixedReset Bank Non |
1.81 % |
2.30 % |
227,495 |
0.85 |
1 |
0.0802 % |
2,888.5 |
| FixedReset Ins Non |
4.41 % |
3.83 % |
144,278 |
17.48 |
22 |
0.1636 % |
2,791.6 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.G |
FixedReset Disc |
-3.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 4.62 % |
| TRP.PR.A |
FixedReset Disc |
-1.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 16.74
Evaluated at bid price : 16.74
Bid-YTW : 4.53 % |
| BAM.PR.Z |
FixedReset Disc |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 22.18
Evaluated at bid price : 22.50
Bid-YTW : 4.46 % |
| NA.PR.S |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 22.65
Evaluated at bid price : 23.40
Bid-YTW : 3.71 % |
| SLF.PR.I |
FixedReset Ins Non |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.48
Evaluated at bid price : 24.10
Bid-YTW : 3.83 % |
| CIU.PR.A |
Perpetual-Discount |
1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.95
Evaluated at bid price : 24.20
Bid-YTW : 4.78 % |
| TD.PF.I |
FixedReset Disc |
1.19 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : 3.85 % |
| BAM.PF.E |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 4.57 % |
| TD.PF.M |
FixedReset Prem |
1.54 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.40
Bid-YTW : 3.57 % |
| BAM.PR.R |
FixedReset Disc |
1.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 4.56 % |
| CU.PR.F |
Perpetual-Discount |
1.93 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.49
Evaluated at bid price : 23.75
Bid-YTW : 4.77 % |
| BAM.PF.B |
FixedReset Disc |
2.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 4.39 % |
| CU.PR.G |
Perpetual-Discount |
2.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.55
Evaluated at bid price : 23.82
Bid-YTW : 4.75 % |
| BAM.PF.G |
FixedReset Disc |
2.96 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.53 % |
| BAM.PR.K |
Floater |
3.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 11.43
Evaluated at bid price : 11.43
Bid-YTW : 3.75 % |
| BIP.PR.B |
FixedReset Prem |
3.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 4.24 % |
| IFC.PR.C |
FixedReset Ins Non |
3.89 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 22.08
Evaluated at bid price : 22.70
Bid-YTW : 3.98 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| MFC.PR.I |
FixedReset Ins Non |
103,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.94
Evaluated at bid price : 24.32
Bid-YTW : 3.99 % |
| RY.PR.J |
FixedReset Disc |
75,700 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.04
Evaluated at bid price : 24.49
Bid-YTW : 3.62 % |
| BAM.PR.B |
Floater |
63,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 11.55
Evaluated at bid price : 11.55
Bid-YTW : 3.71 % |
| BAM.PF.J |
FixedReset Prem |
51,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 23.65
Evaluated at bid price : 25.00
Bid-YTW : 4.69 % |
| BAM.PF.B |
FixedReset Disc |
42,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 4.39 % |
| BAM.PR.C |
Floater |
36,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 11.59
Evaluated at bid price : 11.59
Bid-YTW : 3.70 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| MFC.PR.F |
FixedReset Ins Non |
Quote: 16.92 – 17.99
Spot Rate : 1.0700
Average : 0.6912
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 16.92
Evaluated at bid price : 16.92
Bid-YTW : 3.56 % |
| TRP.PR.G |
FixedReset Disc |
Quote: 20.71 – 21.43
Spot Rate : 0.7200
Average : 0.4617
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 20.71
Evaluated at bid price : 20.71
Bid-YTW : 4.62 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 19.31 – 20.50
Spot Rate : 1.1900
Average : 0.9868
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 4.50 % |
| CU.PR.D |
Perpetual-Discount |
Quote: 24.55 – 25.11
Spot Rate : 0.5600
Average : 0.4335
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 24.29
Evaluated at bid price : 24.55
Bid-YTW : 5.02 % |
| POW.PR.G |
Perpetual-Premium |
Quote: 25.58 – 25.99
Spot Rate : 0.4100
Average : 0.2971
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-15
Maturity Price : 25.00
Evaluated at bid price : 25.58
Bid-YTW : -3.11 % |
| BAM.PF.A |
FixedReset Disc |
Quote: 22.91 – 23.35
Spot Rate : 0.4400
Average : 0.3298
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-23
Maturity Price : 22.44
Evaluated at bid price : 22.91
Bid-YTW : 4.40 % |
Posted in Market Action | No Comments »
Monday, March 22nd, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
1.0629 % |
2,328.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.0629 % |
4,273.3 |
| Floater |
3.76 % |
3.71 % |
60,620 |
18.06 |
3 |
1.0629 % |
2,462.7 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0304 % |
3,673.2 |
| SplitShare |
4.77 % |
4.20 % |
42,604 |
3.62 |
9 |
-0.0304 % |
4,386.6 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0304 % |
3,422.6 |
| Perpetual-Premium |
5.30 % |
-1.73 % |
79,223 |
0.09 |
21 |
-0.0037 % |
3,250.2 |
| Perpetual-Discount |
4.96 % |
5.01 % |
80,819 |
15.46 |
13 |
0.3028 % |
3,738.8 |
| FixedReset Disc |
4.36 % |
3.87 % |
196,563 |
17.26 |
52 |
-0.0944 % |
2,664.1 |
| Insurance Straight |
5.00 % |
4.66 % |
91,775 |
15.46 |
22 |
-0.0437 % |
3,642.2 |
| FloatingReset |
2.93 % |
3.22 % |
48,471 |
19.18 |
2 |
-0.9967 % |
2,400.4 |
| FixedReset Prem |
5.06 % |
3.50 % |
233,394 |
1.00 |
26 |
-0.0015 % |
2,730.7 |
| FixedReset Bank Non |
1.81 % |
2.39 % |
228,117 |
0.85 |
1 |
0.1606 % |
2,886.2 |
| FixedReset Ins Non |
4.42 % |
3.83 % |
145,244 |
17.46 |
22 |
-0.0347 % |
2,787.0 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PF.G |
FixedReset Disc |
-2.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 19.91
Evaluated at bid price : 19.91
Bid-YTW : 4.66 % |
| TRP.PR.B |
FixedReset Disc |
-2.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 12.44
Evaluated at bid price : 12.44
Bid-YTW : 4.32 % |
| SLF.PR.J |
FloatingReset |
-2.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 2.60 % |
| IAF.PR.G |
FixedReset Ins Non |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 23.76
Evaluated at bid price : 24.20
Bid-YTW : 3.94 % |
| SLF.PR.E |
Insurance Straight |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 24.29
Evaluated at bid price : 24.60
Bid-YTW : 4.57 % |
| BIP.PR.B |
FixedReset Prem |
-1.16 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 4.97 % |
| TD.PF.E |
FixedReset Disc |
-1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 22.71
Evaluated at bid price : 23.80
Bid-YTW : 3.87 % |
| BAM.PR.X |
FixedReset Disc |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 15.90
Evaluated at bid price : 15.90
Bid-YTW : 4.40 % |
| BAM.PF.A |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 22.47
Evaluated at bid price : 22.95
Bid-YTW : 4.39 % |
| SLF.PR.I |
FixedReset Ins Non |
1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 23.77
Evaluated at bid price : 24.35
Bid-YTW : 3.79 % |
| TRP.PR.A |
FixedReset Disc |
1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 17.05
Evaluated at bid price : 17.05
Bid-YTW : 4.45 % |
| BAM.PR.Z |
FixedReset Disc |
1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 22.50
Evaluated at bid price : 22.85
Bid-YTW : 4.39 % |
| MFC.PR.L |
FixedReset Ins Non |
1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 21.43
Evaluated at bid price : 21.43
Bid-YTW : 3.81 % |
| BAM.PR.C |
Floater |
1.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 11.59
Evaluated at bid price : 11.59
Bid-YTW : 3.70 % |
| BAM.PR.B |
Floater |
1.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 11.55
Evaluated at bid price : 11.55
Bid-YTW : 3.71 % |
| CU.PR.E |
Perpetual-Discount |
1.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 24.62
Evaluated at bid price : 24.93
Bid-YTW : 4.94 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.X |
FixedReset Prem |
64,800 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-15
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 1.10 % |
| TRP.PR.E |
FixedReset Disc |
52,200 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 4.49 % |
| RY.PR.J |
FixedReset Disc |
51,600 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 23.01
Evaluated at bid price : 24.41
Bid-YTW : 3.63 % |
| TRP.PR.K |
FixedReset Prem |
49,100 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 4.34 % |
| BAM.PR.B |
Floater |
47,600 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 11.55
Evaluated at bid price : 11.55
Bid-YTW : 3.71 % |
| PWF.PR.S |
Perpetual-Discount |
44,700 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 23.96
Evaluated at bid price : 24.22
Bid-YTW : 5.01 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.K |
Floater |
Quote: 11.09 – 15.88
Spot Rate : 4.7900
Average : 2.7804
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 11.09
Evaluated at bid price : 11.09
Bid-YTW : 3.86 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 19.31 – 20.50
Spot Rate : 1.1900
Average : 0.7639
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 4.49 % |
| BAM.PF.G |
FixedReset Disc |
Quote: 19.91 – 20.70
Spot Rate : 0.7900
Average : 0.5394
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 19.91
Evaluated at bid price : 19.91
Bid-YTW : 4.66 % |
| BAM.PR.R |
FixedReset Disc |
Quote: 17.81 – 18.80
Spot Rate : 0.9900
Average : 0.7613
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 17.81
Evaluated at bid price : 17.81
Bid-YTW : 4.64 % |
| BAM.PF.E |
FixedReset Disc |
Quote: 19.25 – 19.90
Spot Rate : 0.6500
Average : 0.4245
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-22
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 4.62 % |
| RY.PR.P |
Perpetual-Premium |
Quote: 26.20 – 26.78
Spot Rate : 0.5800
Average : 0.3618
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-21
Maturity Price : 26.00
Evaluated at bid price : 26.20
Bid-YTW : 0.06 % |
Posted in Market Action | No Comments »
Friday, March 19th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
-1.4261 % |
2,304.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.4261 % |
4,228.3 |
| Floater |
3.80 % |
3.77 % |
59,501 |
17.94 |
3 |
-1.4261 % |
2,436.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0239 % |
3,674.3 |
| SplitShare |
4.77 % |
4.19 % |
39,529 |
3.62 |
9 |
0.0239 % |
4,387.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0239 % |
3,423.6 |
| Perpetual-Premium |
5.30 % |
-0.91 % |
77,719 |
0.09 |
21 |
0.0354 % |
3,250.3 |
| Perpetual-Discount |
4.98 % |
5.01 % |
81,731 |
15.46 |
13 |
-0.1273 % |
3,727.6 |
| FixedReset Disc |
4.35 % |
3.87 % |
197,074 |
17.20 |
52 |
-0.0035 % |
2,666.7 |
| Insurance Straight |
5.00 % |
4.66 % |
92,280 |
15.46 |
22 |
-0.0473 % |
3,643.8 |
| FloatingReset |
2.95 % |
3.27 % |
49,832 |
19.07 |
2 |
0.7363 % |
2,424.5 |
| FixedReset Prem |
5.06 % |
3.66 % |
242,543 |
1.01 |
26 |
0.0331 % |
2,730.8 |
| FixedReset Bank Non |
1.81 % |
2.57 % |
227,586 |
0.86 |
1 |
-0.3201 % |
2,881.6 |
| FixedReset Ins Non |
4.42 % |
3.86 % |
149,195 |
17.43 |
22 |
-0.4497 % |
2,788.0 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| IFC.PR.C |
FixedReset Ins Non |
-4.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 21.51
Evaluated at bid price : 21.85
Bid-YTW : 4.19 % |
| BAM.PR.K |
Floater |
-2.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 11.09
Evaluated at bid price : 11.09
Bid-YTW : 3.86 % |
| MFC.PR.L |
FixedReset Ins Non |
-2.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 3.90 % |
| MFC.PR.F |
FixedReset Ins Non |
-1.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 16.82
Evaluated at bid price : 16.82
Bid-YTW : 3.63 % |
| TRP.PR.C |
FixedReset Disc |
-1.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 13.58
Evaluated at bid price : 13.58
Bid-YTW : 4.48 % |
| BAM.PF.A |
FixedReset Disc |
-1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 22.31
Evaluated at bid price : 22.71
Bid-YTW : 4.47 % |
| BAM.PR.R |
FixedReset Disc |
-1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 4.68 % |
| TRP.PR.A |
FixedReset Disc |
-1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 4.55 % |
| MFC.PR.I |
FixedReset Ins Non |
-1.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 23.96
Evaluated at bid price : 24.33
Bid-YTW : 4.02 % |
| RY.PR.J |
FixedReset Disc |
1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 23.10
Evaluated at bid price : 24.64
Bid-YTW : 3.61 % |
| TD.PF.E |
FixedReset Disc |
1.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 22.83
Evaluated at bid price : 24.07
Bid-YTW : 3.84 % |
| SLF.PR.J |
FloatingReset |
1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 14.60
Evaluated at bid price : 14.60
Bid-YTW : 2.59 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| RY.PR.Z |
FixedReset Disc |
223,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 22.42
Evaluated at bid price : 23.00
Bid-YTW : 3.57 % |
| RY.PR.J |
FixedReset Disc |
119,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 23.10
Evaluated at bid price : 24.64
Bid-YTW : 3.61 % |
| RY.PR.S |
FixedReset Disc |
82,200 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 23.20
Evaluated at bid price : 24.50
Bid-YTW : 3.60 % |
| TD.PF.A |
FixedReset Disc |
81,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 22.31
Evaluated at bid price : 22.90
Bid-YTW : 3.63 % |
| BAM.PR.R |
FixedReset Disc |
63,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 4.68 % |
| IAF.PR.I |
FixedReset Ins Non |
51,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 23.50
Evaluated at bid price : 24.80
Bid-YTW : 3.82 % |
| There were 54 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.R |
FixedReset Disc |
Quote: 17.80 – 18.62
Spot Rate : 0.8200
Average : 0.5106
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 4.68 % |
| IFC.PR.C |
FixedReset Ins Non |
Quote: 21.85 – 22.75
Spot Rate : 0.9000
Average : 0.5973
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 21.51
Evaluated at bid price : 21.85
Bid-YTW : 4.19 % |
| MFC.PR.L |
FixedReset Ins Non |
Quote: 21.10 – 21.93
Spot Rate : 0.8300
Average : 0.5818
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 3.90 % |
| TRP.PR.A |
FixedReset Disc |
Quote: 16.80 – 17.30
Spot Rate : 0.5000
Average : 0.2840
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 4.55 % |
| BAM.PF.A |
FixedReset Disc |
Quote: 22.71 – 23.29
Spot Rate : 0.5800
Average : 0.3834
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-19
Maturity Price : 22.31
Evaluated at bid price : 22.71
Bid-YTW : 4.47 % |
| BMO.PR.F |
FixedReset Prem |
Quote: 25.76 – 26.24
Spot Rate : 0.4800
Average : 0.3030
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.76
Bid-YTW : 4.20 % |
Posted in Market Action | No Comments »
Thursday, March 18th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
0.6149 % |
2,337.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.6149 % |
4,289.5 |
| Floater |
3.74 % |
3.74 % |
59,408 |
18.00 |
3 |
0.6149 % |
2,472.1 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1148 % |
3,673.5 |
| SplitShare |
4.77 % |
4.28 % |
39,422 |
3.62 |
9 |
-0.1148 % |
4,386.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1148 % |
3,422.8 |
| Perpetual-Premium |
5.31 % |
-0.61 % |
74,863 |
0.09 |
21 |
0.0205 % |
3,249.2 |
| Perpetual-Discount |
4.97 % |
5.00 % |
82,183 |
15.48 |
13 |
0.0350 % |
3,732.3 |
| FixedReset Disc |
4.35 % |
3.89 % |
191,374 |
17.22 |
52 |
0.3259 % |
2,666.8 |
| Insurance Straight |
4.99 % |
4.59 % |
91,152 |
4.61 |
22 |
0.1165 % |
3,645.6 |
| FloatingReset |
2.97 % |
3.27 % |
49,259 |
19.08 |
2 |
-0.2670 % |
2,406.8 |
| FixedReset Prem |
5.06 % |
3.57 % |
236,694 |
1.01 |
26 |
0.1054 % |
2,729.9 |
| FixedReset Bank Non |
1.81 % |
2.17 % |
220,845 |
0.43 |
1 |
-0.0400 % |
2,890.8 |
| FixedReset Ins Non |
4.40 % |
3.84 % |
148,344 |
17.44 |
22 |
0.1916 % |
2,800.6 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.R |
FixedReset Disc |
1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 18.04
Evaluated at bid price : 18.04
Bid-YTW : 4.62 % |
| SLF.PR.G |
FixedReset Ins Non |
1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 14.98
Evaluated at bid price : 14.98
Bid-YTW : 3.85 % |
| BAM.PF.G |
FixedReset Disc |
1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 4.55 % |
| CM.PR.Q |
FixedReset Disc |
1.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 22.78
Evaluated at bid price : 23.90
Bid-YTW : 3.79 % |
| BAM.PF.F |
FixedReset Disc |
6.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 21.76
Evaluated at bid price : 22.07
Bid-YTW : 4.42 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| RY.PR.Z |
FixedReset Disc |
218,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 22.41
Evaluated at bid price : 22.98
Bid-YTW : 3.57 % |
| RY.PR.Q |
FixedReset Prem |
196,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-24
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 0.32 % |
| TD.PF.A |
FixedReset Disc |
171,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 22.37
Evaluated at bid price : 23.00
Bid-YTW : 3.61 % |
| BMO.PR.S |
FixedReset Disc |
86,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 22.65
Evaluated at bid price : 23.40
Bid-YTW : 3.63 % |
| PVS.PR.D |
SplitShare |
84,900 |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2021-10-08
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 2.55 % |
| BNS.PR.E |
FixedReset Prem |
81,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-25
Maturity Price : 25.00
Evaluated at bid price : 25.29
Bid-YTW : 1.57 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| SLF.PR.G |
FixedReset Ins Non |
Quote: 14.98 – 15.75
Spot Rate : 0.7700
Average : 0.5272
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 14.98
Evaluated at bid price : 14.98
Bid-YTW : 3.85 % |
| MFC.PR.C |
Insurance Straight |
Quote: 24.42 – 24.68
Spot Rate : 0.2600
Average : 0.1605
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-18
Maturity Price : 24.16
Evaluated at bid price : 24.42
Bid-YTW : 4.62 % |
| PVS.PR.F |
SplitShare |
Quote: 25.45 – 25.65
Spot Rate : 0.2000
Average : 0.1369
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 4.31 % |
| PVS.PR.E |
SplitShare |
Quote: 25.65 – 25.89
Spot Rate : 0.2400
Average : 0.1784
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-17
Maturity Price : 25.50
Evaluated at bid price : 25.65
Bid-YTW : 0.20 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 25.81 – 26.19
Spot Rate : 0.3800
Average : 0.3206
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 4.72 % |
| IFC.PR.I |
Perpetual-Premium |
Quote: 26.00 – 26.59
Spot Rate : 0.5900
Average : 0.5388
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 4.79 % |
Posted in Market Action | No Comments »
Wednesday, March 17th, 2021
PerpetualDiscounts now yield 5.00%, equivalent to 6.50% interest at the standard equivalency factor of 1.3x. Long corporates now yield 3.37%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is slightly (and perhaps spuriously) narrower at 315bp than the 320bp reported March 10.
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
-0.2337 % |
2,323.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2337 % |
4,263.3 |
| Floater |
3.77 % |
3.76 % |
59,709 |
17.96 |
3 |
-0.2337 % |
2,457.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3713 % |
3,677.7 |
| SplitShare |
4.77 % |
4.11 % |
38,931 |
3.63 |
9 |
-0.3713 % |
4,391.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3713 % |
3,426.8 |
| Perpetual-Premium |
5.31 % |
-0.68 % |
75,768 |
0.09 |
21 |
0.0429 % |
3,248.5 |
| Perpetual-Discount |
4.97 % |
5.00 % |
81,102 |
15.47 |
13 |
0.0032 % |
3,731.0 |
| FixedReset Disc |
4.37 % |
3.87 % |
191,790 |
17.22 |
52 |
0.4153 % |
2,658.1 |
| Insurance Straight |
5.00 % |
4.64 % |
87,209 |
15.50 |
22 |
0.2281 % |
3,641.3 |
| FloatingReset |
2.96 % |
3.27 % |
48,835 |
19.08 |
2 |
0.2677 % |
2,413.3 |
| FixedReset Prem |
5.07 % |
3.69 % |
237,229 |
1.01 |
26 |
0.0437 % |
2,727.0 |
| FixedReset Bank Non |
1.80 % |
2.06 % |
204,480 |
0.44 |
1 |
0.0801 % |
2,892.0 |
| FixedReset Ins Non |
4.41 % |
3.86 % |
149,304 |
17.42 |
22 |
0.0896 % |
2,795.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PF.F |
FixedReset Disc |
-6.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 4.72 % |
| RS.PR.A |
SplitShare |
-3.00 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-12-31
Maturity Price : 10.00
Evaluated at bid price : 10.33
Bid-YTW : 4.76 % |
| TRP.PR.C |
FixedReset Disc |
-1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 13.71
Evaluated at bid price : 13.71
Bid-YTW : 4.44 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 22.02
Evaluated at bid price : 22.60
Bid-YTW : 4.03 % |
| IFC.PR.G |
FixedReset Ins Non |
-1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 22.47
Evaluated at bid price : 22.90
Bid-YTW : 4.04 % |
| CM.PR.Q |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 22.58
Evaluated at bid price : 23.50
Bid-YTW : 3.87 % |
| MFC.PR.H |
FixedReset Ins Non |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 24.68
Evaluated at bid price : 25.01
Bid-YTW : 4.15 % |
| TRP.PR.D |
FixedReset Disc |
1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 19.41
Evaluated at bid price : 19.41
Bid-YTW : 4.55 % |
| BIP.PR.E |
FixedReset Disc |
1.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 23.56
Evaluated at bid price : 24.95
Bid-YTW : 4.94 % |
| CIU.PR.A |
Perpetual-Discount |
1.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 4.81 % |
| TD.PF.K |
FixedReset Disc |
1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 23.24
Evaluated at bid price : 24.45
Bid-YTW : 3.80 % |
| BAM.PR.R |
FixedReset Disc |
1.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 17.84
Evaluated at bid price : 17.84
Bid-YTW : 4.67 % |
| TD.PF.E |
FixedReset Disc |
2.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 22.78
Evaluated at bid price : 23.95
Bid-YTW : 3.86 % |
| TRP.PR.E |
FixedReset Disc |
6.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 19.21
Evaluated at bid price : 19.21
Bid-YTW : 4.55 % |
| PWF.PR.P |
FixedReset Disc |
15.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 14.95
Evaluated at bid price : 14.95
Bid-YTW : 4.16 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.X |
FixedReset Prem |
114,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-15
Maturity Price : 25.00
Evaluated at bid price : 25.29
Bid-YTW : 1.25 % |
| RY.PR.Q |
FixedReset Prem |
112,479 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-24
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 1.81 % |
| SLF.PR.I |
FixedReset Ins Non |
83,090 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 23.22
Evaluated at bid price : 23.85
Bid-YTW : 3.90 % |
| BAM.PR.C |
Floater |
65,095 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 11.40
Evaluated at bid price : 11.40
Bid-YTW : 3.76 % |
| TD.PF.I |
FixedReset Disc |
64,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 23.73
Evaluated at bid price : 25.10
Bid-YTW : 4.01 % |
| BAM.PR.B |
Floater |
56,625 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 11.35
Evaluated at bid price : 11.35
Bid-YTW : 3.77 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PF.F |
FixedReset Disc |
Quote: 20.77 – 22.35
Spot Rate : 1.5800
Average : 0.8711
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 4.72 % |
| PWF.PR.T |
FixedReset Disc |
Quote: 21.77 – 22.88
Spot Rate : 1.1100
Average : 0.6616
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 21.43
Evaluated at bid price : 21.77
Bid-YTW : 4.06 % |
| BAM.PR.T |
FixedReset Disc |
Quote: 18.18 – 19.15
Spot Rate : 0.9700
Average : 0.6687
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 18.18
Evaluated at bid price : 18.18
Bid-YTW : 4.60 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.50 – 23.96
Spot Rate : 0.4600
Average : 0.3137
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-17
Maturity Price : 22.58
Evaluated at bid price : 23.50
Bid-YTW : 3.87 % |
| PVS.PR.I |
SplitShare |
Quote: 25.56 – 25.88
Spot Rate : 0.3200
Average : 0.2301
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.56
Bid-YTW : 4.26 % |
| CU.PR.I |
FixedReset Prem |
Quote: 26.00 – 26.40
Spot Rate : 0.4000
Average : 0.3116
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 3.63 % |
Posted in Market Action | No Comments »
Tuesday, March 16th, 2021
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
-0.4073 % |
2,328.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.4073 % |
4,273.3 |
| Floater |
3.76 % |
3.76 % |
59,108 |
17.96 |
3 |
-0.4073 % |
2,462.7 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2228 % |
3,691.4 |
| SplitShare |
4.75 % |
4.00 % |
38,658 |
3.63 |
9 |
0.2228 % |
4,408.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2228 % |
3,439.5 |
| Perpetual-Premium |
5.31 % |
-0.58 % |
75,247 |
0.09 |
21 |
0.0672 % |
3,247.1 |
| Perpetual-Discount |
4.97 % |
4.99 % |
78,903 |
15.47 |
13 |
-0.1653 % |
3,730.9 |
| FixedReset Disc |
4.39 % |
3.93 % |
190,418 |
17.12 |
52 |
-0.1029 % |
2,647.1 |
| Insurance Straight |
5.01 % |
4.66 % |
85,927 |
15.47 |
22 |
0.0493 % |
3,633.0 |
| FloatingReset |
2.97 % |
3.29 % |
44,971 |
19.02 |
2 |
-0.5988 % |
2,406.8 |
| FixedReset Prem |
5.07 % |
3.57 % |
224,999 |
1.01 |
26 |
0.1206 % |
2,725.8 |
| FixedReset Bank Non |
1.81 % |
2.22 % |
211,668 |
0.87 |
1 |
-0.0800 % |
2,889.7 |
| FixedReset Ins Non |
4.41 % |
3.86 % |
146,000 |
17.40 |
22 |
-0.3758 % |
2,792.7 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| PWF.PR.P |
FixedReset Disc |
-15.86 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 4.77 % |
| BAM.PR.R |
FixedReset Disc |
-2.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 4.76 % |
| MFC.PR.L |
FixedReset Ins Non |
-1.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 21.31
Evaluated at bid price : 21.31
Bid-YTW : 3.86 % |
| TRP.PR.F |
FloatingReset |
-1.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 15.38
Evaluated at bid price : 15.38
Bid-YTW : 3.29 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 3.87 % |
| BIP.PR.E |
FixedReset Disc |
-1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 23.42
Evaluated at bid price : 24.61
Bid-YTW : 5.03 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 22.20
Evaluated at bid price : 22.90
Bid-YTW : 3.97 % |
| BIP.PR.A |
FixedReset Disc |
-1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 21.69
Evaluated at bid price : 22.03
Bid-YTW : 5.03 % |
| CIU.PR.A |
Perpetual-Discount |
-1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 23.34
Evaluated at bid price : 23.63
Bid-YTW : 4.89 % |
| TD.PF.E |
FixedReset Disc |
-1.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 22.54
Evaluated at bid price : 23.44
Bid-YTW : 3.97 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 3.90 % |
| GWO.PR.Q |
Insurance Straight |
-1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 24.49
Evaluated at bid price : 24.80
Bid-YTW : 5.19 % |
| BAM.PR.B |
Floater |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 11.40
Evaluated at bid price : 11.40
Bid-YTW : 3.76 % |
| BAM.PF.C |
Perpetual-Discount |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 23.80
Evaluated at bid price : 24.05
Bid-YTW : 5.04 % |
| MFC.PR.F |
FixedReset Ins Non |
1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 16.95
Evaluated at bid price : 16.95
Bid-YTW : 3.60 % |
| IFC.PR.I |
Perpetual-Premium |
1.35 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 4.64 % |
| RS.PR.A |
SplitShare |
1.43 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-12-31
Maturity Price : 10.00
Evaluated at bid price : 10.65
Bid-YTW : 4.02 % |
| TRP.PR.C |
FixedReset Disc |
1.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 4.38 % |
| TRP.PR.B |
FixedReset Disc |
1.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 12.56
Evaluated at bid price : 12.56
Bid-YTW : 4.32 % |
| RY.PR.M |
FixedReset Disc |
2.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 22.56
Evaluated at bid price : 23.50
Bid-YTW : 3.67 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| SLF.PR.A |
Insurance Straight |
274,188 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 24.56
Evaluated at bid price : 24.81
Bid-YTW : 4.79 % |
| TD.PF.G |
FixedReset Prem |
202,852 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.29
Bid-YTW : 1.33 % |
| TD.PF.H |
FixedReset Prem |
202,750 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 2.27 % |
| TRP.PR.J |
FixedReset Prem |
76,390 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 2.01 % |
| NA.PR.A |
FixedReset Prem |
71,400 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-15
Maturity Price : 25.00
Evaluated at bid price : 25.47
Bid-YTW : 1.98 % |
| PWF.PR.P |
FixedReset Disc |
68,398 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 4.77 % |
| There were 40 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.K |
Floater |
Quote: 11.44 – 15.88
Spot Rate : 4.4400
Average : 2.9553
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 11.44
Evaluated at bid price : 11.44
Bid-YTW : 3.74 % |
| PWF.PR.P |
FixedReset Disc |
Quote: 13.00 – 15.75
Spot Rate : 2.7500
Average : 1.5251
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 4.77 % |
| CM.PR.R |
FixedReset Disc |
Quote: 25.15 – 26.00
Spot Rate : 0.8500
Average : 0.5065
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 23.83
Evaluated at bid price : 25.15
Bid-YTW : 4.35 % |
| TD.PF.E |
FixedReset Disc |
Quote: 23.44 – 24.29
Spot Rate : 0.8500
Average : 0.5461
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 22.54
Evaluated at bid price : 23.44
Bid-YTW : 3.97 % |
| TRP.PR.C |
FixedReset Disc |
Quote: 13.90 – 15.00
Spot Rate : 1.1000
Average : 0.8031
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-16
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 4.38 % |
| RY.PR.O |
Perpetual-Premium |
Quote: 25.38 – 25.99
Spot Rate : 0.6100
Average : 0.4051
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-11-24
Maturity Price : 25.25
Evaluated at bid price : 25.38
Bid-YTW : 4.79 % |
Posted in Market Action | No Comments »
Tuesday, March 16th, 2021
I could have sworn I posted this last night … but the day after PrefLetter goes out is always a little incoherent!
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices
Values are provisional and are finalized monthly |
| 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 |
1.1180 % |
2,338.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.1180 % |
4,290.8 |
| Floater |
3.74 % |
3.74 % |
59,671 |
18.00 |
3 |
1.1180 % |
2,472.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3169 % |
3,683.2 |
| SplitShare |
4.76 % |
3.98 % |
40,031 |
3.63 |
9 |
0.3169 % |
4,398.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3169 % |
3,431.9 |
| Perpetual-Premium |
5.31 % |
0.28 % |
75,786 |
0.09 |
21 |
0.1982 % |
3,244.9 |
| Perpetual-Discount |
4.96 % |
4.99 % |
79,662 |
15.49 |
13 |
0.0414 % |
3,737.1 |
| FixedReset Disc |
4.38 % |
3.92 % |
185,594 |
17.11 |
52 |
0.0549 % |
2,649.8 |
| Insurance Straight |
5.01 % |
4.62 % |
84,769 |
15.47 |
22 |
0.0621 % |
3,631.2 |
| FloatingReset |
2.95 % |
3.23 % |
43,050 |
19.16 |
2 |
0.4679 % |
2,421.3 |
| FixedReset Prem |
5.08 % |
3.87 % |
227,465 |
1.02 |
26 |
-0.0753 % |
2,722.5 |
| FixedReset Bank Non |
1.80 % |
2.04 % |
218,951 |
0.44 |
1 |
0.0400 % |
2,892.0 |
| FixedReset Ins Non |
4.39 % |
3.82 % |
146,082 |
17.48 |
22 |
0.4100 % |
2,803.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.Z |
FixedReset Disc |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 22.18
Evaluated at bid price : 22.50
Bid-YTW : 4.48 % |
| TRP.PR.A |
FixedReset Disc |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 16.99
Evaluated at bid price : 16.99
Bid-YTW : 4.50 % |
| BAM.PF.G |
FixedReset Disc |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 4.61 % |
| TRP.PR.B |
FixedReset Disc |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 12.34
Evaluated at bid price : 12.34
Bid-YTW : 4.40 % |
| BAM.PR.B |
Floater |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 11.52
Evaluated at bid price : 11.52
Bid-YTW : 3.72 % |
| MFC.PR.J |
FixedReset Ins Non |
1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 23.45
Evaluated at bid price : 23.78
Bid-YTW : 3.92 % |
| MFC.PR.F |
FixedReset Ins Non |
1.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 16.77
Evaluated at bid price : 16.77
Bid-YTW : 3.63 % |
| CIU.PR.A |
Perpetual-Discount |
1.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 23.66
Evaluated at bid price : 23.93
Bid-YTW : 4.83 % |
| BIP.PR.A |
FixedReset Disc |
1.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 21.89
Evaluated at bid price : 22.32
Bid-YTW : 4.96 % |
| IFC.PR.C |
FixedReset Ins Non |
1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 22.39
Evaluated at bid price : 23.25
Bid-YTW : 3.89 % |
| BIP.PR.E |
FixedReset Disc |
1.63 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 4.91 % |
| IFC.PR.A |
FixedReset Ins Non |
1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 18.40
Evaluated at bid price : 18.40
Bid-YTW : 3.81 % |
| RS.PR.A |
SplitShare |
1.74 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-12-31
Maturity Price : 10.00
Evaluated at bid price : 10.50
Bid-YTW : 4.36 % |
| IFC.PR.G |
FixedReset Ins Non |
1.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 22.66
Evaluated at bid price : 23.20
Bid-YTW : 3.98 % |
| BAM.PR.K |
Floater |
1.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 11.40
Evaluated at bid price : 11.40
Bid-YTW : 3.76 % |
| RY.PR.J |
FixedReset Disc |
2.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 23.01
Evaluated at bid price : 24.40
Bid-YTW : 3.66 % |
| TRP.PR.C |
FixedReset Disc |
3.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 13.68
Evaluated at bid price : 13.68
Bid-YTW : 4.45 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TD.PF.G |
FixedReset Prem |
256,087 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.29
Bid-YTW : 1.30 % |
| SLF.PR.B |
Insurance Straight |
115,517 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 24.50
Evaluated at bid price : 24.75
Bid-YTW : 4.85 % |
| CM.PR.R |
FixedReset Disc |
98,780 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 4.04 % |
| PWF.PR.P |
FixedReset Disc |
86,600 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 15.45
Evaluated at bid price : 15.45
Bid-YTW : 4.03 % |
| RY.PR.Q |
FixedReset Prem |
39,790 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-24
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 1.76 % |
| SLF.PR.A |
Insurance Straight |
35,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 24.59
Evaluated at bid price : 24.84
Bid-YTW : 4.78 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| PWF.PR.E |
Perpetual-Premium |
Quote: 25.48 – 27.30
Spot Rate : 1.8200
Average : 1.0316
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-14
Maturity Price : 25.00
Evaluated at bid price : 25.48
Bid-YTW : -9.78 % |
| BAM.PR.T |
FixedReset Disc |
Quote: 18.25 – 19.15
Spot Rate : 0.9000
Average : 0.5559
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 4.58 % |
| BAM.PR.Z |
FixedReset Disc |
Quote: 22.50 – 23.11
Spot Rate : 0.6100
Average : 0.4398
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 22.18
Evaluated at bid price : 22.50
Bid-YTW : 4.48 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 18.40 – 18.95
Spot Rate : 0.5500
Average : 0.4057
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 18.40
Evaluated at bid price : 18.40
Bid-YTW : 3.81 % |
| TRP.PR.A |
FixedReset Disc |
Quote: 16.99 – 17.30
Spot Rate : 0.3100
Average : 0.2008
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 16.99
Evaluated at bid price : 16.99
Bid-YTW : 4.50 % |
| BAM.PF.G |
FixedReset Disc |
Quote: 20.25 – 20.70
Spot Rate : 0.4500
Average : 0.3514
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-03-15
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 4.61 % |
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