Archive for June, 2021
Wednesday, June 30th, 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 |
-0.5836 % |
2,644.9 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.5836 % |
4,853.3 |
| Floater |
3.28 % |
3.24 % |
97,084 |
19.11 |
3 |
-0.5836 % |
2,797.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2383 % |
3,684.4 |
| SplitShare |
4.64 % |
4.02 % |
45,759 |
3.39 |
6 |
-0.2383 % |
4,400.0 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2383 % |
3,433.1 |
| Perpetual-Premium |
5.13 % |
-3.50 % |
65,269 |
0.09 |
30 |
-0.0805 % |
3,297.5 |
| Perpetual-Discount |
4.63 % |
4.56 % |
56,485 |
16.25 |
4 |
0.2224 % |
3,939.1 |
| FixedReset Disc |
4.06 % |
3.77 % |
142,285 |
17.90 |
40 |
-0.2904 % |
2,766.6 |
| Insurance Straight |
4.90 % |
0.47 % |
85,998 |
0.09 |
22 |
0.2288 % |
3,716.7 |
| FloatingReset |
2.80 % |
3.04 % |
39,196 |
19.61 |
2 |
0.2168 % |
2,606.6 |
| FixedReset Prem |
4.82 % |
2.95 % |
202,069 |
1.45 |
33 |
-0.2546 % |
2,760.3 |
| FixedReset Bank Non |
1.80 % |
2.16 % |
103,211 |
0.58 |
1 |
-0.0399 % |
2,895.4 |
| FixedReset Ins Non |
4.07 % |
3.51 % |
123,936 |
17.97 |
20 |
0.1276 % |
2,931.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PF.F |
FixedReset Disc |
-6.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 21.86
Evaluated at bid price : 22.17
Bid-YTW : 4.35 % |
| BAM.PR.K |
Floater |
-4.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.41 % |
| TRP.PR.A |
FixedReset Disc |
-2.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 4.07 % |
| BMO.PR.E |
FixedReset Prem |
-2.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.54
Evaluated at bid price : 25.15
Bid-YTW : 3.68 % |
| TD.PF.K |
FixedReset Prem |
-1.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.40
Evaluated at bid price : 24.71
Bid-YTW : 3.71 % |
| TRP.PR.E |
FixedReset Disc |
-1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 4.12 % |
| BAM.PR.X |
FixedReset Disc |
-1.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 17.16
Evaluated at bid price : 17.16
Bid-YTW : 4.04 % |
| TRP.PR.D |
FixedReset Disc |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 20.57
Evaluated at bid price : 20.57
Bid-YTW : 4.16 % |
| BIP.PR.B |
FixedReset Prem |
-1.19 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.58
Bid-YTW : 3.98 % |
| EIT.PR.A |
SplitShare |
-1.16 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.56
Bid-YTW : 4.02 % |
| NA.PR.E |
FixedReset Disc |
-1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.49
Evaluated at bid price : 24.67
Bid-YTW : 3.64 % |
| IFC.PR.C |
FixedReset Ins Non |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.91
Evaluated at bid price : 24.75
Bid-YTW : 3.61 % |
| SLF.PR.D |
Insurance Straight |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 24.68
Evaluated at bid price : 25.00
Bid-YTW : 4.45 % |
| MFC.PR.F |
FixedReset Ins Non |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 17.86
Evaluated at bid price : 17.86
Bid-YTW : 3.34 % |
| BAM.PR.Z |
FixedReset Disc |
1.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.54
Evaluated at bid price : 23.95
Bid-YTW : 4.15 % |
| BAM.PR.B |
Floater |
3.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 13.41
Evaluated at bid price : 13.41
Bid-YTW : 3.19 % |
| TRP.PR.G |
FixedReset Disc |
3.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 22.58
Evaluated at bid price : 23.50
Bid-YTW : 4.00 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| SLF.PR.I |
FixedReset Ins Non |
132,549 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 3.01 % |
| BMO.PR.S |
FixedReset Disc |
123,561 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 22.87
Evaluated at bid price : 23.75
Bid-YTW : 3.51 % |
| TRP.PR.K |
FixedReset Prem |
88,883 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.46
Bid-YTW : 3.36 % |
| CU.PR.C |
FixedReset Disc |
52,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 21.47
Evaluated at bid price : 21.80
Bid-YTW : 3.86 % |
| TD.PF.C |
FixedReset Disc |
36,839 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 22.76
Evaluated at bid price : 23.70
Bid-YTW : 3.49 % |
| MFC.PR.K |
FixedReset Ins Non |
26,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.03
Evaluated at bid price : 23.85
Bid-YTW : 3.42 % |
| There were 16 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: 22.17 – 24.02
Spot Rate : 1.8500
Average : 1.2628
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 21.86
Evaluated at bid price : 22.17
Bid-YTW : 4.35 % |
| GWO.PR.M |
Insurance Straight |
Quote: 25.80 – 26.80
Spot Rate : 1.0000
Average : 0.6436
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-30
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : -30.05 % |
| BAM.PR.K |
Floater |
Quote: 12.57 – 13.30
Spot Rate : 0.7300
Average : 0.4638
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.41 % |
| TD.PF.K |
FixedReset Prem |
Quote: 24.71 – 25.27
Spot Rate : 0.5600
Average : 0.3427
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 23.40
Evaluated at bid price : 24.71
Bid-YTW : 3.71 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 20.31 – 21.24
Spot Rate : 0.9300
Average : 0.7780
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-30
Maturity Price : 20.31
Evaluated at bid price : 20.31
Bid-YTW : 3.39 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.58 – 27.43
Spot Rate : 0.8500
Average : 0.7217
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.58
Bid-YTW : 3.98 % |
Posted in Market Action | No Comments »
Tuesday, June 29th, 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 |
-0.5802 % |
2,660.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.5802 % |
4,881.8 |
| Floater |
3.26 % |
3.24 % |
98,584 |
19.11 |
3 |
-0.5802 % |
2,813.4 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0451 % |
3,693.2 |
| SplitShare |
4.63 % |
3.88 % |
44,417 |
3.91 |
6 |
0.0451 % |
4,410.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0451 % |
3,441.3 |
| Perpetual-Premium |
5.13 % |
-3.68 % |
66,181 |
0.09 |
30 |
-0.0324 % |
3,300.2 |
| Perpetual-Discount |
4.64 % |
4.68 % |
54,214 |
16.05 |
4 |
-0.3124 % |
3,930.3 |
| FixedReset Disc |
4.04 % |
3.74 % |
146,433 |
17.92 |
40 |
0.1426 % |
2,774.6 |
| Insurance Straight |
4.91 % |
2.97 % |
87,951 |
0.10 |
22 |
-0.0357 % |
3,708.2 |
| FloatingReset |
2.81 % |
3.06 % |
40,736 |
19.56 |
2 |
0.4042 % |
2,600.9 |
| FixedReset Prem |
4.80 % |
2.84 % |
197,008 |
1.45 |
33 |
0.1222 % |
2,767.4 |
| FixedReset Bank Non |
1.80 % |
1.89 % |
107,466 |
0.16 |
1 |
0.1200 % |
2,896.6 |
| FixedReset Ins Non |
4.07 % |
3.49 % |
125,096 |
17.95 |
20 |
0.0888 % |
2,927.4 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.G |
FixedReset Disc |
-4.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.13
Evaluated at bid price : 22.69
Bid-YTW : 4.17 % |
| BAM.PR.Z |
FixedReset Disc |
-1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 23.10
Evaluated at bid price : 23.53
Bid-YTW : 4.23 % |
| TRP.PR.A |
FixedReset Disc |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 3.96 % |
| TRP.PR.K |
FixedReset Prem |
1.18 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.68
Bid-YTW : 2.38 % |
| GWO.PR.N |
FixedReset Ins Non |
1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 3.36 % |
| BIP.PR.B |
FixedReset Prem |
1.32 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.90
Bid-YTW : 3.67 % |
| MFC.PR.N |
FixedReset Ins Non |
1.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.71
Evaluated at bid price : 23.64
Bid-YTW : 3.47 % |
| CM.PR.S |
FixedReset Disc |
2.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 23.54
Evaluated at bid price : 24.60
Bid-YTW : 3.47 % |
| BAM.PF.F |
FixedReset Disc |
6.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.74
Evaluated at bid price : 23.60
Bid-YTW : 4.04 % |
| BAM.PF.G |
FixedReset Disc |
7.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.10
Evaluated at bid price : 22.60
Bid-YTW : 4.06 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CIU.PR.A |
Perpetual-Discount |
45,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 24.52
Evaluated at bid price : 24.77
Bid-YTW : 4.68 % |
| SLF.PR.E |
Insurance Straight |
31,915 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 24.68
Evaluated at bid price : 24.95
Bid-YTW : 4.52 % |
| W.PR.M |
FixedReset Prem |
17,201 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.28
Bid-YTW : 0.64 % |
| TRP.PR.K |
FixedReset Prem |
15,210 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.68
Bid-YTW : 2.38 % |
| MFC.PR.H |
FixedReset Ins Non |
14,825 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 2.23 % |
| BMO.PR.Q |
FixedReset Bank Non |
11,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-25
Maturity Price : 25.00
Evaluated at bid price : 25.04
Bid-YTW : 1.89 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| TRP.PR.G |
FixedReset Disc |
Quote: 22.69 – 24.22
Spot Rate : 1.5300
Average : 0.8765
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.13
Evaluated at bid price : 22.69
Bid-YTW : 4.17 % |
| BMO.PR.Y |
FixedReset Disc |
Quote: 23.92 – 24.40
Spot Rate : 0.4800
Average : 0.2839
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.80
Evaluated at bid price : 23.92
Bid-YTW : 3.65 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.65 – 23.25
Spot Rate : 0.6000
Average : 0.4194
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.13
Evaluated at bid price : 22.65
Bid-YTW : 4.85 % |
| SLF.PR.G |
FixedReset Ins Non |
Quote: 15.98 – 16.50
Spot Rate : 0.5200
Average : 0.3490
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 15.98
Evaluated at bid price : 15.98
Bid-YTW : 3.56 % |
| GWO.PR.Q |
Insurance Straight |
Quote: 25.30 – 25.70
Spot Rate : 0.4000
Average : 0.2660
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 0.38 % |
| TD.PF.E |
FixedReset Disc |
Quote: 24.10 – 24.50
Spot Rate : 0.4000
Average : 0.2705
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-29
Maturity Price : 22.87
Evaluated at bid price : 24.10
Bid-YTW : 3.79 % |
Posted in Market Action | No Comments »
Monday, June 28th, 2021
Getting back into the swing of things! It’s been a while!
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 |
1.8238 % |
2,676.0 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.8238 % |
4,910.3 |
| Floater |
3.24 % |
3.23 % |
99,894 |
19.14 |
3 |
1.8238 % |
2,829.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0967 % |
3,691.6 |
| SplitShare |
4.63 % |
3.93 % |
45,054 |
3.91 |
6 |
0.0967 % |
4,408.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0967 % |
3,439.7 |
| Perpetual-Premium |
5.12 % |
-3.57 % |
67,159 |
0.09 |
30 |
0.0883 % |
3,301.3 |
| Perpetual-Discount |
4.62 % |
4.68 % |
50,176 |
16.04 |
4 |
0.0706 % |
3,942.7 |
| FixedReset Disc |
4.05 % |
3.73 % |
147,638 |
17.87 |
40 |
-0.0651 % |
2,770.7 |
| Insurance Straight |
4.91 % |
-2.84 % |
88,692 |
0.10 |
22 |
0.0644 % |
3,709.5 |
| FloatingReset |
2.82 % |
3.07 % |
40,654 |
19.55 |
2 |
-0.2172 % |
2,590.5 |
| FixedReset Prem |
4.81 % |
3.01 % |
199,254 |
1.46 |
33 |
0.1718 % |
2,764.0 |
| FixedReset Bank Non |
1.80 % |
2.27 % |
103,593 |
0.59 |
1 |
-0.0799 % |
2,893.1 |
| FixedReset Ins Non |
4.08 % |
3.54 % |
125,622 |
17.90 |
20 |
0.4021 % |
2,924.8 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PF.G |
FixedReset Disc |
-6.83 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 4.41 % |
| BAM.PF.F |
FixedReset Disc |
-3.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.84
Evaluated at bid price : 22.15
Bid-YTW : 4.35 % |
| CM.PR.S |
FixedReset Disc |
-2.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 23.62
Evaluated at bid price : 24.01
Bid-YTW : 3.61 % |
| SLF.PR.J |
FloatingReset |
-1.48 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 15.31
Evaluated at bid price : 15.31
Bid-YTW : 2.54 % |
| GWO.PR.N |
FixedReset Ins Non |
-1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 15.80
Evaluated at bid price : 15.80
Bid-YTW : 3.41 % |
| BAM.PR.T |
FixedReset Disc |
1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 4.23 % |
| BMO.PR.S |
FixedReset Disc |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 22.96
Evaluated at bid price : 23.95
Bid-YTW : 3.47 % |
| BAM.PR.Z |
FixedReset Disc |
1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 23.36
Evaluated at bid price : 23.78
Bid-YTW : 4.18 % |
| BAM.PR.C |
Floater |
1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 13.24
Evaluated at bid price : 13.24
Bid-YTW : 3.23 % |
| SLF.PR.H |
FixedReset Ins Non |
1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 22.52
Evaluated at bid price : 23.49
Bid-YTW : 3.26 % |
| TRP.PR.E |
FixedReset Disc |
1.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.09 % |
| IFC.PR.A |
FixedReset Ins Non |
4.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 20.31
Evaluated at bid price : 20.31
Bid-YTW : 3.38 % |
| BAM.PR.K |
Floater |
5.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 3.22 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| GWO.PR.H |
Insurance Straight |
183,827 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-28
Maturity Price : 25.00
Evaluated at bid price : 25.01
Bid-YTW : 4.07 % |
| SLF.PR.I |
FixedReset Ins Non |
91,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.13
Bid-YTW : 2.73 % |
| RY.PR.H |
FixedReset Disc |
49,243 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 22.80
Evaluated at bid price : 23.68
Bid-YTW : 3.43 % |
| CM.PR.S |
FixedReset Disc |
28,803 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 23.62
Evaluated at bid price : 24.01
Bid-YTW : 3.61 % |
| TRP.PR.E |
FixedReset Disc |
20,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.09 % |
| BMO.PR.S |
FixedReset Disc |
11,960 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 22.96
Evaluated at bid price : 23.95
Bid-YTW : 3.47 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PF.G |
FixedReset Disc |
Quote: 21.01 – 22.91
Spot Rate : 1.9000
Average : 1.1147
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 4.41 % |
| BAM.PF.F |
FixedReset Disc |
Quote: 22.15 – 23.78
Spot Rate : 1.6300
Average : 1.1659
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 21.84
Evaluated at bid price : 22.15
Bid-YTW : 4.35 % |
| EIT.PR.B |
SplitShare |
Quote: 26.05 – 27.05
Spot Rate : 1.0000
Average : 0.5550
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.65 % |
| CM.PR.S |
FixedReset Disc |
Quote: 24.01 – 24.79
Spot Rate : 0.7800
Average : 0.4627
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-28
Maturity Price : 23.62
Evaluated at bid price : 24.01
Bid-YTW : 3.61 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.55 – 27.45
Spot Rate : 0.9000
Average : 0.6150
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.55
Bid-YTW : 4.00 % |
| IFC.PR.E |
Insurance Straight |
Quote: 25.95 – 26.71
Spot Rate : 0.7600
Average : 0.5164
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-30
Maturity Price : 25.25
Evaluated at bid price : 25.95
Bid-YTW : 4.41 % |
Posted in Market Action | 3 Comments »
Monday, June 28th, 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 |
-1.4680 % |
2,628.1 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.4680 % |
4,822.4 |
| Floater |
3.30 % |
3.27 % |
100,913 |
19.05 |
3 |
-1.4680 % |
2,779.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0323 % |
3,688.0 |
| SplitShare |
4.64 % |
4.02 % |
46,906 |
3.91 |
6 |
0.0323 % |
4,404.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0323 % |
3,436.4 |
| Perpetual-Premium |
5.13 % |
-1.26 % |
67,579 |
0.09 |
30 |
-0.0480 % |
3,298.4 |
| Perpetual-Discount |
4.63 % |
4.68 % |
50,727 |
16.04 |
4 |
0.0908 % |
3,939.9 |
| FixedReset Disc |
4.05 % |
3.75 % |
148,598 |
17.87 |
40 |
-0.2340 % |
2,772.5 |
| Insurance Straight |
4.91 % |
-1.03 % |
89,768 |
0.09 |
22 |
-0.0340 % |
3,707.1 |
| FloatingReset |
2.77 % |
3.05 % |
40,960 |
19.59 |
2 |
0.2800 % |
2,596.1 |
| FixedReset Prem |
4.82 % |
2.92 % |
205,711 |
1.46 |
33 |
-0.1293 % |
2,759.3 |
| FixedReset Bank Non |
1.80 % |
2.01 % |
101,305 |
0.17 |
1 |
0.0400 % |
2,895.4 |
| FixedReset Ins Non |
4.09 % |
3.58 % |
129,279 |
17.88 |
20 |
-0.1953 % |
2,913.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| IFC.PR.A |
FixedReset Ins Non |
-3.91 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 19.41
Evaluated at bid price : 19.41
Bid-YTW : 3.57 % |
| BAM.PR.K |
Floater |
-3.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 3.39 % |
| BAM.PF.F |
FixedReset Disc |
-3.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.32
Evaluated at bid price : 22.85
Bid-YTW : 4.22 % |
| IFC.PR.G |
FixedReset Ins Non |
-1.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 23.63
Evaluated at bid price : 25.12
Bid-YTW : 3.54 % |
| RY.PR.J |
FixedReset Disc |
-1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.91
Evaluated at bid price : 24.10
Bid-YTW : 3.70 % |
| IAF.PR.I |
FixedReset Ins Non |
-1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 23.59
Evaluated at bid price : 24.85
Bid-YTW : 3.78 % |
| SLF.PR.H |
FixedReset Ins Non |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.37
Evaluated at bid price : 23.20
Bid-YTW : 3.33 % |
| ELF.PR.G |
Perpetual-Discount |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 24.83
Evaluated at bid price : 25.05
Bid-YTW : 4.81 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CM.PR.R |
FixedReset Prem |
320,761 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 2.56 % |
| GWO.PR.H |
Insurance Straight |
81,400 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 4.08 % |
| BMO.PR.C |
FixedReset Prem |
42,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 2.46 % |
| PWF.PR.T |
FixedReset Disc |
42,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.77
Evaluated at bid price : 23.47
Bid-YTW : 3.70 % |
| TD.PF.D |
FixedReset Disc |
31,579 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.85
Evaluated at bid price : 24.02
Bid-YTW : 3.76 % |
| TRP.PR.E |
FixedReset Disc |
30,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 4.19 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 19.41 – 20.73
Spot Rate : 1.3200
Average : 0.7931
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 19.41
Evaluated at bid price : 19.41
Bid-YTW : 3.57 % |
| BAM.PF.F |
FixedReset Disc |
Quote: 22.85 – 23.85
Spot Rate : 1.0000
Average : 0.6570
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 22.32
Evaluated at bid price : 22.85
Bid-YTW : 4.22 % |
| CU.PR.I |
FixedReset Prem |
Quote: 26.74 – 27.35
Spot Rate : 0.6100
Average : 0.4009
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.74
Bid-YTW : 2.90 % |
| BAM.PR.R |
FixedReset Disc |
Quote: 19.05 – 19.62
Spot Rate : 0.5700
Average : 0.3621
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 4.32 % |
| CM.PR.Y |
FixedReset Prem |
Quote: 26.31 – 26.89
Spot Rate : 0.5800
Average : 0.3944
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.31
Bid-YTW : 3.22 % |
| BAM.PR.K |
Floater |
Quote: 12.65 – 13.20
Spot Rate : 0.5500
Average : 0.3695
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-25
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 3.39 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
0.9195 % |
2,667.2 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.9195 % |
4,894.2 |
| Floater |
3.26 % |
3.26 % |
101,881 |
19.09 |
3 |
0.9195 % |
2,820.6 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0516 % |
3,686.8 |
| SplitShare |
4.64 % |
3.98 % |
47,383 |
3.92 |
6 |
0.0516 % |
4,402.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0516 % |
3,435.3 |
| Perpetual-Premium |
5.13 % |
-1.18 % |
67,261 |
0.09 |
30 |
0.0701 % |
3,299.9 |
| Perpetual-Discount |
4.63 % |
4.57 % |
60,054 |
16.25 |
4 |
0.3240 % |
3,936.3 |
| FixedReset Disc |
4.04 % |
3.77 % |
148,528 |
17.85 |
40 |
0.2638 % |
2,779.0 |
| Insurance Straight |
4.91 % |
-1.35 % |
88,100 |
0.11 |
22 |
-0.0107 % |
3,708.4 |
| FloatingReset |
2.78 % |
3.05 % |
41,508 |
19.60 |
2 |
0.2183 % |
2,588.9 |
| FixedReset Prem |
4.81 % |
2.92 % |
202,113 |
1.47 |
33 |
0.0094 % |
2,762.8 |
| FixedReset Bank Non |
1.80 % |
2.18 % |
102,504 |
0.60 |
1 |
0.0000 % |
2,894.3 |
| FixedReset Ins Non |
4.09 % |
3.55 % |
134,448 |
17.85 |
20 |
0.4336 % |
2,918.8 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BIP.PR.A |
FixedReset Disc |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.04
Evaluated at bid price : 22.51
Bid-YTW : 4.90 % |
| TD.PF.E |
FixedReset Disc |
-1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.90
Evaluated at bid price : 24.17
Bid-YTW : 3.79 % |
| BIP.PR.E |
FixedReset Disc |
1.19 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.80 % |
| BAM.PF.F |
FixedReset Disc |
1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.74
Evaluated at bid price : 23.59
Bid-YTW : 4.06 % |
| BAM.PF.B |
FixedReset Disc |
1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.25
Evaluated at bid price : 22.66
Bid-YTW : 4.11 % |
| BAM.PR.B |
Floater |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 13.23
Evaluated at bid price : 13.23
Bid-YTW : 3.24 % |
| SLF.PR.H |
FixedReset Ins Non |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.25
Evaluated at bid price : 22.97
Bid-YTW : 3.38 % |
| NA.PR.G |
FixedReset Prem |
1.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.74
Evaluated at bid price : 25.76
Bid-YTW : 3.67 % |
| RY.PR.H |
FixedReset Disc |
2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.73
Evaluated at bid price : 23.55
Bid-YTW : 3.47 % |
| BAM.PR.Z |
FixedReset Disc |
2.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.08
Evaluated at bid price : 23.51
Bid-YTW : 4.25 % |
| PWF.PR.E |
Perpetual-Premium |
2.56 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-24
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : -30.20 % |
| BAM.PF.A |
FixedReset Disc |
2.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.26
Evaluated at bid price : 24.34
Bid-YTW : 4.06 % |
| GWO.PR.N |
FixedReset Ins Non |
3.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 16.11
Evaluated at bid price : 16.11
Bid-YTW : 3.36 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CM.PR.R |
FixedReset Prem |
124,936 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 3.01 % |
| TD.PF.K |
FixedReset Prem |
54,460 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.52
Evaluated at bid price : 25.05
Bid-YTW : 3.65 % |
| SLF.PR.I |
FixedReset Ins Non |
53,125 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.03
Bid-YTW : 3.46 % |
| TD.PF.I |
FixedReset Prem |
43,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.67
Bid-YTW : 2.99 % |
| IFC.PR.G |
FixedReset Ins Non |
32,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.77
Evaluated at bid price : 25.56
Bid-YTW : 3.46 % |
| MFC.PR.C |
Insurance Straight |
27,665 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 24.68
Evaluated at bid price : 24.95
Bid-YTW : 4.52 % |
| There were 20 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: 23.51 – 24.50
Spot Rate : 0.9900
Average : 0.7834
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 23.08
Evaluated at bid price : 23.51
Bid-YTW : 4.25 % |
| MFC.PR.L |
FixedReset Ins Non |
Quote: 22.90 – 23.36
Spot Rate : 0.4600
Average : 0.2971
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.38
Evaluated at bid price : 22.90
Bid-YTW : 3.50 % |
| BAM.PF.H |
FixedReset Prem |
Quote: 27.50 – 27.99
Spot Rate : 0.4900
Average : 0.3563
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 27.50
Bid-YTW : 2.63 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 20.83 – 21.20
Spot Rate : 0.3700
Average : 0.2522
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 20.83
Evaluated at bid price : 20.83
Bid-YTW : 4.15 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.81 – 24.27
Spot Rate : 0.4600
Average : 0.3606
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.76
Evaluated at bid price : 23.81
Bid-YTW : 3.78 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 23.30 – 23.99
Spot Rate : 0.6900
Average : 0.5982
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-24
Maturity Price : 22.53
Evaluated at bid price : 23.30
Bid-YTW : 3.55 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
-0.2294 % |
2,642.9 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2294 % |
4,849.6 |
| Floater |
3.29 % |
3.28 % |
105,135 |
19.03 |
3 |
-0.2294 % |
2,794.9 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0065 % |
3,684.9 |
| SplitShare |
4.64 % |
3.97 % |
39,210 |
3.40 |
6 |
0.0065 % |
4,400.6 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0065 % |
3,433.5 |
| Perpetual-Premium |
5.13 % |
-2.25 % |
67,624 |
0.09 |
30 |
0.0234 % |
3,297.6 |
| Perpetual-Discount |
4.65 % |
4.68 % |
47,417 |
16.05 |
4 |
-0.5238 % |
3,923.6 |
| FixedReset Disc |
4.05 % |
3.72 % |
151,734 |
17.91 |
40 |
-0.1222 % |
2,771.7 |
| Insurance Straight |
4.91 % |
-1.33 % |
87,134 |
0.09 |
22 |
-0.0143 % |
3,708.8 |
| FloatingReset |
2.78 % |
3.06 % |
43,154 |
19.57 |
2 |
0.3756 % |
2,583.2 |
| FixedReset Prem |
4.81 % |
2.84 % |
204,135 |
1.47 |
33 |
-0.0540 % |
2,762.6 |
| FixedReset Bank Non |
1.80 % |
2.17 % |
101,844 |
0.60 |
1 |
0.0000 % |
2,894.3 |
| FixedReset Ins Non |
4.10 % |
3.56 % |
134,758 |
17.85 |
20 |
0.3696 % |
2,906.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| RY.PR.H |
FixedReset Disc |
-2.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.45
Evaluated at bid price : 23.05
Bid-YTW : 3.57 % |
| NA.PR.G |
FixedReset Prem |
-2.65 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 3.77 % |
| BAM.PR.Z |
FixedReset Disc |
-2.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.59
Evaluated at bid price : 23.00
Bid-YTW : 4.34 % |
| CU.PR.F |
Perpetual-Discount |
-1.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 24.29
Evaluated at bid price : 24.55
Bid-YTW : 4.61 % |
| BAM.PR.T |
FixedReset Disc |
-1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 4.29 % |
| TRP.PR.G |
FixedReset Disc |
1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.63
Evaluated at bid price : 23.60
Bid-YTW : 3.99 % |
| BNS.PR.I |
FixedReset Prem |
1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 23.56
Evaluated at bid price : 25.32
Bid-YTW : 3.46 % |
| IFC.PR.A |
FixedReset Ins Non |
1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 3.44 % |
| SLF.PR.J |
FloatingReset |
1.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 15.45
Evaluated at bid price : 15.45
Bid-YTW : 2.47 % |
| TRP.PR.C |
FixedReset Disc |
1.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 15.05
Evaluated at bid price : 15.05
Bid-YTW : 4.01 % |
| GWO.PR.N |
FixedReset Ins Non |
2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 15.52
Evaluated at bid price : 15.52
Bid-YTW : 3.49 % |
| SLF.PR.H |
FixedReset Ins Non |
2.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.01
Evaluated at bid price : 22.57
Bid-YTW : 3.45 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| IFC.PR.G |
FixedReset Ins Non |
70,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 23.72
Evaluated at bid price : 25.40
Bid-YTW : 3.49 % |
| TD.PF.H |
FixedReset Prem |
44,100 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 1.78 % |
| MFC.PR.M |
FixedReset Ins Non |
40,426 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.69
Evaluated at bid price : 23.55
Bid-YTW : 3.58 % |
| TD.PF.A |
FixedReset Disc |
39,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.63
Evaluated at bid price : 23.41
Bid-YTW : 3.50 % |
| SLF.PR.G |
FixedReset Ins Non |
37,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 15.75
Evaluated at bid price : 15.75
Bid-YTW : 3.63 % |
| SLF.PR.I |
FixedReset Ins Non |
31,050 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.05
Bid-YTW : 3.28 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| PWF.PR.P |
FixedReset Disc |
Quote: 16.32 – 24.68
Spot Rate : 8.3600
Average : 6.5280
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 16.32
Evaluated at bid price : 16.32
Bid-YTW : 3.78 % |
| NA.PR.W |
FixedReset Disc |
Quote: 23.52 – 24.49
Spot Rate : 0.9700
Average : 0.5947
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.66
Evaluated at bid price : 23.52
Bid-YTW : 3.52 % |
| BAM.PR.Z |
FixedReset Disc |
Quote: 23.00 – 23.89
Spot Rate : 0.8900
Average : 0.5570
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.59
Evaluated at bid price : 23.00
Bid-YTW : 4.34 % |
| BAM.PR.X |
FixedReset Disc |
Quote: 17.10 – 18.00
Spot Rate : 0.9000
Average : 0.5995
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 4.08 % |
| TRP.PR.F |
FloatingReset |
Quote: 16.62 – 17.91
Spot Rate : 1.2900
Average : 1.0484
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 16.62
Evaluated at bid price : 16.62
Bid-YTW : 3.06 % |
| RY.PR.H |
FixedReset Disc |
Quote: 23.05 – 23.75
Spot Rate : 0.7000
Average : 0.4746
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-23
Maturity Price : 22.45
Evaluated at bid price : 23.05
Bid-YTW : 3.57 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
1.8163 % |
2,649.0 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.8163 % |
4,860.8 |
| Floater |
3.28 % |
3.27 % |
105,881 |
19.06 |
3 |
1.8163 % |
2,801.3 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2382 % |
3,684.7 |
| SplitShare |
4.64 % |
3.90 % |
39,747 |
3.41 |
6 |
-0.2382 % |
4,400.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2382 % |
3,433.3 |
| Perpetual-Premium |
5.13 % |
-2.27 % |
65,412 |
0.09 |
30 |
-0.1621 % |
3,296.9 |
| Perpetual-Discount |
4.62 % |
4.55 % |
59,163 |
16.27 |
4 |
0.3132 % |
3,944.2 |
| FixedReset Disc |
4.04 % |
3.71 % |
147,425 |
17.90 |
40 |
0.4402 % |
2,775.1 |
| Insurance Straight |
4.91 % |
-1.49 % |
86,339 |
0.09 |
22 |
0.2544 % |
3,709.3 |
| FloatingReset |
2.79 % |
3.05 % |
43,455 |
19.60 |
2 |
0.4717 % |
2,573.6 |
| FixedReset Prem |
4.81 % |
2.89 % |
207,285 |
1.47 |
33 |
0.2910 % |
2,764.1 |
| FixedReset Bank Non |
1.80 % |
2.14 % |
102,698 |
0.17 |
1 |
0.0400 % |
2,894.3 |
| FixedReset Ins Non |
4.12 % |
3.59 % |
138,334 |
17.95 |
20 |
0.5078 % |
2,895.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| GWO.PR.N |
FixedReset Ins Non |
-2.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 15.19
Evaluated at bid price : 15.19
Bid-YTW : 3.56 % |
| PWF.PR.E |
Perpetual-Premium |
-1.74 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-22
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : -2.27 % |
| BNS.PR.I |
FixedReset Prem |
-1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 23.46
Evaluated at bid price : 25.02
Bid-YTW : 3.52 % |
| TRP.PR.G |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.50
Evaluated at bid price : 23.35
Bid-YTW : 4.04 % |
| BAM.PF.A |
FixedReset Disc |
1.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.96
Evaluated at bid price : 23.72
Bid-YTW : 4.20 % |
| BIP.PR.A |
FixedReset Disc |
1.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.19
Evaluated at bid price : 22.75
Bid-YTW : 4.84 % |
| SLF.PR.I |
FixedReset Ins Non |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 24.26
Evaluated at bid price : 24.83
Bid-YTW : 3.71 % |
| TD.PF.I |
FixedReset Prem |
1.15 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 3.19 % |
| IFC.PR.G |
FixedReset Ins Non |
1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 23.72
Evaluated at bid price : 25.40
Bid-YTW : 3.49 % |
| BAM.PF.F |
FixedReset Disc |
1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.57
Evaluated at bid price : 23.28
Bid-YTW : 4.12 % |
| BIP.PR.B |
FixedReset Prem |
1.23 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.43
Bid-YTW : 4.10 % |
| BAM.PR.C |
Floater |
1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 3.28 % |
| CU.PR.I |
FixedReset Prem |
1.28 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.84
Bid-YTW : 2.80 % |
| SLF.PR.H |
FixedReset Ins Non |
1.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 21.66
Evaluated at bid price : 22.05
Bid-YTW : 3.55 % |
| GWO.PR.S |
Insurance Straight |
1.41 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-30
Maturity Price : 25.50
Evaluated at bid price : 26.55
Bid-YTW : -31.88 % |
| TRP.PR.C |
FixedReset Disc |
1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 14.79
Evaluated at bid price : 14.79
Bid-YTW : 4.08 % |
| NA.PR.G |
FixedReset Prem |
1.76 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 3.44 % |
| IFC.PR.A |
FixedReset Ins Non |
1.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 19.85
Evaluated at bid price : 19.85
Bid-YTW : 3.48 % |
| BAM.PF.G |
FixedReset Disc |
1.99 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.06
Evaluated at bid price : 22.54
Bid-YTW : 4.09 % |
| PWF.PR.P |
FixedReset Disc |
2.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 16.32
Evaluated at bid price : 16.32
Bid-YTW : 3.78 % |
| MFC.PR.F |
FixedReset Ins Non |
2.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 3.48 % |
| TRP.PR.A |
FixedReset Disc |
2.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 4.08 % |
| BAM.PR.K |
Floater |
3.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 3.27 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BIP.PR.C |
FixedReset Prem |
177,600 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.33
Bid-YTW : 0.10 % |
| SLF.PR.B |
Insurance Straight |
172,495 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-22
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : -6.09 % |
| PWF.PR.T |
FixedReset Disc |
133,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.77
Evaluated at bid price : 23.49
Bid-YTW : 3.69 % |
| BNS.PR.G |
FixedReset Prem |
105,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 1.10 % |
| RY.PR.R |
FixedReset Prem |
103,600 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 1.06 % |
| TD.PF.A |
FixedReset Disc |
101,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.69
Evaluated at bid price : 23.51
Bid-YTW : 3.48 % |
| SLF.PR.A |
Insurance Straight |
101,366 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-22
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : -3.77 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| PWF.PR.P |
FixedReset Disc |
Quote: 16.32 – 24.68
Spot Rate : 8.3600
Average : 4.5194
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 16.32
Evaluated at bid price : 16.32
Bid-YTW : 3.78 % |
| TRP.PR.F |
FloatingReset |
Quote: 16.70 – 17.91
Spot Rate : 1.2100
Average : 0.7834
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 3.05 % |
| TD.PF.A |
FixedReset Disc |
Quote: 23.51 – 24.50
Spot Rate : 0.9900
Average : 0.6160
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 22.69
Evaluated at bid price : 23.51
Bid-YTW : 3.48 % |
| BAM.PF.B |
FixedReset Disc |
Quote: 22.30 – 23.23
Spot Rate : 0.9300
Average : 0.6182
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 21.99
Evaluated at bid price : 22.30
Bid-YTW : 4.18 % |
| PWF.PR.E |
Perpetual-Premium |
Quote: 25.36 – 26.25
Spot Rate : 0.8900
Average : 0.5851
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-22
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : -2.27 % |
| BNS.PR.I |
FixedReset Prem |
Quote: 25.02 – 25.77
Spot Rate : 0.7500
Average : 0.4905
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-22
Maturity Price : 23.46
Evaluated at bid price : 25.02
Bid-YTW : 3.52 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
-1.4574 % |
2,601.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.4574 % |
4,774.1 |
| Floater |
3.34 % |
3.32 % |
109,519 |
18.94 |
3 |
-1.4574 % |
2,751.3 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1093 % |
3,693.5 |
| SplitShare |
4.63 % |
4.00 % |
44,452 |
3.92 |
6 |
-0.1093 % |
4,410.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1093 % |
3,441.5 |
| Perpetual-Premium |
5.12 % |
-4.83 % |
63,876 |
0.09 |
30 |
0.0298 % |
3,302.2 |
| Perpetual-Discount |
4.64 % |
4.67 % |
49,414 |
16.07 |
4 |
0.3447 % |
3,931.9 |
| FixedReset Disc |
4.06 % |
3.73 % |
149,854 |
17.87 |
40 |
-0.1226 % |
2,762.9 |
| Insurance Straight |
4.92 % |
0.35 % |
85,432 |
0.11 |
22 |
0.1292 % |
3,699.9 |
| FloatingReset |
2.81 % |
3.08 % |
43,820 |
19.54 |
2 |
0.0000 % |
2,561.5 |
| FixedReset Prem |
4.82 % |
2.99 % |
208,801 |
2.36 |
33 |
0.1747 % |
2,756.1 |
| FixedReset Bank Non |
1.80 % |
2.22 % |
104,232 |
0.61 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.14 % |
3.60 % |
140,470 |
17.87 |
20 |
0.0146 % |
2,880.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.K |
Floater |
-3.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 3.38 % |
| MFC.PR.F |
FixedReset Ins Non |
-2.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 16.82
Evaluated at bid price : 16.82
Bid-YTW : 3.57 % |
| BAM.PF.F |
FixedReset Disc |
-2.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.41
Evaluated at bid price : 23.00
Bid-YTW : 4.18 % |
| BAM.PF.G |
FixedReset Disc |
-2.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.76
Evaluated at bid price : 22.10
Bid-YTW : 4.18 % |
| BAM.PF.A |
FixedReset Disc |
-1.88 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.81
Evaluated at bid price : 23.46
Bid-YTW : 4.25 % |
| GWO.PR.S |
Insurance Straight |
-1.80 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-30
Maturity Price : 25.50
Evaluated at bid price : 26.18
Bid-YTW : -19.66 % |
| BIP.PR.A |
FixedReset Disc |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.90 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.63
Evaluated at bid price : 23.70
Bid-YTW : 3.77 % |
| TRP.PR.C |
FixedReset Disc |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 14.57
Evaluated at bid price : 14.57
Bid-YTW : 4.14 % |
| BAM.PF.B |
FixedReset Disc |
-1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.85
Evaluated at bid price : 22.10
Bid-YTW : 4.23 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 3.55 % |
| SLF.PR.G |
FixedReset Ins Non |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 15.65
Evaluated at bid price : 15.65
Bid-YTW : 3.65 % |
| MFC.PR.G |
FixedReset Ins Non |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 24.22
Evaluated at bid price : 24.81
Bid-YTW : 3.89 % |
| MFC.PR.N |
FixedReset Ins Non |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 3.61 % |
| BAM.PR.T |
FixedReset Disc |
2.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 4.27 % |
| TRP.PR.G |
FixedReset Disc |
2.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.63
Evaluated at bid price : 23.60
Bid-YTW : 3.99 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
102,120 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 1.06 % |
| BNS.PR.H |
FixedReset Prem |
85,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.66
Bid-YTW : 1.64 % |
| SLF.PR.I |
FixedReset Ins Non |
52,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.89
Evaluated at bid price : 24.55
Bid-YTW : 3.74 % |
| CU.PR.C |
FixedReset Disc |
47,652 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.58
Evaluated at bid price : 21.95
Bid-YTW : 3.85 % |
| MFC.PR.Q |
FixedReset Ins Non |
36,720 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.48
Evaluated at bid price : 24.73
Bid-YTW : 3.60 % |
| PWF.PR.Z |
Perpetual-Premium |
32,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-07-31
Maturity Price : 25.25
Evaluated at bid price : 26.05
Bid-YTW : 4.47 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| IFC.PR.G |
FixedReset Ins Non |
Quote: 25.10 – 25.85
Spot Rate : 0.7500
Average : 0.4668
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.62
Evaluated at bid price : 25.10
Bid-YTW : 3.55 % |
| BAM.PF.A |
FixedReset Disc |
Quote: 23.46 – 24.09
Spot Rate : 0.6300
Average : 0.4583
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.81
Evaluated at bid price : 23.46
Bid-YTW : 4.25 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.50 – 23.25
Spot Rate : 0.7500
Average : 0.5887
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.90 % |
| TRP.PR.C |
FixedReset Disc |
Quote: 14.57 – 15.23
Spot Rate : 0.6600
Average : 0.5056
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 14.57
Evaluated at bid price : 14.57
Bid-YTW : 4.14 % |
| BAM.PF.F |
FixedReset Disc |
Quote: 23.00 – 23.50
Spot Rate : 0.5000
Average : 0.3498
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.41
Evaluated at bid price : 23.00
Bid-YTW : 4.18 % |
| RY.PR.H |
FixedReset Disc |
Quote: 23.50 – 23.99
Spot Rate : 0.4900
Average : 0.3564
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.48 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
1.3738 % |
2,640.2 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.3738 % |
4,844.7 |
| Floater |
3.29 % |
3.28 % |
109,376 |
19.05 |
3 |
1.3738 % |
2,792.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0386 % |
3,697.5 |
| SplitShare |
4.62 % |
3.62 % |
46,171 |
3.42 |
6 |
0.0386 % |
4,415.6 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0386 % |
3,445.3 |
| Perpetual-Premium |
5.12 % |
-1.64 % |
64,800 |
0.09 |
30 |
-0.0467 % |
3,301.2 |
| Perpetual-Discount |
4.65 % |
4.68 % |
49,390 |
16.06 |
4 |
-0.1923 % |
3,918.4 |
| FixedReset Disc |
4.06 % |
3.59 % |
153,231 |
18.15 |
40 |
-0.3887 % |
2,766.3 |
| Insurance Straight |
4.93 % |
0.32 % |
86,583 |
0.09 |
22 |
-0.0663 % |
3,695.1 |
| FloatingReset |
2.79 % |
3.06 % |
45,464 |
19.58 |
2 |
0.0000 % |
2,561.5 |
| FixedReset Prem |
4.83 % |
3.25 % |
209,625 |
1.48 |
33 |
-0.0201 % |
2,751.2 |
| FixedReset Bank Non |
1.80 % |
2.06 % |
108,427 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.21 % |
3.50 % |
148,081 |
18.14 |
21 |
-0.1602 % |
2,880.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.T |
FixedReset Disc |
-3.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 4.15 % |
| MFC.PR.N |
FixedReset Ins Non |
-2.59 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.12
Evaluated at bid price : 22.60
Bid-YTW : 3.54 % |
| BAM.PR.X |
FixedReset Disc |
-2.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 3.92 % |
| NA.PR.G |
FixedReset Prem |
-2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.61
Evaluated at bid price : 25.35
Bid-YTW : 3.61 % |
| TRP.PR.G |
FixedReset Disc |
-2.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.37
Evaluated at bid price : 23.10
Bid-YTW : 3.96 % |
| BAM.PF.E |
FixedReset Disc |
-1.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.07 % |
| PWF.PR.P |
FixedReset Disc |
-1.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 3.67 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.50
Evaluated at bid price : 23.20
Bid-YTW : 3.50 % |
| TRP.PR.D |
FixedReset Disc |
-1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 4.03 % |
| BAM.PF.G |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.16
Evaluated at bid price : 22.71
Bid-YTW : 3.91 % |
| TRP.PR.A |
FixedReset Disc |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 18.04
Evaluated at bid price : 18.04
Bid-YTW : 4.00 % |
| BAM.PR.R |
FixedReset Disc |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 4.04 % |
| TD.PF.B |
FixedReset Disc |
1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.74
Evaluated at bid price : 23.55
Bid-YTW : 3.35 % |
| POW.PR.D |
Perpetual-Premium |
1.30 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-18
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : -19.39 % |
| MFC.PR.F |
FixedReset Ins Non |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 3.23 % |
| TRP.PR.B |
FixedReset Disc |
1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 3.75 % |
| BIP.PR.A |
FixedReset Disc |
1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.25
Evaluated at bid price : 22.85
Bid-YTW : 4.67 % |
| GWO.PR.N |
FixedReset Ins Non |
1.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 3.30 % |
| RY.PR.J |
FixedReset Disc |
2.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.91
Evaluated at bid price : 24.10
Bid-YTW : 3.56 % |
| BAM.PR.K |
Floater |
3.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 3.28 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
467,835 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 0.98 % |
| BMO.PR.C |
FixedReset Prem |
234,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 3.06 % |
| MFC.PR.H |
FixedReset Ins Non |
207,564 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 24.67
Evaluated at bid price : 25.05
Bid-YTW : 3.95 % |
| RY.PR.S |
FixedReset Prem |
66,175 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.47
Evaluated at bid price : 25.10
Bid-YTW : 3.29 % |
| MFC.PR.R |
FixedReset Ins Non |
53,836 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : 2.03 % |
| BAM.PF.D |
Perpetual-Premium |
50,161 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 24.49
Evaluated at bid price : 24.80
Bid-YTW : 4.94 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.H |
Perpetual-Premium |
Quote: 25.82 – 28.23
Spot Rate : 2.4100
Average : 1.8718
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-09-01
Maturity Price : 25.25
Evaluated at bid price : 25.82
Bid-YTW : 4.26 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.07 – 27.30
Spot Rate : 1.2300
Average : 0.7627
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.07
Bid-YTW : 4.43 % |
| TRP.PR.G |
FixedReset Disc |
Quote: 23.10 – 23.84
Spot Rate : 0.7400
Average : 0.5196
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.37
Evaluated at bid price : 23.10
Bid-YTW : 3.96 % |
| TD.PF.D |
FixedReset Disc |
Quote: 24.14 – 24.97
Spot Rate : 0.8300
Average : 0.6181
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.91
Evaluated at bid price : 24.14
Bid-YTW : 3.59 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 22.60 – 23.60
Spot Rate : 1.0000
Average : 0.7964
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.12
Evaluated at bid price : 22.60
Bid-YTW : 3.54 % |
| NA.PR.G |
FixedReset Prem |
Quote: 25.35 – 26.20
Spot Rate : 0.8500
Average : 0.6594
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.61
Evaluated at bid price : 25.35
Bid-YTW : 3.61 % |
Posted in Market Action | No Comments »
Monday, June 28th, 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 |
-1.6820 % |
2,604.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.6820 % |
4,779.0 |
| Floater |
3.33 % |
3.29 % |
107,439 |
19.01 |
3 |
-1.6820 % |
2,754.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1160 % |
3,696.1 |
| SplitShare |
4.62 % |
3.99 % |
48,066 |
3.94 |
6 |
0.1160 % |
4,413.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1160 % |
3,443.9 |
| Perpetual-Premium |
5.12 % |
-3.17 % |
63,428 |
0.09 |
30 |
-0.1010 % |
3,302.8 |
| Perpetual-Discount |
4.64 % |
4.68 % |
50,043 |
16.06 |
4 |
0.1723 % |
3,926.0 |
| FixedReset Disc |
4.04 % |
3.61 % |
153,927 |
18.09 |
40 |
-0.4427 % |
2,777.1 |
| Insurance Straight |
4.92 % |
-0.18 % |
86,204 |
0.09 |
22 |
-0.2289 % |
3,697.6 |
| FloatingReset |
2.79 % |
3.06 % |
45,747 |
19.58 |
2 |
-1.2422 % |
2,561.5 |
| FixedReset Prem |
4.83 % |
3.25 % |
211,324 |
1.48 |
33 |
-0.0024 % |
2,751.8 |
| FixedReset Bank Non |
1.80 % |
2.05 % |
109,783 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.20 % |
3.44 % |
149,778 |
18.20 |
21 |
-0.0187 % |
2,885.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.K |
Floater |
-4.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.40 % |
| RY.PR.J |
FixedReset Disc |
-4.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.65
Evaluated at bid price : 23.56
Bid-YTW : 3.66 % |
| TRP.PR.E |
FixedReset Disc |
-2.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.04 % |
| GWO.PR.N |
FixedReset Ins Non |
-2.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 15.18
Evaluated at bid price : 15.18
Bid-YTW : 3.36 % |
| TRP.PR.B |
FixedReset Disc |
-1.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 3.81 % |
| SLF.PR.D |
Insurance Straight |
-1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.22
Evaluated at bid price : 24.51
Bid-YTW : 4.54 % |
| BAM.PR.Z |
FixedReset Disc |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.29
Evaluated at bid price : 23.71
Bid-YTW : 4.05 % |
| BAM.PF.A |
FixedReset Disc |
-1.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.14
Evaluated at bid price : 24.10
Bid-YTW : 3.96 % |
| TRP.PR.F |
FloatingReset |
-1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 16.55
Evaluated at bid price : 16.55
Bid-YTW : 3.06 % |
| IFC.PR.I |
Perpetual-Premium |
-1.45 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.51
Bid-YTW : 4.47 % |
| RY.PR.H |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.33 % |
| RY.PR.M |
FixedReset Disc |
-1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.68
Evaluated at bid price : 23.70
Bid-YTW : 3.48 % |
| BIP.PR.A |
FixedReset Disc |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.75 % |
| PWF.PR.R |
Perpetual-Premium |
-1.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-17
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : -38.58 % |
| MFC.PR.H |
FixedReset Ins Non |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.53
Evaluated at bid price : 24.95
Bid-YTW : 3.96 % |
| TD.PF.A |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.63
Evaluated at bid price : 23.41
Bid-YTW : 3.35 % |
| IFC.PR.G |
FixedReset Ins Non |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.66
Evaluated at bid price : 25.25
Bid-YTW : 3.36 % |
| IFC.PR.A |
FixedReset Ins Non |
1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 3.34 % |
| SLF.PR.H |
FixedReset Ins Non |
2.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 21.63
Evaluated at bid price : 22.00
Bid-YTW : 3.37 % |
| NA.PR.G |
FixedReset Prem |
2.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.79
Evaluated at bid price : 25.95
Bid-YTW : 3.49 % |
| TRP.PR.A |
FixedReset Disc |
6.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 18.26
Evaluated at bid price : 18.26
Bid-YTW : 3.95 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.S |
FixedReset Disc |
77,240 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.10
Evaluated at bid price : 24.25
Bid-YTW : 3.37 % |
| GWO.PR.R |
Insurance Straight |
63,636 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.71
Evaluated at bid price : 24.94
Bid-YTW : 4.82 % |
| SLF.PR.A |
Insurance Straight |
61,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-17
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : -3.12 % |
| TRP.PR.K |
FixedReset Prem |
44,690 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.38
Bid-YTW : 3.58 % |
| BMO.PR.F |
FixedReset Prem |
44,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.75
Bid-YTW : 2.73 % |
| BAM.PF.H |
FixedReset Prem |
44,085 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 27.00
Bid-YTW : 3.07 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.H |
Perpetual-Premium |
Quote: 25.86 – 28.23
Spot Rate : 2.3700
Average : 1.2817
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.75
Evaluated at bid price : 25.86
Bid-YTW : 4.12 % |
| RY.PR.J |
FixedReset Disc |
Quote: 23.56 – 24.50
Spot Rate : 0.9400
Average : 0.5359
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.65
Evaluated at bid price : 23.56
Bid-YTW : 3.66 % |
| BAM.PR.K |
Floater |
Quote: 12.57 – 13.75
Spot Rate : 1.1800
Average : 0.8717
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.40 % |
| BAM.PF.B |
FixedReset Disc |
Quote: 22.51 – 23.22
Spot Rate : 0.7100
Average : 0.4859
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.14
Evaluated at bid price : 22.51
Bid-YTW : 3.98 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 20.50 – 21.10
Spot Rate : 0.6000
Average : 0.3786
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.04 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 23.20 – 23.99
Spot Rate : 0.7900
Average : 0.5732
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.48
Evaluated at bid price : 23.20
Bid-YTW : 3.42 % |
Posted in Market Action | No Comments »
