April 26, 2019

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 0.1893 % 2,098.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1893 % 3,850.5
Floater 5.60 % 5.95 % 50,097 13.96 3 0.1893 % 2,219.1
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0149 % 3,282.9
SplitShare 4.88 % 4.79 % 73,541 3.79 8 -0.0149 % 3,920.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0149 % 3,058.9
Perpetual-Premium 5.59 % -9.33 % 94,687 0.09 10 0.0908 % 2,951.8
Perpetual-Discount 5.41 % 5.47 % 79,972 14.64 23 0.0490 % 3,107.6
FixedReset Disc 5.24 % 5.40 % 184,599 14.91 61 0.0352 % 2,197.1
Deemed-Retractible 5.22 % 5.78 % 112,016 8.11 27 0.1217 % 3,078.3
FloatingReset 4.22 % 4.38 % 51,485 2.65 5 0.6398 % 2,418.3
FixedReset Prem 5.07 % 3.69 % 284,301 2.20 23 0.0373 % 2,589.7
FixedReset Bank Non 1.97 % 3.97 % 140,544 2.67 3 0.2081 % 2,654.0
FixedReset Ins Non 4.98 % 6.65 % 102,758 8.24 22 0.3329 % 2,262.9
Performance Highlights
Issue Index Change Notes
MFC.PR.F FixedReset Ins Non -1.49 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.53
Bid-YTW : 9.04 %
BAM.PF.F FixedReset Disc -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 19.52
Evaluated at bid price : 19.52
Bid-YTW : 5.81 %
TRP.PR.B FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 12.37
Evaluated at bid price : 12.37
Bid-YTW : 5.83 %
NA.PR.W FixedReset Disc -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 17.39
Evaluated at bid price : 17.39
Bid-YTW : 5.58 %
CM.PR.P FixedReset Disc -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 17.83
Evaluated at bid price : 17.83
Bid-YTW : 5.44 %
TRP.PR.D FixedReset Disc 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 17.09
Evaluated at bid price : 17.09
Bid-YTW : 5.89 %
BIP.PR.F FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 21.54
Evaluated at bid price : 21.85
Bid-YTW : 5.89 %
MFC.PR.K FixedReset Ins Non 1.13 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.70
Bid-YTW : 7.06 %
HSE.PR.E FixedReset Disc 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 20.53
Evaluated at bid price : 20.53
Bid-YTW : 6.36 %
BIP.PR.D FixedReset Disc 1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 22.57
Evaluated at bid price : 23.20
Bid-YTW : 5.78 %
HSE.PR.G FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 20.26
Evaluated at bid price : 20.26
Bid-YTW : 6.38 %
CCS.PR.C Deemed-Retractible 1.39 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.27
Bid-YTW : 5.96 %
MFC.PR.Q FixedReset Ins Non 1.42 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.65
Bid-YTW : 6.82 %
IFC.PR.G FixedReset Ins Non 1.46 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.90
Bid-YTW : 6.75 %
TRP.PR.A FixedReset Disc 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 15.06
Evaluated at bid price : 15.06
Bid-YTW : 5.93 %
MFC.PR.M FixedReset Ins Non 1.78 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.92
Bid-YTW : 7.38 %
MFC.PR.J FixedReset Ins Non 2.09 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.00
Bid-YTW : 6.65 %
PWF.PR.Q FloatingReset 4.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.67 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.S FixedReset Disc 114,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.26 %
CM.PR.R FixedReset Disc 95,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 22.19
Evaluated at bid price : 22.65
Bid-YTW : 5.39 %
BAM.PF.I FixedReset Prem 93,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 23.26
Evaluated at bid price : 24.65
Bid-YTW : 5.42 %
BAM.PF.H FixedReset Prem 80,300 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2020-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.99 %
GWO.PR.S Deemed-Retractible 65,900 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.60
Bid-YTW : 5.53 %
CM.PR.T FixedReset Prem 65,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 23.28
Evaluated at bid price : 25.36
Bid-YTW : 4.84 %
There were 41 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
IAF.PR.I FixedReset Ins Non Quote: 22.11 – 22.59
Spot Rate : 0.4800
Average : 0.3063

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.11
Bid-YTW : 6.11 %

TD.PF.B FixedReset Disc Quote: 18.48 – 18.78
Spot Rate : 0.3000
Average : 0.2085

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 18.48
Evaluated at bid price : 18.48
Bid-YTW : 5.29 %

TD.PF.D FixedReset Disc Quote: 21.21 – 21.52
Spot Rate : 0.3100
Average : 0.2222

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 21.21
Evaluated at bid price : 21.21
Bid-YTW : 5.15 %

SLF.PR.B Deemed-Retractible Quote: 22.36 – 22.75
Spot Rate : 0.3900
Average : 0.3024

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.36
Bid-YTW : 6.24 %

MFC.PR.F FixedReset Ins Non Quote: 14.53 – 14.82
Spot Rate : 0.2900
Average : 0.2090

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.53
Bid-YTW : 9.04 %

TD.PF.J FixedReset Disc Quote: 21.60 – 21.90
Spot Rate : 0.3000
Average : 0.2214

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-04-26
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 5.11 %

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