| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0546 % | 2,076.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0546 % | 3,810.0 |
| Floater | 5.66 % | 6.03 % | 52,495 | 13.77 | 3 | 0.0546 % | 2,195.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1252 % | 3,304.3 |
| SplitShare | 4.71 % | 4.79 % | 78,758 | 4.28 | 7 | -0.1252 % | 3,946.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1252 % | 3,078.9 |
| Perpetual-Premium | 5.53 % | 4.93 % | 82,529 | 1.77 | 12 | 0.0594 % | 2,950.4 |
| Perpetual-Discount | 5.44 % | 5.46 % | 72,784 | 14.68 | 20 | 0.2055 % | 3,104.3 |
| FixedReset Disc | 5.36 % | 5.40 % | 147,938 | 14.88 | 63 | -0.9582 % | 2,140.9 |
| Deemed-Retractible | 5.23 % | 5.88 % | 91,822 | 8.01 | 27 | 0.0221 % | 3,079.7 |
| FloatingReset | 3.96 % | 4.43 % | 45,462 | 2.57 | 4 | -0.2425 % | 2,409.3 |
| FixedReset Prem | 5.12 % | 4.02 % | 229,079 | 2.08 | 21 | -0.0613 % | 2,582.8 |
| FixedReset Bank Non | 1.98 % | 4.01 % | 142,135 | 2.59 | 3 | -0.0834 % | 2,646.4 |
| FixedReset Ins Non | 5.11 % | 6.78 % | 102,997 | 8.21 | 22 | -0.4361 % | 2,223.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.S | FixedReset Disc | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 5.55 % |
| HSE.PR.C | FixedReset Disc | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.74 % |
| HSE.PR.A | FixedReset Disc | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 6.59 % |
| HSE.PR.E | FixedReset Disc | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.74 % |
| NA.PR.W | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 5.60 % |
| RY.PR.M | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.20 % |
| BAM.PF.F | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.11 % |
| BMO.PR.W | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 5.39 % |
| BMO.PR.E | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.02 % |
| EMA.PR.F | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 5.67 % |
| BMO.PR.T | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 5.39 % |
| HSE.PR.G | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 6.69 % |
| TD.PF.C | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 5.26 % |
| BAM.PF.G | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.04 % |
| BMO.PR.D | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.85 Evaluated at bid price : 22.16 Bid-YTW : 5.23 % |
| TD.PF.K | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.19 % |
| BAM.PF.A | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 5.94 % |
| BIP.PR.F | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.22 % |
| CM.PR.R | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 22.04 Evaluated at bid price : 22.41 Bid-YTW : 5.38 % |
| MFC.PR.H | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.16 Bid-YTW : 6.55 % |
| BMO.PR.Y | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 5.23 % |
| MFC.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.18 Bid-YTW : 6.83 % |
| RY.PR.J | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 5.23 % |
| PWF.PR.T | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.42 % |
| BMO.PR.S | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.30 % |
| TD.PF.E | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.10 % |
| BAM.PF.J | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 22.25 Evaluated at bid price : 22.80 Bid-YTW : 5.26 % |
| BNS.PR.I | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.99 Evaluated at bid price : 22.50 Bid-YTW : 4.64 % |
| MFC.PR.L | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.15 Bid-YTW : 8.12 % |
| CM.PR.P | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 5.46 % |
| NA.PR.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 5.31 % |
| MFC.PR.N | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.60 Bid-YTW : 7.97 % |
| NA.PR.C | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.90 Evaluated at bid price : 22.25 Bid-YTW : 5.46 % |
| CM.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 5.15 % |
| NA.PR.G | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.14 % |
| PWF.PR.Z | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.26 Evaluated at bid price : 23.60 Bid-YTW : 5.50 % |
| BAM.PF.D | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.80 % |
| CCS.PR.C | Deemed-Retractible | 1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 6.08 % |
| PWF.PR.F | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.97 Evaluated at bid price : 24.22 Bid-YTW : 5.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 71,851 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.20 % |
| IAF.PR.G | FixedReset Ins Non | 64,648 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 6.06 % |
| RY.PR.Q | FixedReset Prem | 52,534 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.80 % |
| TD.PF.L | FixedReset Prem | 42,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 23.20 Evaluated at bid price : 25.10 Bid-YTW : 4.80 % |
| TD.PF.G | FixedReset Prem | 33,465 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.67 % |
| TD.PF.B | FixedReset Disc | 30,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-27 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.22 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 19.03 – 20.02 Spot Rate : 0.9900 Average : 0.6360 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 18.18 – 18.62 Spot Rate : 0.4400 Average : 0.2801 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.40 – 21.75 Spot Rate : 0.3500 Average : 0.2200 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 19.03 – 19.70 Spot Rate : 0.6700 Average : 0.5531 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 22.55 – 22.90 Spot Rate : 0.3500 Average : 0.2482 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 21.16 – 21.55 Spot Rate : 0.3900 Average : 0.2884 YTW SCENARIO |
Good afternoon. A question on Td.pf.b
If it were to reset today, what would the dividend and yield be ? Or can someone explain how to calculate it ?
Thanks in advance
Use the search box (top of right-hand navigation panel) to search for TD.PF.B
Posts that actually have the search term in the headline will be reported first and, as it turns out, the post TD.PF.B Firm On Excellent Volume is the top link.
Click on the headline to view the post. The summary is “TD.PF.B, a FixedReset 3.80%+227, NVCC-compliant … ” with a link to the issue announcement, New Issue: TD FixedReset, 3.80%+227, NVCC Compliant
Click on that for the announcement details. Note that:
Check the current 5-year bond level: 1.47%.
Therefore, TD.PF.B will pay (1.47% + 2.27%) * 25 = 3.74% * 25 = 0.935.
You can calculate the all-in yield with the FixedReset Yield Calculator, which is explained in the post What Is The Yield Of HSE.PR.A?