June 25, 2020

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 -1.3580 % 1,460.6
FixedFloater 0.00 % 0.00 % 0 0.00 0 -1.3580 % 2,680.1
Floater 5.37 % 5.65 % 48,197 14.43 4 -1.3580 % 1,544.5
OpRet 0.00 % 0.00 % 0 0.00 0 0.4599 % 3,453.9
SplitShare 4.86 % 5.05 % 69,755 3.83 7 0.4599 % 4,124.7
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.4599 % 3,218.3
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.2208 % 3,023.5
Perpetual-Discount 5.58 % 5.71 % 79,057 14.35 35 -0.2208 % 3,243.0
FixedReset Disc 6.26 % 5.11 % 149,257 14.86 83 -0.6258 % 1,826.6
Deemed-Retractible 5.34 % 5.63 % 95,044 14.36 27 -0.2255 % 3,206.1
FloatingReset 5.02 % 5.02 % 43,757 15.47 3 -0.4605 % 1,754.2
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 -0.6258 % 2,526.1
FixedReset Bank Non 1.98 % 3.40 % 129,074 1.56 2 -0.1023 % 2,782.2
FixedReset Ins Non 6.52 % 5.20 % 121,969 14.79 22 -0.7324 % 1,835.3
Performance Highlights
Issue Index Change Notes
MFC.PR.H FixedReset Ins Non -7.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 16.01
Evaluated at bid price : 16.01
Bid-YTW : 5.62 %
NA.PR.G FixedReset Disc -4.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 17.01
Evaluated at bid price : 17.01
Bid-YTW : 5.20 %
BAM.PF.F FixedReset Disc -3.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.95 %
SLF.PR.G FixedReset Ins Non -3.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 8.85
Evaluated at bid price : 8.85
Bid-YTW : 5.03 %
BAM.PF.B FixedReset Disc -3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 6.10 %
HSE.PR.G FixedReset Disc -3.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 10.35
Evaluated at bid price : 10.35
Bid-YTW : 9.47 %
IFC.PR.A FixedReset Ins Non -2.99 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 11.02
Evaluated at bid price : 11.02
Bid-YTW : 5.22 %
PWF.PR.A Floater -2.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 9.22
Evaluated at bid price : 9.22
Bid-YTW : 4.70 %
SLF.PR.I FixedReset Ins Non -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 5.11 %
TD.PF.D FixedReset Disc -2.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.80
Evaluated at bid price : 15.80
Bid-YTW : 5.08 %
CM.PR.Q FixedReset Disc -2.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.93
Evaluated at bid price : 14.93
Bid-YTW : 5.38 %
BAM.PR.Z FixedReset Disc -2.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.79
Evaluated at bid price : 14.79
Bid-YTW : 6.04 %
BAM.PR.X FixedReset Disc -2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 9.75
Evaluated at bid price : 9.75
Bid-YTW : 5.75 %
MFC.PR.I FixedReset Ins Non -2.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 16.51
Evaluated at bid price : 16.51
Bid-YTW : 5.12 %
TD.PF.J FixedReset Disc -2.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 4.90 %
SLF.PR.H FixedReset Ins Non -2.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 12.17
Evaluated at bid price : 12.17
Bid-YTW : 5.27 %
BAM.PF.A FixedReset Disc -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.62
Evaluated at bid price : 15.62
Bid-YTW : 5.82 %
TRP.PR.A FixedReset Disc -2.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 11.31
Evaluated at bid price : 11.31
Bid-YTW : 5.82 %
TRP.PR.E FixedReset Disc -2.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 12.67
Evaluated at bid price : 12.67
Bid-YTW : 6.01 %
RY.PR.H FixedReset Disc -1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.20
Evaluated at bid price : 15.20
Bid-YTW : 4.75 %
HSE.PR.A FixedReset Disc -1.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 6.08
Evaluated at bid price : 6.08
Bid-YTW : 8.76 %
TRP.PR.G FixedReset Disc -1.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.31
Evaluated at bid price : 14.31
Bid-YTW : 5.89 %
BIP.PR.A FixedReset Disc -1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.65
Evaluated at bid price : 14.65
Bid-YTW : 6.74 %
BIK.PR.A FixedReset Disc -1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 22.64
Evaluated at bid price : 23.50
Bid-YTW : 6.22 %
BAM.PF.G FixedReset Disc -1.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 13.58
Evaluated at bid price : 13.58
Bid-YTW : 5.94 %
TD.PF.C FixedReset Disc -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.31
Evaluated at bid price : 15.31
Bid-YTW : 4.90 %
CM.PR.Y FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 5.13 %
TRP.PR.C FixedReset Disc -1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 8.51
Evaluated at bid price : 8.51
Bid-YTW : 5.72 %
BAM.PF.E FixedReset Disc -1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 13.17
Evaluated at bid price : 13.17
Bid-YTW : 5.93 %
RY.PR.J FixedReset Disc -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 16.14
Evaluated at bid price : 16.14
Bid-YTW : 4.90 %
TRP.PR.F FloatingReset -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 9.54
Evaluated at bid price : 9.54
Bid-YTW : 5.57 %
CM.PR.P FixedReset Disc -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 5.08 %
TD.PF.M FixedReset Disc -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 21.54
Evaluated at bid price : 21.81
Bid-YTW : 4.88 %
MFC.PR.J FixedReset Ins Non -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.98
Evaluated at bid price : 15.98
Bid-YTW : 5.10 %
TD.PF.A FixedReset Disc -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.06
Evaluated at bid price : 15.06
Bid-YTW : 4.84 %
BMO.PR.T FixedReset Disc -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.46
Evaluated at bid price : 14.46
Bid-YTW : 4.96 %
CM.PR.R FixedReset Disc -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 5.26 %
NA.PR.W FixedReset Disc -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.75
Evaluated at bid price : 14.75
Bid-YTW : 5.03 %
MFC.PR.M FixedReset Ins Non -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.75
Evaluated at bid price : 14.75
Bid-YTW : 5.10 %
BAM.PR.T FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 11.80
Evaluated at bid price : 11.80
Bid-YTW : 5.90 %
TD.PF.L FixedReset Disc 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 4.84 %
PVS.PR.F SplitShare 1.61 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 4.68 %
MFC.PR.N FixedReset Ins Non 8.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.29
Evaluated at bid price : 14.29
Bid-YTW : 5.16 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.Q FixedReset Disc 105,075 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 23.81
Evaluated at bid price : 24.34
Bid-YTW : 5.08 %
TD.PF.M FixedReset Disc 93,257 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 21.54
Evaluated at bid price : 21.81
Bid-YTW : 4.88 %
BAM.PF.F FixedReset Disc 92,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.95 %
TD.PF.J FixedReset Disc 68,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 4.90 %
TD.PF.L FixedReset Disc 65,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 4.84 %
IAF.PR.B Deemed-Retractible 60,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 5.43 %
There were 32 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
BAM.PR.X FixedReset Disc Quote: 9.75 – 17.27
Spot Rate : 7.5200
Average : 5.3130

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 9.75
Evaluated at bid price : 9.75
Bid-YTW : 5.75 %

MFC.PR.H FixedReset Ins Non Quote: 16.01 – 17.75
Spot Rate : 1.7400
Average : 1.1221

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 16.01
Evaluated at bid price : 16.01
Bid-YTW : 5.62 %

CU.PR.C FixedReset Disc Quote: 14.55 – 15.80
Spot Rate : 1.2500
Average : 0.7826

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 4.91 %

NA.PR.G FixedReset Disc Quote: 17.01 – 17.95
Spot Rate : 0.9400
Average : 0.5549

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 17.01
Evaluated at bid price : 17.01
Bid-YTW : 5.20 %

TD.PF.C FixedReset Disc Quote: 15.31 – 15.99
Spot Rate : 0.6800
Average : 0.4468

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 15.31
Evaluated at bid price : 15.31
Bid-YTW : 4.90 %

CM.PR.Y FixedReset Disc Quote: 21.16 – 21.80
Spot Rate : 0.6400
Average : 0.4585

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-06-25
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 5.13 %

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