May 26, 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 0.0636 % 1,417.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.0636 % 2,600.7
Floater 5.45 % 5.81 % 31,817 14.11 4 0.0636 % 1,498.8
OpRet 0.00 % 0.00 % 0 0.00 0 0.1219 % 3,410.2
SplitShare 4.93 % 5.09 % 68,613 3.90 7 0.1219 % 4,072.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1219 % 3,177.6
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4782 % 2,931.6
Perpetual-Discount 5.74 % 5.96 % 80,468 13.93 35 0.4782 % 3,144.5
FixedReset Disc 6.48 % 5.34 % 180,759 14.61 83 0.4043 % 1,754.2
Deemed-Retractible 5.45 % 5.77 % 90,057 13.97 27 0.2891 % 3,117.7
FloatingReset 5.15 % 5.14 % 48,691 15.19 3 -0.3026 % 1,728.0
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 0.4043 % 2,426.1
FixedReset Bank Non 2.01 % 3.64 % 160,851 1.64 2 0.0000 % 2,745.1
FixedReset Ins Non 6.74 % 5.38 % 113,083 14.48 22 0.0178 % 1,766.6
Performance Highlights
Issue Index Change Notes
PWF.PR.P FixedReset Disc -13.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 7.85
Evaluated at bid price : 7.85
Bid-YTW : 6.39 %
TRP.PR.B FixedReset Disc -6.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 7.20
Evaluated at bid price : 7.20
Bid-YTW : 5.80 %
BAM.PF.B FixedReset Disc -5.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.42
Evaluated at bid price : 13.42
Bid-YTW : 6.36 %
IFC.PR.C FixedReset Ins Non -4.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.45
Evaluated at bid price : 13.45
Bid-YTW : 5.76 %
SLF.PR.H FixedReset Ins Non -3.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 11.50
Evaluated at bid price : 11.50
Bid-YTW : 5.55 %
MFC.PR.N FixedReset Ins Non -2.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.77
Evaluated at bid price : 13.77
Bid-YTW : 5.34 %
BIP.PR.F FixedReset Disc -2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.67 %
TRP.PR.E FixedReset Disc -1.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 6.12 %
TD.PF.A FixedReset Disc -1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.05
Evaluated at bid price : 14.05
Bid-YTW : 5.18 %
IFC.PR.A FixedReset Ins Non -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 10.91
Evaluated at bid price : 10.91
Bid-YTW : 5.33 %
HSE.PR.C FixedReset Disc -1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 10.90
Evaluated at bid price : 10.90
Bid-YTW : 9.23 %
HSE.PR.E FixedReset Disc -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 11.04
Evaluated at bid price : 11.04
Bid-YTW : 9.77 %
HSE.PR.G FixedReset Disc -1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 10.35
Evaluated at bid price : 10.35
Bid-YTW : 9.63 %
CU.PR.I FixedReset Disc -1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 23.58
Evaluated at bid price : 24.30
Bid-YTW : 4.60 %
BIP.PR.A FixedReset Disc -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.06
Evaluated at bid price : 14.06
Bid-YTW : 7.12 %
BAM.PR.B Floater -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 7.50
Evaluated at bid price : 7.50
Bid-YTW : 5.81 %
EIT.PR.A SplitShare -1.02 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 24.20
Bid-YTW : 5.71 %
MFC.PR.O FixedReset Ins Non -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 23.76
Evaluated at bid price : 24.25
Bid-YTW : 5.49 %
PWF.PR.S Perpetual-Discount 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 20.46
Evaluated at bid price : 20.46
Bid-YTW : 5.94 %
CM.PR.R FixedReset Disc 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.33
Evaluated at bid price : 17.33
Bid-YTW : 5.60 %
TD.PF.B FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.42
Evaluated at bid price : 14.42
Bid-YTW : 5.07 %
MFC.PR.C Deemed-Retractible 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.50 %
PWF.PR.R Perpetual-Discount 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 22.79
Evaluated at bid price : 23.08
Bid-YTW : 6.02 %
W.PR.M FixedReset Disc 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 23.85
Evaluated at bid price : 24.26
Bid-YTW : 5.41 %
BAM.PR.T FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 11.45
Evaluated at bid price : 11.45
Bid-YTW : 6.16 %
MFC.PR.G FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 15.21
Evaluated at bid price : 15.21
Bid-YTW : 5.46 %
BAM.PF.G FixedReset Disc 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 6.16 %
CU.PR.F Perpetual-Discount 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 21.21
Evaluated at bid price : 21.21
Bid-YTW : 5.33 %
BMO.PR.F FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.08 %
TD.PF.L FixedReset Disc 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.05 %
PWF.PR.T FixedReset Disc 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 5.60 %
BMO.PR.E FixedReset Disc 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 16.76
Evaluated at bid price : 16.76
Bid-YTW : 5.09 %
POW.PR.B Perpetual-Discount 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 6.02 %
TD.PF.M FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.04 %
CU.PR.G Perpetual-Discount 1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.34 %
BNS.PR.I FixedReset Disc 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 4.68 %
BMO.PR.Y FixedReset Disc 1.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.51
Evaluated at bid price : 14.51
Bid-YTW : 5.33 %
TD.PF.I FixedReset Disc 1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.75
Evaluated at bid price : 17.75
Bid-YTW : 5.04 %
MFC.PR.L FixedReset Ins Non 1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 5.31 %
PWF.PR.A Floater 2.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 9.06
Evaluated at bid price : 9.06
Bid-YTW : 4.77 %
BMO.PR.B FixedReset Disc 2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 21.77
Evaluated at bid price : 22.25
Bid-YTW : 5.01 %
CCS.PR.C Deemed-Retractible 2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 21.70
Evaluated at bid price : 21.95
Bid-YTW : 5.78 %
MFC.PR.J FixedReset Ins Non 2.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 15.49
Evaluated at bid price : 15.49
Bid-YTW : 5.25 %
NA.PR.G FixedReset Disc 2.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.51 %
MFC.PR.I FixedReset Ins Non 3.90 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.27 %
RY.PR.J FixedReset Disc 4.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 15.15
Evaluated at bid price : 15.15
Bid-YTW : 5.15 %
W.PR.K FixedReset Disc 6.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 23.15
Evaluated at bid price : 23.85
Bid-YTW : 5.54 %
BAM.PF.I FixedReset Disc 6.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 23.06
Evaluated at bid price : 23.42
Bid-YTW : 5.19 %
BMO.PR.D FixedReset Disc 7.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.15
Evaluated at bid price : 17.15
Bid-YTW : 5.34 %
GWO.PR.N FixedReset Ins Non 7.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 9.40
Evaluated at bid price : 9.40
Bid-YTW : 4.53 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.C FixedReset Disc 89,473 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.46
Evaluated at bid price : 17.46
Bid-YTW : 5.61 %
BAM.PF.G FixedReset Disc 65,479 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 6.16 %
TRP.PR.J FixedReset Disc 60,021 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 24.54
Evaluated at bid price : 24.90
Bid-YTW : 5.54 %
NA.PR.W FixedReset Disc 28,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.70
Evaluated at bid price : 13.70
Bid-YTW : 5.41 %
TRP.PR.E FixedReset Disc 27,949 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 6.12 %
CM.PR.R FixedReset Disc 25,661 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 17.33
Evaluated at bid price : 17.33
Bid-YTW : 5.60 %
There were 17 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.M FixedReset Ins Non Quote: 14.22 – 16.17
Spot Rate : 1.9500
Average : 1.4855

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.22
Evaluated at bid price : 14.22
Bid-YTW : 5.28 %

BAM.PF.B FixedReset Disc Quote: 13.42 – 14.40
Spot Rate : 0.9800
Average : 0.6559

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.42
Evaluated at bid price : 13.42
Bid-YTW : 6.36 %

PWF.PR.P FixedReset Disc Quote: 7.85 – 9.26
Spot Rate : 1.4100
Average : 1.1675

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 7.85
Evaluated at bid price : 7.85
Bid-YTW : 6.39 %

SLF.PR.H FixedReset Ins Non Quote: 11.50 – 12.17
Spot Rate : 0.6700
Average : 0.4584

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 11.50
Evaluated at bid price : 11.50
Bid-YTW : 5.55 %

TRP.PR.G FixedReset Disc Quote: 13.16 – 14.29
Spot Rate : 1.1300
Average : 0.9520

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 13.16
Evaluated at bid price : 13.16
Bid-YTW : 6.37 %

BIP.PR.A FixedReset Disc Quote: 14.06 – 14.53
Spot Rate : 0.4700
Average : 0.3114

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-26
Maturity Price : 14.06
Evaluated at bid price : 14.06
Bid-YTW : 7.12 %

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