Archive for June, 2021
Saturday, June 26th, 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 |
0.7726 % |
2,465.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.7726 % |
4,523.8 |
| Floater |
3.52 % |
3.57 % |
70,704 |
18.35 |
3 |
0.7726 % |
2,607.1 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1208 % |
3,704.4 |
| SplitShare |
4.77 % |
3.98 % |
39,536 |
3.50 |
8 |
0.1208 % |
4,423.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1208 % |
3,451.7 |
| Perpetual-Premium |
5.24 % |
-9.72 % |
71,149 |
0.09 |
24 |
0.1221 % |
3,277.3 |
| Perpetual-Discount |
4.83 % |
4.91 % |
83,825 |
15.62 |
10 |
-0.1262 % |
3,822.2 |
| FixedReset Disc |
4.30 % |
3.68 % |
171,709 |
17.80 |
47 |
0.5172 % |
2,712.7 |
| Insurance Straight |
4.94 % |
4.54 % |
104,327 |
0.64 |
22 |
0.1368 % |
3,688.0 |
| FloatingReset |
2.94 % |
3.32 % |
70,823 |
18.93 |
2 |
0.3005 % |
2,419.7 |
| FixedReset Prem |
4.88 % |
3.41 % |
220,534 |
1.27 |
29 |
0.2169 % |
2,742.1 |
| FixedReset Bank Non |
1.81 % |
2.12 % |
149,275 |
0.74 |
1 |
0.2008 % |
2,886.2 |
| FixedReset Ins Non |
4.24 % |
3.66 % |
155,436 |
17.68 |
21 |
0.3863 % |
2,854.4 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| CU.PR.F |
Perpetual-Discount |
-1.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 23.76
Evaluated at bid price : 24.01
Bid-YTW : 4.75 % |
| IAF.PR.G |
FixedReset Ins Non |
-1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 24.02
Evaluated at bid price : 24.45
Bid-YTW : 3.87 % |
| IFC.PR.C |
FixedReset Ins Non |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 23.17
Evaluated at bid price : 24.00
Bid-YTW : 3.71 % |
| RY.PR.S |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 23.36
Evaluated at bid price : 24.86
Bid-YTW : 3.41 % |
| IFC.PR.F |
Insurance Straight |
1.12 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-09-30
Maturity Price : 25.25
Evaluated at bid price : 26.10
Bid-YTW : 4.55 % |
| PWF.PR.T |
FixedReset Disc |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.96
Evaluated at bid price : 22.25
Bid-YTW : 3.86 % |
| TRP.PR.D |
FixedReset Disc |
1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 4.38 % |
| BIP.PR.D |
FixedReset Prem |
1.20 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 3.98 % |
| BAM.PR.B |
Floater |
1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 12.30
Evaluated at bid price : 12.30
Bid-YTW : 3.51 % |
| RY.PR.J |
FixedReset Disc |
1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 22.98
Evaluated at bid price : 24.30
Bid-YTW : 3.58 % |
| TRP.PR.G |
FixedReset Disc |
1.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.96
Evaluated at bid price : 22.45
Bid-YTW : 4.21 % |
| BAM.PF.E |
FixedReset Disc |
1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 19.89
Evaluated at bid price : 19.89
Bid-YTW : 4.45 % |
| SLF.PR.G |
FixedReset Ins Non |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 15.23
Evaluated at bid price : 15.23
Bid-YTW : 3.70 % |
| BAM.PR.X |
FixedReset Disc |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 15.85
Evaluated at bid price : 15.85
Bid-YTW : 4.35 % |
| BAM.PF.G |
FixedReset Disc |
1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.52
Evaluated at bid price : 21.52
Bid-YTW : 4.30 % |
| PWF.PR.P |
FixedReset Disc |
1.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 15.13
Evaluated at bid price : 15.13
Bid-YTW : 3.99 % |
| CM.PR.Q |
FixedReset Disc |
1.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 22.88
Evaluated at bid price : 24.10
Bid-YTW : 3.66 % |
| BAM.PF.F |
FixedReset Disc |
1.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.97
Evaluated at bid price : 22.35
Bid-YTW : 4.31 % |
| BIP.PR.B |
FixedReset Prem |
1.95 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.65
Bid-YTW : 4.08 % |
| BAM.PR.Z |
FixedReset Disc |
2.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 22.52
Evaluated at bid price : 22.90
Bid-YTW : 4.36 % |
| IFC.PR.A |
FixedReset Ins Non |
2.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 3.58 % |
| BAM.PR.R |
FixedReset Disc |
2.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 4.34 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TD.PF.M |
FixedReset Prem |
136,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 3.37 % |
| BMO.PR.F |
FixedReset Prem |
97,400 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 3.28 % |
| BMO.PR.C |
FixedReset Prem |
91,050 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 3.08 % |
| MFC.PR.J |
FixedReset Ins Non |
79,830 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 23.42
Evaluated at bid price : 24.51
Bid-YTW : 3.69 % |
| PWF.PR.P |
FixedReset Disc |
61,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 15.13
Evaluated at bid price : 15.13
Bid-YTW : 3.99 % |
| MFC.PR.L |
FixedReset Ins Non |
51,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.82
Evaluated at bid price : 22.10
Bid-YTW : 3.64 % |
| There were 38 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: 25.01 – 26.01
Spot Rate : 1.0000
Average : 0.5918
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 23.61
Evaluated at bid price : 25.01
Bid-YTW : 3.73 % |
| MFC.PR.K |
FixedReset Ins Non |
Quote: 22.95 – 24.00
Spot Rate : 1.0500
Average : 0.6526
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 22.49
Evaluated at bid price : 22.95
Bid-YTW : 3.60 % |
| TD.PF.E |
FixedReset Disc |
Quote: 24.01 – 24.75
Spot Rate : 0.7400
Average : 0.5422
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 22.82
Evaluated at bid price : 24.01
Bid-YTW : 3.75 % |
| IAF.PR.G |
FixedReset Ins Non |
Quote: 24.45 – 24.99
Spot Rate : 0.5400
Average : 0.3596
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 24.02
Evaluated at bid price : 24.45
Bid-YTW : 3.87 % |
| SLF.PR.H |
FixedReset Ins Non |
Quote: 21.20 – 21.70
Spot Rate : 0.5000
Average : 0.3440
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-04
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 3.69 % |
| NA.PR.C |
FixedReset Prem |
Quote: 25.32 – 25.80
Spot Rate : 0.4800
Average : 0.3291
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 3.51 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
0.2767 % |
2,446.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2767 % |
4,489.2 |
| Floater |
3.55 % |
3.58 % |
67,016 |
18.32 |
3 |
0.2767 % |
2,587.1 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1209 % |
3,700.0 |
| SplitShare |
4.77 % |
3.98 % |
40,023 |
3.50 |
8 |
0.1209 % |
4,418.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1209 % |
3,447.5 |
| Perpetual-Premium |
5.25 % |
-6.03 % |
69,801 |
0.09 |
24 |
0.1663 % |
3,273.3 |
| Perpetual-Discount |
4.82 % |
4.86 % |
82,191 |
15.74 |
10 |
1.0411 % |
3,827.0 |
| FixedReset Disc |
4.32 % |
3.68 % |
176,360 |
17.74 |
47 |
0.3596 % |
2,698.7 |
| Insurance Straight |
4.94 % |
4.55 % |
104,922 |
0.65 |
22 |
0.3431 % |
3,682.9 |
| FloatingReset |
2.95 % |
3.34 % |
73,447 |
18.89 |
2 |
0.6723 % |
2,412.5 |
| FixedReset Prem |
4.89 % |
3.43 % |
221,281 |
1.44 |
29 |
0.1376 % |
2,736.2 |
| FixedReset Bank Non |
1.81 % |
2.38 % |
149,159 |
0.74 |
1 |
0.0804 % |
2,880.4 |
| FixedReset Ins Non |
4.26 % |
3.68 % |
152,574 |
17.69 |
21 |
0.4538 % |
2,843.4 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.C |
FixedReset Disc |
-1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 14.05
Evaluated at bid price : 14.05
Bid-YTW : 4.20 % |
| PWF.PR.P |
FixedReset Disc |
-1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 14.90
Evaluated at bid price : 14.90
Bid-YTW : 4.05 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 15.01
Evaluated at bid price : 15.01
Bid-YTW : 3.76 % |
| MIC.PR.A |
Perpetual-Premium |
1.00 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.21
Bid-YTW : 4.91 % |
| BAM.PF.B |
FixedReset Disc |
1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 21.35
Evaluated at bid price : 21.35
Bid-YTW : 4.39 % |
| TRP.PR.E |
FixedReset Disc |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 4.39 % |
| BIP.PR.A |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 22.72
Evaluated at bid price : 23.75
Bid-YTW : 4.59 % |
| IFC.PR.C |
FixedReset Ins Non |
1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 22.93
Evaluated at bid price : 23.75
Bid-YTW : 3.75 % |
| BAM.PR.X |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 15.62
Evaluated at bid price : 15.62
Bid-YTW : 4.42 % |
| SLF.PR.I |
FixedReset Ins Non |
1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 23.90
Evaluated at bid price : 24.50
Bid-YTW : 3.73 % |
| SLF.PR.J |
FloatingReset |
1.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 14.70
Evaluated at bid price : 14.70
Bid-YTW : 2.58 % |
| TD.PF.K |
FixedReset Disc |
1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 23.40
Evaluated at bid price : 24.80
Bid-YTW : 3.62 % |
| MFC.PR.Q |
FixedReset Ins Non |
1.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 23.36
Evaluated at bid price : 24.50
Bid-YTW : 3.64 % |
| BAM.PR.N |
Perpetual-Discount |
1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 4.94 % |
| BAM.PF.F |
FixedReset Disc |
1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 21.68
Evaluated at bid price : 21.95
Bid-YTW : 4.39 % |
| IFC.PR.I |
Perpetual-Premium |
1.54 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.45
Bid-YTW : 4.62 % |
| BAM.PR.T |
FixedReset Disc |
1.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 4.42 % |
| BAM.PF.C |
Perpetual-Discount |
1.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.25
Evaluated at bid price : 24.51
Bid-YTW : 4.99 % |
| BAM.PR.Z |
FixedReset Disc |
2.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 21.88
Evaluated at bid price : 22.43
Bid-YTW : 4.44 % |
| IFC.PR.A |
FixedReset Ins Non |
2.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 18.76
Evaluated at bid price : 18.76
Bid-YTW : 3.66 % |
| CIU.PR.A |
Perpetual-Discount |
3.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.68
Evaluated at bid price : 24.94
Bid-YTW : 4.67 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BAM.PF.J |
FixedReset Prem |
85,726 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 4.54 % |
| TD.PF.M |
FixedReset Prem |
61,800 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 3.60 % |
| NA.PR.A |
FixedReset Prem |
42,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-15
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 1.53 % |
| IAF.PR.G |
FixedReset Ins Non |
33,621 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.35
Evaluated at bid price : 24.72
Bid-YTW : 3.83 % |
| NA.PR.S |
FixedReset Disc |
32,565 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 22.62
Evaluated at bid price : 23.32
Bid-YTW : 3.63 % |
| BMO.PR.F |
FixedReset Prem |
31,100 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.21
Bid-YTW : 3.33 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| PWF.PR.E |
Perpetual-Premium |
Quote: 25.50 – 26.30
Spot Rate : 0.8000
Average : 0.4576
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-02
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : -17.28 % |
| BAM.PR.R |
FixedReset Disc |
Quote: 18.35 – 19.25
Spot Rate : 0.9000
Average : 0.5627
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 18.35
Evaluated at bid price : 18.35
Bid-YTW : 4.45 % |
| MFC.PR.B |
Insurance Straight |
Quote: 24.92 – 26.00
Spot Rate : 1.0800
Average : 0.7467
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.66
Evaluated at bid price : 24.92
Bid-YTW : 4.71 % |
| BIP.PR.D |
FixedReset Prem |
Quote: 25.05 – 25.69
Spot Rate : 0.6400
Average : 0.4563
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 24.72
Evaluated at bid price : 25.05
Bid-YTW : 5.03 % |
| TRP.PR.F |
FloatingReset |
Quote: 15.25 – 16.00
Spot Rate : 0.7500
Average : 0.5918
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-03
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 3.34 % |
| CCS.PR.C |
Insurance Straight |
Quote: 25.12 – 25.50
Spot Rate : 0.3800
Average : 0.2335
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-02
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : 4.85 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
-0.1790 % |
2,439.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1790 % |
4,476.8 |
| Floater |
3.56 % |
3.59 % |
69,266 |
18.29 |
3 |
-0.1790 % |
2,580.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0920 % |
3,695.5 |
| SplitShare |
4.78 % |
3.97 % |
34,703 |
3.51 |
8 |
0.0920 % |
4,413.2 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0920 % |
3,443.4 |
| Perpetual-Premium |
5.26 % |
-13.26 % |
69,967 |
0.09 |
24 |
0.0051 % |
3,267.8 |
| Perpetual-Discount |
4.87 % |
4.97 % |
97,878 |
15.55 |
10 |
-0.2121 % |
3,787.6 |
| FixedReset Disc |
4.37 % |
3.72 % |
181,913 |
17.70 |
48 |
0.2421 % |
2,689.1 |
| Insurance Straight |
4.96 % |
4.59 % |
104,116 |
3.72 |
22 |
0.0253 % |
3,670.3 |
| FloatingReset |
2.95 % |
3.32 % |
72,732 |
18.93 |
2 |
-0.2013 % |
2,396.4 |
| FixedReset Prem |
4.90 % |
3.48 % |
204,857 |
1.45 |
29 |
-0.1335 % |
2,732.5 |
| FixedReset Bank Non |
1.81 % |
2.48 % |
155,259 |
0.75 |
1 |
-0.5198 % |
2,878.1 |
| FixedReset Ins Non |
4.28 % |
3.73 % |
153,931 |
17.61 |
21 |
0.1146 % |
2,830.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| CIU.PR.A |
Perpetual-Discount |
-2.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 4.85 % |
| BAM.PR.Z |
FixedReset Disc |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.56
Evaluated at bid price : 21.95
Bid-YTW : 4.57 % |
| BAM.PF.C |
Perpetual-Discount |
-1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 23.80
Evaluated at bid price : 24.10
Bid-YTW : 5.07 % |
| TD.PF.I |
FixedReset Prem |
-1.14 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.24
Bid-YTW : 3.86 % |
| BAM.PR.N |
Perpetual-Discount |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.01 % |
| BAM.PR.R |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 18.19
Evaluated at bid price : 18.19
Bid-YTW : 4.51 % |
| BAM.PF.A |
FixedReset Disc |
1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.84
Evaluated at bid price : 23.55
Bid-YTW : 4.24 % |
| BAM.PF.E |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 4.56 % |
| CM.PR.P |
FixedReset Disc |
1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.39
Evaluated at bid price : 23.05
Bid-YTW : 3.57 % |
| BAM.PF.G |
FixedReset Disc |
1.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.42 % |
| BAM.PF.D |
Perpetual-Discount |
1.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 24.31
Evaluated at bid price : 24.61
Bid-YTW : 5.02 % |
| BMO.PR.W |
FixedReset Disc |
1.48 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.44
Evaluated at bid price : 23.10
Bid-YTW : 3.50 % |
| SLF.PR.H |
FixedReset Ins Non |
1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 3.73 % |
| TRP.PR.C |
FixedReset Disc |
1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 14.26
Evaluated at bid price : 14.26
Bid-YTW : 4.16 % |
| PWF.PR.P |
FixedReset Disc |
1.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 15.11
Evaluated at bid price : 15.11
Bid-YTW : 4.01 % |
| PWF.PR.T |
FixedReset Disc |
2.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.85
Evaluated at bid price : 22.10
Bid-YTW : 3.91 % |
| TRP.PR.G |
FixedReset Disc |
2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.73
Evaluated at bid price : 22.10
Bid-YTW : 4.30 % |
| GWO.PR.N |
FixedReset Ins Non |
4.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 15.30
Evaluated at bid price : 15.30
Bid-YTW : 3.51 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.J |
FixedReset Prem |
177,678 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 2.58 % |
| NA.PR.S |
FixedReset Disc |
92,728 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.57
Evaluated at bid price : 23.23
Bid-YTW : 3.67 % |
| CM.PR.R |
FixedReset Prem |
71,486 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 3.13 % |
| TD.PF.J |
FixedReset Disc |
64,333 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 23.51
Evaluated at bid price : 24.80
Bid-YTW : 3.70 % |
| TD.PF.K |
FixedReset Disc |
51,824 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 23.26
Evaluated at bid price : 24.45
Bid-YTW : 3.72 % |
| CM.PR.Y |
FixedReset Prem |
43,372 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.67 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.C |
FixedReset Disc |
Quote: 21.71 – 25.00
Spot Rate : 3.2900
Average : 1.9175
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.40
Evaluated at bid price : 21.71
Bid-YTW : 3.89 % |
| MFC.PR.M |
FixedReset Ins Non |
Quote: 23.05 – 24.91
Spot Rate : 1.8600
Average : 1.0536
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.40
Evaluated at bid price : 23.05
Bid-YTW : 3.67 % |
| IFC.PR.C |
FixedReset Ins Non |
Quote: 23.45 – 24.45
Spot Rate : 1.0000
Average : 0.5581
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 22.50
Evaluated at bid price : 23.45
Bid-YTW : 3.81 % |
| POW.PR.A |
Perpetual-Premium |
Quote: 25.65 – 26.65
Spot Rate : 1.0000
Average : 0.5856
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : -21.62 % |
| BAM.PR.Z |
FixedReset Disc |
Quote: 21.95 – 22.62
Spot Rate : 0.6700
Average : 0.3906
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 21.56
Evaluated at bid price : 21.95
Bid-YTW : 4.57 % |
| MFC.PR.B |
Insurance Straight |
Quote: 24.80 – 25.45
Spot Rate : 0.6500
Average : 0.3812
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-30
Maturity Price : 24.55
Evaluated at bid price : 24.80
Bid-YTW : 4.73 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
0.3393 % |
2,444.1 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3393 % |
4,484.8 |
| Floater |
3.41 % |
3.56 % |
56,457 |
18.37 |
4 |
0.3393 % |
2,584.6 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0967 % |
3,692.1 |
| SplitShare |
4.78 % |
4.09 % |
34,827 |
3.51 |
8 |
-0.0967 % |
4,409.1 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0967 % |
3,440.2 |
| Perpetual-Premium |
5.27 % |
-11.97 % |
69,400 |
0.09 |
23 |
-0.0374 % |
3,267.7 |
| Perpetual-Discount |
4.86 % |
4.90 % |
82,116 |
15.54 |
11 |
0.3698 % |
3,795.6 |
| FixedReset Disc |
4.32 % |
3.69 % |
170,348 |
17.68 |
48 |
0.2940 % |
2,682.6 |
| Insurance Straight |
4.96 % |
4.60 % |
101,496 |
3.73 |
22 |
0.0832 % |
3,669.4 |
| FloatingReset |
2.94 % |
3.32 % |
72,921 |
18.94 |
2 |
-0.3010 % |
2,401.2 |
| FixedReset Prem |
4.97 % |
3.59 % |
227,299 |
1.27 |
29 |
0.0256 % |
2,736.1 |
| FixedReset Bank Non |
1.80 % |
2.38 % |
157,473 |
0.75 |
1 |
0.0400 % |
2,893.1 |
| FixedReset Ins Non |
4.28 % |
3.76 % |
155,313 |
17.63 |
21 |
0.0744 % |
2,827.3 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| GWO.PR.N |
FixedReset Ins Non |
-2.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 14.71
Evaluated at bid price : 14.71
Bid-YTW : 3.65 % |
| SLF.PR.G |
FixedReset Ins Non |
-2.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 15.07
Evaluated at bid price : 15.07
Bid-YTW : 3.77 % |
| MFC.PR.F |
FixedReset Ins Non |
-1.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 16.67
Evaluated at bid price : 16.67
Bid-YTW : 3.58 % |
| PWF.PR.P |
FixedReset Disc |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 14.84
Evaluated at bid price : 14.84
Bid-YTW : 4.08 % |
| MFC.PR.M |
FixedReset Ins Non |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 22.49
Evaluated at bid price : 23.20
Bid-YTW : 3.64 % |
| BAM.PR.N |
Perpetual-Discount |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 4.96 % |
| TD.PF.E |
FixedReset Disc |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 22.92
Evaluated at bid price : 24.26
Bid-YTW : 3.71 % |
| BMO.PR.W |
FixedReset Disc |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 22.38
Evaluated at bid price : 23.00
Bid-YTW : 3.58 % |
| TRP.PR.G |
FixedReset Disc |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 21.32
Evaluated at bid price : 21.60
Bid-YTW : 4.41 % |
| BAM.PR.Z |
FixedReset Disc |
1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 21.79
Evaluated at bid price : 22.29
Bid-YTW : 4.49 % |
| MFC.PR.L |
FixedReset Ins Non |
1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 21.84
Evaluated at bid price : 22.13
Bid-YTW : 3.65 % |
| BAM.PR.T |
FixedReset Disc |
1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 18.35
Evaluated at bid price : 18.35
Bid-YTW : 4.51 % |
| CU.PR.C |
FixedReset Disc |
1.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 21.47
Evaluated at bid price : 21.80
Bid-YTW : 3.87 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| SLF.PR.J |
FloatingReset |
160,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 14.56
Evaluated at bid price : 14.56
Bid-YTW : 2.59 % |
| NA.PR.A |
FixedReset Prem |
126,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-15
Maturity Price : 25.00
Evaluated at bid price : 25.19
Bid-YTW : 2.02 % |
| PWF.PR.P |
FixedReset Disc |
116,850 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 14.84
Evaluated at bid price : 14.84
Bid-YTW : 4.08 % |
| RY.PR.Q |
FixedReset Prem |
63,750 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-23
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 3.83 % |
| CM.PR.Y |
FixedReset Prem |
55,197 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.18
Bid-YTW : 3.63 % |
| TD.PF.G |
FixedReset Prem |
47,340 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 23.90
Evaluated at bid price : 24.98
Bid-YTW : 5.60 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| EIT.PR.B |
SplitShare |
Quote: 25.97 – 26.97
Spot Rate : 1.0000
Average : 0.5507
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.97
Bid-YTW : 3.90 % |
| PWF.PR.P |
FixedReset Disc |
Quote: 14.84 – 15.60
Spot Rate : 0.7600
Average : 0.6015
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 14.84
Evaluated at bid price : 14.84
Bid-YTW : 4.08 % |
| RY.PR.M |
FixedReset Disc |
Quote: 23.59 – 24.00
Spot Rate : 0.4100
Average : 0.2624
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 22.61
Evaluated at bid price : 23.59
Bid-YTW : 3.58 % |
| BIP.PR.E |
FixedReset Disc |
Quote: 25.15 – 25.50
Spot Rate : 0.3500
Average : 0.2122
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : 4.93 % |
| IFC.PR.G |
FixedReset Ins Non |
Quote: 23.30 – 23.85
Spot Rate : 0.5500
Average : 0.4175
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 22.99
Evaluated at bid price : 23.30
Bid-YTW : 3.93 % |
| BAM.PR.R |
FixedReset Disc |
Quote: 18.00 – 18.41
Spot Rate : 0.4100
Average : 0.2835
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-29
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 4.56 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
-0.1594 % |
2,435.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1594 % |
4,469.6 |
| Floater |
3.42 % |
3.57 % |
56,134 |
18.35 |
4 |
-0.1594 % |
2,575.9 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0193 % |
3,695.7 |
| SplitShare |
4.78 % |
4.05 % |
41,317 |
3.51 |
8 |
-0.0193 % |
4,413.4 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0193 % |
3,443.5 |
| Perpetual-Premium |
5.27 % |
-12.27 % |
71,746 |
0.09 |
23 |
0.1839 % |
3,268.9 |
| Perpetual-Discount |
4.88 % |
4.92 % |
83,126 |
15.51 |
11 |
0.1609 % |
3,781.6 |
| FixedReset Disc |
4.33 % |
3.72 % |
169,700 |
17.72 |
48 |
0.3923 % |
2,674.7 |
| Insurance Straight |
4.96 % |
4.61 % |
101,684 |
3.73 |
22 |
0.1140 % |
3,666.4 |
| FloatingReset |
2.93 % |
3.31 % |
72,445 |
18.97 |
2 |
-1.1897 % |
2,408.4 |
| FixedReset Prem |
4.97 % |
3.51 % |
229,493 |
1.27 |
29 |
0.0526 % |
2,735.4 |
| FixedReset Bank Non |
1.80 % |
2.42 % |
163,555 |
0.75 |
1 |
0.0000 % |
2,892.0 |
| FixedReset Ins Non |
4.29 % |
3.72 % |
152,917 |
17.59 |
21 |
0.2449 % |
2,825.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| PWF.PR.T |
FixedReset Disc |
-2.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 21.34
Evaluated at bid price : 21.65
Bid-YTW : 3.98 % |
| SLF.PR.J |
FloatingReset |
-1.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 14.60
Evaluated at bid price : 14.60
Bid-YTW : 2.58 % |
| BMO.PR.W |
FixedReset Disc |
-1.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.22
Evaluated at bid price : 22.74
Bid-YTW : 3.63 % |
| TRP.PR.A |
FixedReset Disc |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 16.92
Evaluated at bid price : 16.92
Bid-YTW : 4.47 % |
| BAM.PR.R |
FixedReset Disc |
1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 18.03
Evaluated at bid price : 18.03
Bid-YTW : 4.55 % |
| TD.PF.C |
FixedReset Disc |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.42
Evaluated at bid price : 23.11
Bid-YTW : 3.56 % |
| IFC.PR.C |
FixedReset Ins Non |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.45
Evaluated at bid price : 23.35
Bid-YTW : 3.83 % |
| SLF.PR.I |
FixedReset Ins Non |
1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 23.71
Evaluated at bid price : 24.34
Bid-YTW : 3.77 % |
| TD.PF.A |
FixedReset Disc |
1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.30
Evaluated at bid price : 22.86
Bid-YTW : 3.55 % |
| IFC.PR.A |
FixedReset Ins Non |
1.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 18.13
Evaluated at bid price : 18.13
Bid-YTW : 3.81 % |
| BMO.PR.E |
FixedReset Disc |
1.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 23.47
Evaluated at bid price : 25.05
Bid-YTW : 3.72 % |
| BAM.PF.G |
FixedReset Disc |
1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 20.82
Evaluated at bid price : 20.82
Bid-YTW : 4.45 % |
| TRP.PR.E |
FixedReset Disc |
6.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 4.51 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TD.PF.M |
FixedReset Prem |
131,407 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.06
Bid-YTW : 3.72 % |
| TD.PF.L |
FixedReset Prem |
90,451 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.87
Bid-YTW : 3.97 % |
| CM.PR.O |
FixedReset Disc |
73,527 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.32
Evaluated at bid price : 22.85
Bid-YTW : 3.63 % |
| GWO.PR.S |
Insurance Straight |
40,340 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-30
Maturity Price : 25.50
Evaluated at bid price : 25.70
Bid-YTW : 2.96 % |
| CM.PR.R |
FixedReset Disc |
38,893 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 3.54 % |
| NA.PR.S |
FixedReset Disc |
31,479 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 22.46
Evaluated at bid price : 23.05
Bid-YTW : 3.70 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| TRP.PR.E |
FixedReset Disc |
Quote: 18.88 – 25.00
Spot Rate : 6.1200
Average : 3.5457
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 4.51 % |
| PVS.PR.I |
SplitShare |
Quote: 25.90 – 26.95
Spot Rate : 1.0500
Average : 0.6428
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 4.05 % |
| POW.PR.C |
Perpetual-Premium |
Quote: 25.80 – 26.59
Spot Rate : 0.7900
Average : 0.4550
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-28
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : -27.91 % |
| TRP.PR.F |
FloatingReset |
Quote: 15.30 – 16.00
Spot Rate : 0.7000
Average : 0.4713
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 15.30
Evaluated at bid price : 15.30
Bid-YTW : 3.31 % |
| BAM.PR.X |
FixedReset Disc |
Quote: 15.24 – 15.68
Spot Rate : 0.4400
Average : 0.2461
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 15.24
Evaluated at bid price : 15.24
Bid-YTW : 4.56 % |
| CU.PR.C |
FixedReset Disc |
Quote: 21.50 – 22.05
Spot Rate : 0.5500
Average : 0.4156
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-28
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 3.95 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
0.1397 % |
2,439.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1397 % |
4,476.8 |
| Floater |
3.42 % |
3.55 % |
56,794 |
18.41 |
4 |
0.1397 % |
2,580.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0339 % |
3,696.4 |
| SplitShare |
4.78 % |
4.02 % |
40,661 |
3.52 |
8 |
0.0339 % |
4,414.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0339 % |
3,444.2 |
| Perpetual-Premium |
5.28 % |
-7.26 % |
70,328 |
0.09 |
23 |
0.0596 % |
3,262.9 |
| Perpetual-Discount |
4.89 % |
4.96 % |
80,229 |
15.52 |
11 |
0.1161 % |
3,775.5 |
| FixedReset Disc |
4.35 % |
3.76 % |
167,944 |
17.71 |
48 |
-0.0875 % |
2,664.3 |
| Insurance Straight |
4.97 % |
4.65 % |
101,261 |
3.73 |
22 |
-0.0036 % |
3,662.2 |
| FloatingReset |
2.90 % |
3.28 % |
72,703 |
19.02 |
2 |
0.5316 % |
2,437.4 |
| FixedReset Prem |
4.98 % |
3.63 % |
223,391 |
1.05 |
29 |
0.0431 % |
2,734.0 |
| FixedReset Bank Non |
1.80 % |
2.41 % |
166,143 |
0.75 |
1 |
0.0000 % |
2,892.0 |
| FixedReset Ins Non |
4.30 % |
3.74 % |
154,288 |
17.49 |
21 |
-0.0341 % |
2,818.3 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.E |
FixedReset Disc |
-6.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 17.76
Evaluated at bid price : 17.76
Bid-YTW : 4.79 % |
| SLF.PR.I |
FixedReset Ins Non |
-1.48 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 23.34
Evaluated at bid price : 24.01
Bid-YTW : 3.82 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 22.28
Evaluated at bid price : 23.05
Bid-YTW : 3.89 % |
| TRP.PR.D |
FixedReset Disc |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 4.52 % |
| RY.PR.H |
FixedReset Disc |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 22.42
Evaluated at bid price : 23.03
Bid-YTW : 3.51 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| MFC.PR.O |
FixedReset Ins Non |
216,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.28
Bid-YTW : 1.99 % |
| TD.PF.L |
FixedReset Prem |
94,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.80
Bid-YTW : 4.07 % |
| TRP.PR.A |
FixedReset Disc |
71,110 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 16.75
Evaluated at bid price : 16.75
Bid-YTW : 4.52 % |
| CM.PR.R |
FixedReset Disc |
68,550 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 3.76 % |
| IFC.PR.A |
FixedReset Ins Non |
30,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 17.88
Evaluated at bid price : 17.88
Bid-YTW : 3.87 % |
| RY.PR.S |
FixedReset Disc |
23,820 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 23.11
Evaluated at bid price : 24.23
Bid-YTW : 3.55 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BNS.PR.H |
FixedReset Prem |
Quote: 25.52 – 27.00
Spot Rate : 1.4800
Average : 0.7969
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : 2.05 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 17.76 – 19.00
Spot Rate : 1.2400
Average : 0.7231
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 17.76
Evaluated at bid price : 17.76
Bid-YTW : 4.79 % |
| CU.PR.H |
Perpetual-Premium |
Quote: 26.10 – 26.92
Spot Rate : 0.8200
Average : 0.4579
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.75
Evaluated at bid price : 26.10
Bid-YTW : 3.44 % |
| BMO.PR.B |
FixedReset Prem |
Quote: 25.81 – 26.50
Spot Rate : 0.6900
Average : 0.3872
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-02-25
Maturity Price : 25.00
Evaluated at bid price : 25.81
Bid-YTW : 1.92 % |
| RS.PR.A |
SplitShare |
Quote: 10.32 – 11.29
Spot Rate : 0.9700
Average : 0.8223
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-12-31
Maturity Price : 10.00
Evaluated at bid price : 10.32
Bid-YTW : 4.60 % |
| SLF.PR.I |
FixedReset Ins Non |
Quote: 24.01 – 24.40
Spot Rate : 0.3900
Average : 0.2541
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-27
Maturity Price : 23.34
Evaluated at bid price : 24.01
Bid-YTW : 3.82 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
0.7235 % |
2,436.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.7235 % |
4,470.5 |
| Floater |
3.42 % |
3.54 % |
58,786 |
18.42 |
4 |
0.7235 % |
2,576.4 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1184 % |
3,695.1 |
| SplitShare |
4.78 % |
4.02 % |
41,019 |
3.52 |
8 |
-0.1184 % |
4,412.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1184 % |
3,443.0 |
| Perpetual-Premium |
5.29 % |
-7.43 % |
71,150 |
0.09 |
23 |
-0.0187 % |
3,260.9 |
| Perpetual-Discount |
4.89 % |
4.95 % |
81,415 |
15.51 |
11 |
0.1012 % |
3,771.2 |
| FixedReset Disc |
4.34 % |
3.76 % |
166,066 |
17.71 |
48 |
-0.0428 % |
2,666.6 |
| Insurance Straight |
4.97 % |
4.64 % |
105,432 |
3.73 |
22 |
-0.0127 % |
3,662.3 |
| FloatingReset |
2.92 % |
3.32 % |
73,544 |
18.94 |
2 |
-1.2143 % |
2,424.5 |
| FixedReset Prem |
4.99 % |
3.63 % |
221,661 |
1.28 |
30 |
0.0013 % |
2,732.8 |
| FixedReset Bank Non |
1.80 % |
2.40 % |
171,918 |
0.76 |
1 |
-0.1597 % |
2,892.0 |
| FixedReset Ins Non |
4.30 % |
3.74 % |
160,367 |
17.52 |
21 |
0.1834 % |
2,819.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.F |
FloatingReset |
-2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 3.32 % |
| RY.PR.H |
FixedReset Disc |
-1.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 22.17
Evaluated at bid price : 22.63
Bid-YTW : 3.59 % |
| SLF.PR.H |
FixedReset Ins Non |
-1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 20.79
Evaluated at bid price : 20.79
Bid-YTW : 3.78 % |
| IFC.PR.I |
Perpetual-Premium |
-1.02 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.22
Bid-YTW : 4.75 % |
| TRP.PR.A |
FixedReset Disc |
-1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 16.77
Evaluated at bid price : 16.77
Bid-YTW : 4.51 % |
| BAM.PR.B |
Floater |
1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 12.19
Evaluated at bid price : 12.19
Bid-YTW : 3.54 % |
| IFC.PR.C |
FixedReset Ins Non |
1.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 22.43
Evaluated at bid price : 23.33
Bid-YTW : 3.83 % |
| BAM.PR.K |
Floater |
1.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 12.01
Evaluated at bid price : 12.01
Bid-YTW : 3.60 % |
| CU.PR.C |
FixedReset Disc |
3.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 21.39
Evaluated at bid price : 21.70
Bid-YTW : 3.89 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.J |
FixedReset Prem |
159,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.29
Bid-YTW : 2.70 % |
| RY.PR.Q |
FixedReset Prem |
156,076 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-23
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 4.14 % |
| RY.PR.R |
FixedReset Prem |
108,893 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 1.77 % |
| BNS.PR.H |
FixedReset Prem |
104,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 2.15 % |
| RY.PR.P |
Perpetual-Premium |
104,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-26
Maturity Price : 26.00
Evaluated at bid price : 26.11
Bid-YTW : -4.75 % |
| TD.PF.H |
FixedReset Prem |
74,886 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.33
Bid-YTW : 2.16 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PF.H |
FixedReset Prem |
Quote: 26.60 – 27.50
Spot Rate : 0.9000
Average : 0.5155
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.60
Bid-YTW : 3.61 % |
| RS.PR.A |
SplitShare |
Quote: 10.32 – 11.29
Spot Rate : 0.9700
Average : 0.6603
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-12-31
Maturity Price : 10.00
Evaluated at bid price : 10.32
Bid-YTW : 4.60 % |
| PWF.PR.H |
Perpetual-Premium |
Quote: 25.50 – 25.98
Spot Rate : 0.4800
Average : 0.2787
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-26
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : -18.25 % |
| RY.PR.H |
FixedReset Disc |
Quote: 22.63 – 23.18
Spot Rate : 0.5500
Average : 0.3488
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 22.17
Evaluated at bid price : 22.63
Bid-YTW : 3.59 % |
| PWF.PR.T |
FixedReset Disc |
Quote: 22.00 – 22.80
Spot Rate : 0.8000
Average : 0.6188
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-26
Maturity Price : 21.59
Evaluated at bid price : 22.00
Bid-YTW : 3.91 % |
| MIC.PR.A |
Perpetual-Premium |
Quote: 25.99 – 26.59
Spot Rate : 0.6000
Average : 0.4270
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.99
Bid-YTW : 5.02 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
-0.4800 % |
2,418.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.4800 % |
4,438.4 |
| Floater |
3.45 % |
3.59 % |
61,081 |
18.33 |
4 |
-0.4800 % |
2,557.9 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0217 % |
3,699.5 |
| SplitShare |
4.77 % |
3.99 % |
35,061 |
3.53 |
8 |
0.0217 % |
4,418.0 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0217 % |
3,447.1 |
| Perpetual-Premium |
5.28 % |
-7.01 % |
71,632 |
0.09 |
23 |
-0.0034 % |
3,261.6 |
| Perpetual-Discount |
4.90 % |
4.95 % |
79,926 |
15.52 |
11 |
-0.0525 % |
3,767.4 |
| FixedReset Disc |
4.34 % |
3.75 % |
166,630 |
17.70 |
48 |
0.2660 % |
2,667.7 |
| Insurance Straight |
4.97 % |
4.63 % |
106,635 |
3.94 |
22 |
0.0398 % |
3,662.8 |
| FloatingReset |
2.88 % |
3.24 % |
74,037 |
19.14 |
2 |
0.1973 % |
2,454.3 |
| FixedReset Prem |
4.99 % |
3.65 % |
225,050 |
1.05 |
30 |
0.0758 % |
2,732.8 |
| FixedReset Bank Non |
1.80 % |
2.17 % |
174,558 |
0.76 |
1 |
0.1200 % |
2,896.6 |
| FixedReset Ins Non |
4.30 % |
3.79 % |
148,756 |
17.48 |
21 |
0.1004 % |
2,814.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| SLF.PR.J |
FloatingReset |
-1.91 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 14.86
Evaluated at bid price : 14.86
Bid-YTW : 2.54 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.73 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 15.33
Evaluated at bid price : 15.33
Bid-YTW : 3.71 % |
| CIU.PR.A |
Perpetual-Discount |
-1.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 24.06
Evaluated at bid price : 24.31
Bid-YTW : 4.79 % |
| BAM.PR.B |
Floater |
-1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 12.04
Evaluated at bid price : 12.04
Bid-YTW : 3.59 % |
| IFC.PR.I |
Perpetual-Premium |
-1.01 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.49
Bid-YTW : 4.58 % |
| CU.PR.C |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 20.96
Evaluated at bid price : 20.96
Bid-YTW : 4.06 % |
| BIK.PR.A |
FixedReset Prem |
1.35 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 4.05 % |
| TRP.PR.E |
FixedReset Disc |
1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 4.49 % |
| TRP.PR.D |
FixedReset Disc |
1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 4.48 % |
| TRP.PR.F |
FloatingReset |
2.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 15.61
Evaluated at bid price : 15.61
Bid-YTW : 3.24 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| No individual volumes exceeding 10,000 shares! |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.C |
FixedReset Disc |
Quote: 20.96 – 21.42
Spot Rate : 0.4600
Average : 0.3131
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 20.96
Evaluated at bid price : 20.96
Bid-YTW : 4.06 % |
| CIU.PR.A |
Perpetual-Discount |
Quote: 24.31 – 24.78
Spot Rate : 0.4700
Average : 0.3400
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 24.06
Evaluated at bid price : 24.31
Bid-YTW : 4.79 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.14 – 26.68
Spot Rate : 0.5400
Average : 0.4177
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.14
Bid-YTW : 4.52 % |
| BIK.PR.A |
FixedReset Prem |
Quote: 26.35 – 26.70
Spot Rate : 0.3500
Average : 0.2277
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 4.05 % |
| BIP.PR.F |
FixedReset Disc |
Quote: 24.69 – 24.93
Spot Rate : 0.2400
Average : 0.1610
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-23
Maturity Price : 23.32
Evaluated at bid price : 24.69
Bid-YTW : 5.14 % |
| MIC.PR.A |
Perpetual-Premium |
Quote: 25.88 – 26.19
Spot Rate : 0.3100
Average : 0.2372
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.88
Bid-YTW : 5.07 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
1.9992 % |
2,430.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.9992 % |
4,459.8 |
| Floater |
3.43 % |
3.54 % |
61,291 |
18.42 |
4 |
1.9992 % |
2,570.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0290 % |
3,698.7 |
| SplitShare |
4.77 % |
3.94 % |
33,966 |
3.53 |
8 |
0.0290 % |
4,417.0 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0290 % |
3,446.4 |
| Perpetual-Premium |
5.28 % |
-6.71 % |
71,011 |
0.09 |
23 |
0.1347 % |
3,261.7 |
| Perpetual-Discount |
4.89 % |
4.95 % |
79,590 |
15.52 |
11 |
0.0675 % |
3,769.3 |
| FixedReset Disc |
4.35 % |
3.74 % |
168,055 |
17.65 |
48 |
0.2284 % |
2,660.7 |
| Insurance Straight |
4.97 % |
4.61 % |
106,727 |
3.94 |
22 |
0.0616 % |
3,661.3 |
| FloatingReset |
2.89 % |
3.31 % |
74,195 |
18.96 |
2 |
-0.9769 % |
2,449.5 |
| FixedReset Prem |
5.00 % |
3.67 % |
227,469 |
1.29 |
30 |
0.0000 % |
2,730.7 |
| FixedReset Bank Non |
1.80 % |
2.32 % |
176,079 |
0.77 |
1 |
0.0400 % |
2,893.1 |
| FixedReset Ins Non |
4.31 % |
3.79 % |
149,717 |
17.50 |
21 |
0.0470 % |
2,811.3 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.F |
FloatingReset |
-2.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 15.26
Evaluated at bid price : 15.26
Bid-YTW : 3.31 % |
| TRP.PR.E |
FixedReset Disc |
-1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 18.72
Evaluated at bid price : 18.72
Bid-YTW : 4.55 % |
| SLF.PR.I |
FixedReset Ins Non |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 23.64
Evaluated at bid price : 24.27
Bid-YTW : 3.79 % |
| RY.PR.H |
FixedReset Disc |
1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 22.40
Evaluated at bid price : 23.00
Bid-YTW : 3.52 % |
| BMO.PR.W |
FixedReset Disc |
2.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 22.38
Evaluated at bid price : 23.00
Bid-YTW : 3.58 % |
| BAM.PR.C |
Floater |
2.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 12.02
Evaluated at bid price : 12.02
Bid-YTW : 3.59 % |
| PWF.PR.T |
FixedReset Disc |
2.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 21.60
Evaluated at bid price : 22.01
Bid-YTW : 3.92 % |
| BAM.PR.K |
Floater |
2.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 11.94
Evaluated at bid price : 11.94
Bid-YTW : 3.62 % |
| BAM.PR.B |
Floater |
3.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 12.18
Evaluated at bid price : 12.18
Bid-YTW : 3.54 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| No individual volumes exceeding 10,000 shares! |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BIP.PR.D |
FixedReset Prem |
Quote: 25.00 – 25.29
Spot Rate : 0.2900
Average : 0.2042
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 24.66
Evaluated at bid price : 25.00
Bid-YTW : 5.03 % |
| GWO.PR.R |
Insurance Straight |
Quote: 24.96 – 25.18
Spot Rate : 0.2200
Average : 0.1696
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 24.70
Evaluated at bid price : 24.96
Bid-YTW : 4.84 % |
| PWF.PR.R |
Perpetual-Premium |
Quote: 25.65 – 25.93
Spot Rate : 0.2800
Average : 0.2309
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : -19.34 % |
| IFC.PR.E |
Insurance Straight |
Quote: 25.75 – 26.00
Spot Rate : 0.2500
Average : 0.2026
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-30
Maturity Price : 25.25
Evaluated at bid price : 25.75
Bid-YTW : 4.74 % |
| IFC.PR.G |
FixedReset Ins Non |
Quote: 23.40 – 23.65
Spot Rate : 0.2500
Average : 0.2073
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 23.09
Evaluated at bid price : 23.40
Bid-YTW : 3.92 % |
| IAF.PR.G |
FixedReset Ins Non |
Quote: 24.32 – 24.47
Spot Rate : 0.1500
Average : 0.1106
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-22
Maturity Price : 23.87
Evaluated at bid price : 24.32
Bid-YTW : 3.91 % |
Posted in Market Action | No Comments »
Saturday, June 26th, 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 |
-1.8422 % |
2,382.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.8422 % |
4,372.4 |
| Floater |
3.50 % |
3.67 % |
61,499 |
18.15 |
4 |
-1.8422 % |
2,519.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0121 % |
3,697.6 |
| SplitShare |
4.77 % |
3.99 % |
35,292 |
3.53 |
8 |
-0.0121 % |
4,415.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0121 % |
3,445.4 |
| Perpetual-Premium |
5.29 % |
-5.81 % |
70,375 |
0.09 |
23 |
-0.0784 % |
3,257.3 |
| Perpetual-Discount |
4.90 % |
4.94 % |
79,252 |
15.54 |
11 |
-0.0562 % |
3,766.8 |
| FixedReset Disc |
4.36 % |
3.75 % |
169,511 |
17.61 |
48 |
0.1225 % |
2,654.6 |
| Insurance Straight |
4.97 % |
4.64 % |
106,821 |
3.94 |
22 |
-0.0109 % |
3,659.1 |
| FloatingReset |
2.86 % |
3.24 % |
74,405 |
19.13 |
2 |
0.0978 % |
2,473.7 |
| FixedReset Prem |
5.00 % |
3.64 % |
229,957 |
1.52 |
30 |
0.0261 % |
2,730.7 |
| FixedReset Bank Non |
1.80 % |
2.37 % |
177,636 |
0.77 |
1 |
0.0000 % |
2,892.0 |
| FixedReset Ins Non |
4.31 % |
3.81 % |
150,714 |
17.46 |
21 |
0.5650 % |
2,809.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.B |
Floater |
-3.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 11.75
Evaluated at bid price : 11.75
Bid-YTW : 3.67 % |
| BAM.PR.K |
Floater |
-2.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 11.64
Evaluated at bid price : 11.64
Bid-YTW : 3.71 % |
| BAM.PR.C |
Floater |
-2.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 11.77
Evaluated at bid price : 11.77
Bid-YTW : 3.67 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 3.87 % |
| BMO.PR.W |
FixedReset Disc |
-1.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 22.09
Evaluated at bid price : 22.55
Bid-YTW : 3.67 % |
| CU.PR.I |
FixedReset Prem |
-1.26 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.82
Bid-YTW : 3.88 % |
| PWF.PR.T |
FixedReset Disc |
-1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 21.25
Evaluated at bid price : 21.53
Bid-YTW : 4.02 % |
| BIP.PR.A |
FixedReset Disc |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 22.59
Evaluated at bid price : 23.48
Bid-YTW : 4.67 % |
| MFC.PR.L |
FixedReset Ins Non |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 21.45
Evaluated at bid price : 21.80
Bid-YTW : 3.70 % |
| IFC.PR.G |
FixedReset Ins Non |
1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 23.26
Evaluated at bid price : 23.57
Bid-YTW : 3.89 % |
| TRP.PR.A |
FixedReset Disc |
1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 16.85
Evaluated at bid price : 16.85
Bid-YTW : 4.50 % |
| 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 : 26.60
Bid-YTW : 4.51 % |
| BAM.PR.X |
FixedReset Disc |
1.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 15.53
Evaluated at bid price : 15.53
Bid-YTW : 4.48 % |
| TRP.PR.B |
FixedReset Disc |
2.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 12.89
Evaluated at bid price : 12.89
Bid-YTW : 4.15 % |
| MFC.PR.Q |
FixedReset Ins Non |
2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 23.10
Evaluated at bid price : 23.95
Bid-YTW : 3.77 % |
| TRP.PR.C |
FixedReset Disc |
2.34 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 4.24 % |
| GWO.PR.N |
FixedReset Ins Non |
12.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 15.02
Evaluated at bid price : 15.02
Bid-YTW : 3.59 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BAM.PR.X |
FixedReset Disc |
231,496 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 15.53
Evaluated at bid price : 15.53
Bid-YTW : 4.48 % |
| W.PR.M |
FixedReset Prem |
183,566 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 2.81 % |
| PWF.PR.P |
FixedReset Disc |
179,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 15.07
Evaluated at bid price : 15.07
Bid-YTW : 4.03 % |
| TRP.PR.K |
FixedReset Prem |
171,100 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 3.93 % |
| CU.PR.C |
FixedReset Disc |
137,878 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 4.12 % |
| TD.PF.H |
FixedReset Prem |
123,071 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.33
Bid-YTW : 2.10 % |
| BAM.PF.J |
FixedReset Prem |
111,866 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.17
Bid-YTW : 4.53 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| TRP.PR.C |
FixedReset Disc |
Quote: 14.00 – 14.99
Spot Rate : 0.9900
Average : 0.6339
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 4.24 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 17.90 – 18.75
Spot Rate : 0.8500
Average : 0.6171
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 3.87 % |
| BMO.PR.W |
FixedReset Disc |
Quote: 22.55 – 23.05
Spot Rate : 0.5000
Average : 0.3131
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 22.09
Evaluated at bid price : 22.55
Bid-YTW : 3.67 % |
| BAM.PR.K |
Floater |
Quote: 11.64 – 12.26
Spot Rate : 0.6200
Average : 0.4440
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 11.64
Evaluated at bid price : 11.64
Bid-YTW : 3.71 % |
| PWF.PR.P |
FixedReset Disc |
Quote: 15.07 – 15.60
Spot Rate : 0.5300
Average : 0.3678
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 15.07
Evaluated at bid price : 15.07
Bid-YTW : 4.03 % |
| BAM.PR.C |
Floater |
Quote: 11.77 – 12.39
Spot Rate : 0.6200
Average : 0.4844
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-21
Maturity Price : 11.77
Evaluated at bid price : 11.77
Bid-YTW : 3.67 % |
Posted in Market Action | No Comments »
