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 |
-0.3194 % |
2,427.6 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3194 % |
4,454.5 |
| Floater |
3.43 % |
3.55 % |
59,648 |
18.41 |
4 |
-0.3194 % |
2,567.1 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3882 % |
3,698.1 |
| SplitShare |
4.77 % |
4.00 % |
36,742 |
3.54 |
8 |
0.3882 % |
4,416.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3882 % |
3,445.8 |
| Perpetual-Premium |
5.29 % |
-4.32 % |
70,046 |
0.09 |
23 |
0.0648 % |
3,259.8 |
| Perpetual-Discount |
4.90 % |
4.95 % |
80,186 |
15.54 |
11 |
0.1201 % |
3,768.9 |
| FixedReset Disc |
4.37 % |
3.77 % |
175,329 |
17.58 |
48 |
0.2609 % |
2,651.3 |
| Insurance Straight |
4.97 % |
4.63 % |
107,956 |
3.95 |
22 |
0.0943 % |
3,659.5 |
| FloatingReset |
2.86 % |
3.24 % |
77,273 |
19.13 |
2 |
0.0000 % |
2,471.3 |
| FixedReset Prem |
5.00 % |
3.64 % |
229,480 |
1.07 |
30 |
0.0432 % |
2,730.0 |
| FixedReset Bank Non |
1.80 % |
2.36 % |
179,582 |
0.77 |
1 |
0.0400 % |
2,892.0 |
| FixedReset Ins Non |
4.33 % |
3.81 % |
150,624 |
17.46 |
21 |
-0.5788 % |
2,794.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| GWO.PR.N |
FixedReset Ins Non |
-12.99 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 4.01 % |
| TRP.PR.C |
FixedReset Disc |
-2.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 13.68
Evaluated at bid price : 13.68
Bid-YTW : 4.34 % |
| MFC.PR.Q |
FixedReset Ins Non |
-1.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 23.10
Evaluated at bid price : 23.41
Bid-YTW : 3.90 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 3.79 % |
| BMO.PR.S |
FixedReset Disc |
-1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.43
Evaluated at bid price : 23.00
Bid-YTW : 3.67 % |
| TRP.PR.B |
FixedReset Disc |
-1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 12.63
Evaluated at bid price : 12.63
Bid-YTW : 4.24 % |
| PWF.PR.A |
Floater |
-1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 13.86
Evaluated at bid price : 13.86
Bid-YTW : 3.12 % |
| RY.PR.M |
FixedReset Disc |
1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.57
Evaluated at bid price : 23.50
Bid-YTW : 3.64 % |
| TRP.PR.D |
FixedReset Disc |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 4.54 % |
| TRP.PR.G |
FixedReset Disc |
1.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 4.51 % |
| EIT.PR.A |
SplitShare |
1.96 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 3.53 % |
| TRP.PR.E |
FixedReset Disc |
2.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 4.51 % |
| BIP.PR.A |
FixedReset Disc |
6.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.72
Evaluated at bid price : 23.75
Bid-YTW : 4.60 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| MFC.PR.F |
FixedReset Ins Non |
137,080 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 17.05
Evaluated at bid price : 17.05
Bid-YTW : 3.51 % |
| TD.PF.A |
FixedReset Disc |
127,200 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.15
Evaluated at bid price : 22.62
Bid-YTW : 3.60 % |
| BAM.PR.R |
FixedReset Disc |
103,135 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 17.68
Evaluated at bid price : 17.68
Bid-YTW : 4.65 % |
| TD.PF.B |
FixedReset Disc |
93,405 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.01
Evaluated at bid price : 22.38
Bid-YTW : 3.68 % |
| SLF.PR.G |
FixedReset Ins Non |
87,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 3.66 % |
| BMO.PR.B |
FixedReset Prem |
48,600 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-02-25
Maturity Price : 25.00
Evaluated at bid price : 25.72
Bid-YTW : 2.30 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| GWO.PR.N |
FixedReset Ins Non |
Quote: 13.40 – 15.20
Spot Rate : 1.8000
Average : 1.1171
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 4.01 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 18.88 – 20.00
Spot Rate : 1.1200
Average : 0.7061
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 4.51 % |
| MFC.PR.Q |
FixedReset Ins Non |
Quote: 23.41 – 23.95
Spot Rate : 0.5400
Average : 0.3529
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 23.10
Evaluated at bid price : 23.41
Bid-YTW : 3.90 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 18.25 – 18.79
Spot Rate : 0.5400
Average : 0.3617
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 3.79 % |
| TRP.PR.D |
FixedReset Disc |
Quote: 18.95 – 19.49
Spot Rate : 0.5400
Average : 0.4036
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 4.54 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.21 – 24.00
Spot Rate : 0.7900
Average : 0.6653
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-20
Maturity Price : 22.44
Evaluated at bid price : 23.21
Bid-YTW : 3.85 % |
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 |
0.1599 % |
2,435.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1599 % |
4,468.7 |
| Floater |
3.42 % |
3.54 % |
59,642 |
18.44 |
4 |
0.1599 % |
2,575.4 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.4108 % |
3,683.8 |
| SplitShare |
4.79 % |
4.13 % |
35,415 |
4.05 |
8 |
-0.4108 % |
4,399.2 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.4108 % |
3,432.4 |
| Perpetual-Premium |
5.29 % |
-4.48 % |
70,419 |
0.09 |
23 |
0.1965 % |
3,257.7 |
| Perpetual-Discount |
4.90 % |
4.95 % |
81,419 |
15.54 |
11 |
0.0038 % |
3,764.4 |
| FixedReset Disc |
4.38 % |
3.76 % |
181,181 |
17.56 |
48 |
-0.0738 % |
2,644.4 |
| Insurance Straight |
4.98 % |
4.64 % |
108,587 |
3.75 |
22 |
0.1125 % |
3,656.0 |
| FloatingReset |
2.86 % |
3.24 % |
80,245 |
19.13 |
2 |
-1.0323 % |
2,471.3 |
| FixedReset Prem |
5.00 % |
3.76 % |
236,847 |
1.07 |
30 |
0.1834 % |
2,728.8 |
| FixedReset Bank Non |
1.81 % |
2.40 % |
177,447 |
0.77 |
1 |
0.1202 % |
2,890.8 |
| FixedReset Ins Non |
4.31 % |
3.82 % |
153,146 |
17.51 |
21 |
-0.1296 % |
2,810.4 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BIP.PR.A |
FixedReset Disc |
-4.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 21.89
Evaluated at bid price : 22.30
Bid-YTW : 4.95 % |
| EIT.PR.A |
SplitShare |
-1.96 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.25 % |
| PWF.PR.P |
FixedReset Disc |
-1.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 15.02
Evaluated at bid price : 15.02
Bid-YTW : 4.04 % |
| MFC.PR.K |
FixedReset Ins Non |
-1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 21.92
Evaluated at bid price : 22.16
Bid-YTW : 3.77 % |
| TRP.PR.F |
FloatingReset |
-1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 15.58
Evaluated at bid price : 15.58
Bid-YTW : 3.24 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.17
Evaluated at bid price : 22.67
Bid-YTW : 3.75 % |
| RY.PR.H |
FixedReset Disc |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.25
Evaluated at bid price : 22.75
Bid-YTW : 3.62 % |
| SLF.PR.C |
Insurance Straight |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 23.91
Evaluated at bid price : 24.15
Bid-YTW : 4.63 % |
| POW.PR.D |
Perpetual-Premium |
1.08 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-19
Maturity Price : 25.00
Evaluated at bid price : 25.21
Bid-YTW : -4.48 % |
| PWF.PR.A |
Floater |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 3.09 % |
| CU.PR.C |
FixedReset Disc |
1.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 4.13 % |
| BMO.PR.Y |
FixedReset Disc |
1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.71
Evaluated at bid price : 23.75
Bid-YTW : 3.69 % |
| TD.PF.M |
FixedReset Prem |
1.40 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.58 % |
| MIC.PR.A |
Perpetual-Premium |
2.43 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.76
Bid-YTW : 5.13 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CU.PR.C |
FixedReset Disc |
201,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 20.62
Evaluated at bid price : 20.62
Bid-YTW : 4.13 % |
| BNS.PR.H |
FixedReset Prem |
154,350 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 2.09 % |
| MFC.PR.R |
FixedReset Ins Non |
108,212 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.38
Bid-YTW : 3.61 % |
| PWF.PR.P |
FixedReset Disc |
101,660 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 15.02
Evaluated at bid price : 15.02
Bid-YTW : 4.04 % |
| NA.PR.C |
FixedReset Prem |
75,542 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 3.47 % |
| BAM.PF.A |
FixedReset Disc |
71,085 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.45
Evaluated at bid price : 22.90
Bid-YTW : 4.39 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.30 – 23.85
Spot Rate : 1.5500
Average : 1.0772
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 21.89
Evaluated at bid price : 22.30
Bid-YTW : 4.95 % |
| EIT.PR.A |
SplitShare |
Quote: 25.50 – 26.25
Spot Rate : 0.7500
Average : 0.4992
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.25 % |
| RY.PR.M |
FixedReset Disc |
Quote: 23.23 – 24.00
Spot Rate : 0.7700
Average : 0.5376
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.43
Evaluated at bid price : 23.23
Bid-YTW : 3.69 % |
| EIT.PR.B |
SplitShare |
Quote: 26.02 – 27.02
Spot Rate : 1.0000
Average : 0.7705
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.02
Bid-YTW : 3.81 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.20 – 23.94
Spot Rate : 0.7400
Average : 0.5287
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 22.43
Evaluated at bid price : 23.20
Bid-YTW : 3.85 % |
| TRP.PR.F |
FloatingReset |
Quote: 15.58 – 16.00
Spot Rate : 0.4200
Average : 0.2911
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-19
Maturity Price : 15.58
Evaluated at bid price : 15.58
Bid-YTW : 3.24 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
0.1401 % |
2,431.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1401 % |
4,461.6 |
| Floater |
3.43 % |
3.54 % |
61,501 |
18.43 |
4 |
0.1401 % |
2,571.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0097 % |
3,699.0 |
| SplitShare |
4.77 % |
3.92 % |
34,676 |
3.55 |
8 |
0.0097 % |
4,417.4 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0097 % |
3,446.6 |
| Perpetual-Premium |
5.30 % |
-0.41 % |
71,767 |
0.09 |
23 |
-0.2964 % |
3,251.3 |
| Perpetual-Discount |
4.90 % |
4.96 % |
84,585 |
15.55 |
11 |
-0.1312 % |
3,764.3 |
| FixedReset Disc |
4.38 % |
3.80 % |
183,791 |
17.61 |
48 |
-0.1015 % |
2,646.4 |
| Insurance Straight |
4.98 % |
4.64 % |
109,866 |
3.96 |
22 |
-0.1359 % |
3,651.9 |
| FloatingReset |
2.81 % |
3.18 % |
81,145 |
19.29 |
2 |
1.2080 % |
2,497.0 |
| FixedReset Prem |
5.01 % |
3.95 % |
230,469 |
1.08 |
30 |
-0.2000 % |
2,723.8 |
| FixedReset Bank Non |
1.81 % |
2.53 % |
172,165 |
0.78 |
1 |
-0.1200 % |
2,887.3 |
| FixedReset Ins Non |
4.38 % |
3.79 % |
158,833 |
17.49 |
22 |
-0.0769 % |
2,814.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| MIC.PR.A |
Perpetual-Premium |
-2.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.44 % |
| POW.PR.D |
Perpetual-Premium |
-1.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.68
Evaluated at bid price : 24.94
Bid-YTW : 5.03 % |
| TRP.PR.E |
FixedReset Disc |
-1.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 18.47
Evaluated at bid price : 18.47
Bid-YTW : 4.61 % |
| TRP.PR.D |
FixedReset Disc |
-1.48 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 18.58
Evaluated at bid price : 18.58
Bid-YTW : 4.63 % |
| TD.PF.M |
FixedReset Prem |
-1.45 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.79
Bid-YTW : 4.03 % |
| BAM.PF.H |
FixedReset Prem |
-1.32 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 3.95 % |
| MFC.PR.N |
FixedReset Ins Non |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.05
Evaluated at bid price : 22.52
Bid-YTW : 3.70 % |
| SLF.PR.C |
Insurance Straight |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 4.68 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.36
Evaluated at bid price : 22.98
Bid-YTW : 3.69 % |
| MFC.PR.L |
FixedReset Ins Non |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 21.27
Evaluated at bid price : 21.56
Bid-YTW : 3.75 % |
| BAM.PR.X |
FixedReset Disc |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 15.19
Evaluated at bid price : 15.19
Bid-YTW : 4.58 % |
| CM.PR.O |
FixedReset Disc |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.00
Evaluated at bid price : 22.37
Bid-YTW : 3.73 % |
| BIP.PR.F |
FixedReset Disc |
-1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 23.30
Evaluated at bid price : 24.65
Bid-YTW : 5.14 % |
| MFC.PR.K |
FixedReset Ins Non |
1.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.18
Evaluated at bid price : 22.50
Bid-YTW : 3.70 % |
| PWF.PR.T |
FixedReset Disc |
1.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 21.48
Evaluated at bid price : 21.84
Bid-YTW : 3.95 % |
| MFC.PR.F |
FixedReset Ins Non |
2.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 3.45 % |
| SLF.PR.J |
FloatingReset |
2.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 15.20
Evaluated at bid price : 15.20
Bid-YTW : 2.46 % |
| PWF.PR.P |
FixedReset Disc |
3.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 15.26
Evaluated at bid price : 15.26
Bid-YTW : 3.97 % |
| TRP.PR.B |
FixedReset Disc |
3.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 12.90
Evaluated at bid price : 12.90
Bid-YTW : 4.15 % |
| BIP.PR.A |
FixedReset Disc |
4.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.58
Evaluated at bid price : 23.46
Bid-YTW : 4.67 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.B |
FixedReset Disc |
266,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 12.90
Evaluated at bid price : 12.90
Bid-YTW : 4.15 % |
| BIP.PR.A |
FixedReset Disc |
259,958 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.58
Evaluated at bid price : 23.46
Bid-YTW : 4.67 % |
| GWO.PR.N |
FixedReset Ins Non |
253,298 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 3.46 % |
| GWO.PR.F |
Insurance Straight |
189,817 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-16
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : -35.44 % |
| TRP.PR.F |
FloatingReset |
178,929 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 15.80
Evaluated at bid price : 15.80
Bid-YTW : 3.18 % |
| CU.PR.D |
Perpetual-Discount |
161,459 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.68
Evaluated at bid price : 24.98
Bid-YTW : 4.96 % |
| MFC.PR.F |
FixedReset Ins Non |
155,820 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 3.45 % |
| GWO.PR.M |
Insurance Straight |
155,621 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-16
Maturity Price : 25.00
Evaluated at bid price : 25.63
Bid-YTW : -20.16 % |
| IAF.PR.I |
FixedReset Ins Non |
147,317 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 23.49
Evaluated at bid price : 24.72
Bid-YTW : 3.81 % |
| MFC.PR.O |
FixedReset Ins Non |
133,532 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 2.79 % |
| CIU.PR.A |
Perpetual-Discount |
117,424 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.06
Evaluated at bid price : 24.32
Bid-YTW : 4.78 % |
| NA.PR.X |
FixedReset Prem |
117,011 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-14
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 3.62 % |
| MIC.PR.A |
Perpetual-Premium |
116,927 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.44 % |
| There were 112 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| MIC.PR.A |
Perpetual-Premium |
Quote: 25.15 – 26.30
Spot Rate : 1.1500
Average : 0.7300
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.75
Evaluated at bid price : 25.15
Bid-YTW : 5.44 % |
| MFC.PR.M |
FixedReset Ins Non |
Quote: 22.98 – 23.80
Spot Rate : 0.8200
Average : 0.5353
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 22.36
Evaluated at bid price : 22.98
Bid-YTW : 3.69 % |
| CIU.PR.A |
Perpetual-Discount |
Quote: 24.32 – 25.29
Spot Rate : 0.9700
Average : 0.7106
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 24.06
Evaluated at bid price : 24.32
Bid-YTW : 4.78 % |
| POW.PR.G |
Perpetual-Premium |
Quote: 25.41 – 25.86
Spot Rate : 0.4500
Average : 0.2639
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-16
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : -13.55 % |
| SLF.PR.C |
Insurance Straight |
Quote: 23.90 – 24.29
Spot Rate : 0.3900
Average : 0.2468
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 4.68 % |
| TD.PF.B |
FixedReset Disc |
Quote: 22.34 – 22.76
Spot Rate : 0.4200
Average : 0.2812
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-16
Maturity Price : 21.98
Evaluated at bid price : 22.34
Bid-YTW : 3.68 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
-0.4187 % |
2,428.1 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.4187 % |
4,455.4 |
| Floater |
3.43 % |
3.51 % |
61,835 |
18.51 |
4 |
-0.4187 % |
2,567.6 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1500 % |
3,698.6 |
| SplitShare |
4.77 % |
3.89 % |
34,457 |
3.55 |
8 |
0.1500 % |
4,416.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1500 % |
3,446.3 |
| Perpetual-Premium |
5.29 % |
-5.24 % |
69,951 |
0.09 |
23 |
-0.0153 % |
3,261.0 |
| Perpetual-Discount |
4.89 % |
4.93 % |
82,061 |
15.52 |
11 |
0.0450 % |
3,769.2 |
| FixedReset Disc |
4.37 % |
3.78 % |
180,584 |
17.59 |
48 |
-0.3074 % |
2,649.1 |
| Insurance Straight |
4.98 % |
4.64 % |
101,717 |
3.76 |
22 |
-0.0797 % |
3,656.9 |
| FloatingReset |
2.85 % |
3.19 % |
74,889 |
19.28 |
2 |
-0.4873 % |
2,467.2 |
| FixedReset Prem |
5.00 % |
3.69 % |
228,183 |
1.08 |
30 |
0.0536 % |
2,729.3 |
| FixedReset Bank Non |
1.81 % |
2.37 % |
170,293 |
0.79 |
1 |
-0.1598 % |
2,890.8 |
| FixedReset Ins Non |
4.37 % |
3.79 % |
150,282 |
17.49 |
22 |
-0.0667 % |
2,816.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.B |
FixedReset Disc |
-5.97 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 12.45
Evaluated at bid price : 12.45
Bid-YTW : 4.29 % |
| PWF.PR.T |
FixedReset Disc |
-2.80 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 21.25
Evaluated at bid price : 21.53
Bid-YTW : 4.01 % |
| MFC.PR.F |
FixedReset Ins Non |
-2.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 16.96
Evaluated at bid price : 16.96
Bid-YTW : 3.52 % |
| TRP.PR.C |
FixedReset Disc |
-2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 4.24 % |
| BAM.PR.K |
Floater |
-1.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 11.89
Evaluated at bid price : 11.89
Bid-YTW : 3.63 % |
| PWF.PR.P |
FixedReset Disc |
-1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 4.10 % |
| TRP.PR.G |
FixedReset Disc |
-1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 20.76
Evaluated at bid price : 20.76
Bid-YTW : 4.60 % |
| CIU.PR.A |
Perpetual-Discount |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 24.04
Evaluated at bid price : 24.29
Bid-YTW : 4.78 % |
| BAM.PR.X |
FixedReset Disc |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 15.35
Evaluated at bid price : 15.35
Bid-YTW : 4.53 % |
| MFC.PR.K |
FixedReset Ins Non |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 21.98
Evaluated at bid price : 22.23
Bid-YTW : 3.76 % |
| TD.PF.B |
FixedReset Disc |
-1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 22.10
Evaluated at bid price : 22.52
Bid-YTW : 3.65 % |
| TD.PF.M |
FixedReset Prem |
1.08 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 3.54 % |
| SLF.PR.H |
FixedReset Ins Non |
1.59 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 21.13
Evaluated at bid price : 21.13
Bid-YTW : 3.72 % |
| GWO.PR.N |
FixedReset Ins Non |
3.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 15.47
Evaluated at bid price : 15.47
Bid-YTW : 3.48 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| RY.PR.R |
FixedReset Prem |
164,451 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 0.99 % |
| MFC.PR.R |
FixedReset Ins Non |
101,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.04 % |
| MFC.PR.Q |
FixedReset Ins Non |
80,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 23.04
Evaluated at bid price : 23.85
Bid-YTW : 3.79 % |
| BAM.PR.C |
Floater |
67,600 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 12.00
Evaluated at bid price : 12.00
Bid-YTW : 3.59 % |
| EML.PR.A |
FixedReset Ins Non |
66,108 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 23.91
Evaluated at bid price : 24.98
Bid-YTW : 5.94 % |
| CU.PR.I |
FixedReset Prem |
58,101 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.01
Bid-YTW : 3.69 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| TRP.PR.B |
FixedReset Disc |
Quote: 12.45 – 13.39
Spot Rate : 0.9400
Average : 0.6184
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 12.45
Evaluated at bid price : 12.45
Bid-YTW : 4.29 % |
| PWF.PR.T |
FixedReset Disc |
Quote: 21.53 – 22.30
Spot Rate : 0.7700
Average : 0.4595
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 21.25
Evaluated at bid price : 21.53
Bid-YTW : 4.01 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.50 – 23.45
Spot Rate : 0.9500
Average : 0.7002
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 22.02
Evaluated at bid price : 22.50
Bid-YTW : 4.89 % |
| CIU.PR.A |
Perpetual-Discount |
Quote: 24.29 – 24.95
Spot Rate : 0.6600
Average : 0.4263
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 24.04
Evaluated at bid price : 24.29
Bid-YTW : 4.78 % |
| MFC.PR.F |
FixedReset Ins Non |
Quote: 16.96 – 17.50
Spot Rate : 0.5400
Average : 0.3447
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-15
Maturity Price : 16.96
Evaluated at bid price : 16.96
Bid-YTW : 3.52 % |
| BNS.PR.H |
FixedReset Prem |
Quote: 25.60 – 26.00
Spot Rate : 0.4000
Average : 0.2340
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : 1.55 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
-0.3378 % |
2,438.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3378 % |
4,474.1 |
| Floater |
3.42 % |
3.53 % |
57,109 |
18.46 |
4 |
-0.3378 % |
2,578.4 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0774 % |
3,693.1 |
| SplitShare |
4.78 % |
3.90 % |
35,829 |
3.55 |
8 |
-0.0774 % |
4,410.3 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0774 % |
3,441.1 |
| Perpetual-Premium |
5.28 % |
-6.66 % |
70,084 |
0.09 |
23 |
0.0597 % |
3,261.5 |
| Perpetual-Discount |
4.90 % |
4.95 % |
85,307 |
15.58 |
11 |
0.0600 % |
3,767.5 |
| FixedReset Disc |
4.36 % |
3.78 % |
183,098 |
17.59 |
48 |
0.2824 % |
2,657.3 |
| Insurance Straight |
4.97 % |
4.62 % |
94,178 |
3.96 |
22 |
-0.0561 % |
3,659.8 |
| FloatingReset |
2.83 % |
3.16 % |
71,536 |
19.34 |
2 |
0.1301 % |
2,479.3 |
| FixedReset Prem |
5.00 % |
3.76 % |
236,116 |
1.09 |
30 |
0.0458 % |
2,727.8 |
| FixedReset Bank Non |
1.80 % |
2.16 % |
169,338 |
0.79 |
1 |
0.1601 % |
2,895.4 |
| FixedReset Ins Non |
4.37 % |
3.79 % |
146,857 |
17.50 |
22 |
0.2717 % |
2,818.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| GWO.PR.N |
FixedReset Ins Non |
-3.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 3.59 % |
| BAM.PR.B |
Floater |
-1.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 12.20
Evaluated at bid price : 12.20
Bid-YTW : 3.53 % |
| BNS.PR.I |
FixedReset Disc |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 23.29
Evaluated at bid price : 24.65
Bid-YTW : 3.54 % |
| MFC.PR.J |
FixedReset Ins Non |
1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 23.62
Evaluated at bid price : 23.95
Bid-YTW : 3.85 % |
| IFC.PR.A |
FixedReset Ins Non |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 18.42
Evaluated at bid price : 18.42
Bid-YTW : 3.75 % |
| MFC.PR.K |
FixedReset Ins Non |
1.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 22.15
Evaluated at bid price : 22.46
Bid-YTW : 3.71 % |
| IFC.PR.I |
Perpetual-Premium |
1.60 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.72
Bid-YTW : 4.43 % |
| MFC.PR.L |
FixedReset Ins Non |
1.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 21.69
Evaluated at bid price : 21.94
Bid-YTW : 3.68 % |
| RY.PR.J |
FixedReset Disc |
2.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 22.84
Evaluated at bid price : 24.00
Bid-YTW : 3.70 % |
| TRP.PR.C |
FixedReset Disc |
2.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 14.31
Evaluated at bid price : 14.31
Bid-YTW : 4.14 % |
| TRP.PR.B |
FixedReset Disc |
2.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 13.24
Evaluated at bid price : 13.24
Bid-YTW : 4.04 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| SLF.PR.A |
Insurance Straight |
79,800 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 24.82
Evaluated at bid price : 25.04
Bid-YTW : 4.77 % |
| IAF.PR.G |
FixedReset Ins Non |
77,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 23.75
Evaluated at bid price : 24.21
Bid-YTW : 3.93 % |
| NA.PR.C |
FixedReset Prem |
53,519 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 3.31 % |
| BAM.PR.M |
Perpetual-Discount |
52,574 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 23.63
Evaluated at bid price : 23.90
Bid-YTW : 5.00 % |
| RY.PR.H |
FixedReset Disc |
42,715 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 22.42
Evaluated at bid price : 23.04
Bid-YTW : 3.56 % |
| MFC.PR.G |
FixedReset Ins Non |
39,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 24.10
Evaluated at bid price : 24.65
Bid-YTW : 3.91 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| POW.PR.D |
Perpetual-Premium |
Quote: 25.28 – 26.26
Spot Rate : 0.9800
Average : 0.6230
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-14
Maturity Price : 25.00
Evaluated at bid price : 25.28
Bid-YTW : -8.55 % |
| PVS.PR.I |
SplitShare |
Quote: 25.67 – 26.50
Spot Rate : 0.8300
Average : 0.4912
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.67
Bid-YTW : 4.24 % |
| EIT.PR.B |
SplitShare |
Quote: 26.00 – 27.00
Spot Rate : 1.0000
Average : 0.7246
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : 3.82 % |
| GWO.PR.N |
FixedReset Ins Non |
Quote: 15.00 – 15.90
Spot Rate : 0.9000
Average : 0.6581
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 3.59 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.31 – 22.90
Spot Rate : 0.5900
Average : 0.4264
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 21.89
Evaluated at bid price : 22.31
Bid-YTW : 4.94 % |
| ELF.PR.G |
Perpetual-Discount |
Quote: 24.19 – 24.65
Spot Rate : 0.4600
Average : 0.3340
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-14
Maturity Price : 23.93
Evaluated at bid price : 24.19
Bid-YTW : 4.92 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
0.0994 % |
2,446.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0994 % |
4,489.3 |
| Floater |
3.41 % |
3.48 % |
57,652 |
18.59 |
4 |
0.0994 % |
2,587.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0435 % |
3,695.9 |
| SplitShare |
4.78 % |
3.90 % |
37,299 |
3.56 |
8 |
-0.0435 % |
4,413.7 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0435 % |
3,443.8 |
| Perpetual-Premium |
5.29 % |
-5.92 % |
71,798 |
0.09 |
23 |
0.0972 % |
3,259.6 |
| Perpetual-Discount |
4.90 % |
4.96 % |
81,418 |
15.57 |
11 |
0.3388 % |
3,765.2 |
| FixedReset Disc |
4.37 % |
3.80 % |
185,456 |
17.58 |
48 |
-0.0038 % |
2,649.8 |
| Insurance Straight |
4.97 % |
4.45 % |
92,330 |
3.77 |
22 |
0.1813 % |
3,661.9 |
| FloatingReset |
2.84 % |
3.16 % |
68,594 |
19.35 |
2 |
0.9192 % |
2,476.1 |
| FixedReset Prem |
5.01 % |
3.74 % |
238,860 |
1.09 |
30 |
0.0799 % |
2,726.5 |
| FixedReset Bank Non |
1.81 % |
2.35 % |
171,748 |
0.79 |
1 |
0.0400 % |
2,890.8 |
| FixedReset Ins Non |
4.38 % |
3.80 % |
145,692 |
17.49 |
22 |
0.3030 % |
2,810.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| RY.PR.J |
FixedReset Disc |
-3.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.61
Evaluated at bid price : 23.50
Bid-YTW : 3.80 % |
| CM.PR.Q |
FixedReset Disc |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.45
Evaluated at bid price : 23.24
Bid-YTW : 3.84 % |
| BAM.PF.C |
Perpetual-Discount |
1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 23.79
Evaluated at bid price : 24.10
Bid-YTW : 5.06 % |
| BAM.PR.T |
FixedReset Disc |
1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.59 % |
| SLF.PR.H |
FixedReset Ins Non |
1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 3.75 % |
| SLF.PR.J |
FloatingReset |
1.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 14.83
Evaluated at bid price : 14.83
Bid-YTW : 2.52 % |
| MFC.PR.N |
FixedReset Ins Non |
2.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.23
Evaluated at bid price : 22.80
Bid-YTW : 3.65 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| RY.PR.H |
FixedReset Disc |
110,375 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.43
Evaluated at bid price : 23.06
Bid-YTW : 3.56 % |
| MFC.PR.R |
FixedReset Ins Non |
108,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 3.24 % |
| TRP.PR.K |
FixedReset Prem |
93,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 3.85 % |
| RY.PR.J |
FixedReset Disc |
72,386 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.61
Evaluated at bid price : 23.50
Bid-YTW : 3.80 % |
| TRP.PR.J |
FixedReset Prem |
72,080 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 2.57 % |
| MFC.PR.H |
FixedReset Ins Non |
50,800 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 24.59
Evaluated at bid price : 24.95
Bid-YTW : 4.12 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.R |
FixedReset Disc |
Quote: 17.77 – 19.25
Spot Rate : 1.4800
Average : 1.0205
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 17.77
Evaluated at bid price : 17.77
Bid-YTW : 4.62 % |
| RY.PR.J |
FixedReset Disc |
Quote: 23.50 – 24.10
Spot Rate : 0.6000
Average : 0.4259
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.61
Evaluated at bid price : 23.50
Bid-YTW : 3.80 % |
| BMO.PR.Y |
FixedReset Disc |
Quote: 23.50 – 24.00
Spot Rate : 0.5000
Average : 0.3689
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.58
Evaluated at bid price : 23.50
Bid-YTW : 3.73 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.30 – 22.67
Spot Rate : 0.3700
Average : 0.2469
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 21.88
Evaluated at bid price : 22.30
Bid-YTW : 4.94 % |
| PWF.PR.A |
Floater |
Quote: 13.76 – 14.30
Spot Rate : 0.5400
Average : 0.4195
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 13.76
Evaluated at bid price : 13.76
Bid-YTW : 3.14 % |
| NA.PR.W |
FixedReset Disc |
Quote: 22.48 – 22.84
Spot Rate : 0.3600
Average : 0.2505
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-13
Maturity Price : 22.03
Evaluated at bid price : 22.48
Bid-YTW : 3.66 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
-0.1787 % |
2,444.1 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1787 % |
4,484.8 |
| Floater |
3.41 % |
3.49 % |
56,435 |
18.57 |
4 |
-0.1787 % |
2,584.6 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0097 % |
3,697.5 |
| SplitShare |
4.77 % |
3.87 % |
37,763 |
3.56 |
8 |
0.0097 % |
4,415.7 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0097 % |
3,445.3 |
| Perpetual-Premium |
5.29 % |
-6.00 % |
71,707 |
0.09 |
23 |
0.0751 % |
3,256.4 |
| Perpetual-Discount |
4.92 % |
4.96 % |
82,319 |
15.58 |
11 |
0.0188 % |
3,752.5 |
| FixedReset Disc |
4.37 % |
3.79 % |
173,488 |
17.58 |
48 |
0.1841 % |
2,649.9 |
| Insurance Straight |
4.98 % |
4.63 % |
93,786 |
3.77 |
22 |
0.0417 % |
3,655.2 |
| FloatingReset |
2.86 % |
3.16 % |
68,051 |
19.35 |
2 |
0.8275 % |
2,453.5 |
| FixedReset Prem |
5.01 % |
3.74 % |
235,424 |
1.09 |
30 |
0.0262 % |
2,724.4 |
| FixedReset Bank Non |
1.81 % |
2.39 % |
178,574 |
0.79 |
1 |
-0.0800 % |
2,889.7 |
| FixedReset Ins Non |
4.40 % |
3.81 % |
146,925 |
17.48 |
22 |
0.0020 % |
2,802.0 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| PWF.PR.A |
Floater |
-2.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 13.66
Evaluated at bid price : 13.66
Bid-YTW : 3.17 % |
| EIT.PR.A |
SplitShare |
-1.07 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.87
Bid-YTW : 3.69 % |
| NA.PR.C |
FixedReset Prem |
1.16 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 3.68 % |
| TRP.PR.B |
FixedReset Disc |
1.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 12.85
Evaluated at bid price : 12.85
Bid-YTW : 4.16 % |
| TRP.PR.F |
FloatingReset |
1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 15.91
Evaluated at bid price : 15.91
Bid-YTW : 3.16 % |
| SLF.PR.G |
FixedReset Ins Non |
1.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 3.69 % |
| MFC.PR.F |
FixedReset Ins Non |
1.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 17.32
Evaluated at bid price : 17.32
Bid-YTW : 3.45 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BMO.PR.C |
FixedReset Prem |
157,171 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 3.87 % |
| BAM.PF.J |
FixedReset Prem |
155,320 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 4.63 % |
| MFC.PR.I |
FixedReset Ins Non |
80,686 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 23.80
Evaluated at bid price : 24.20
Bid-YTW : 3.99 % |
| PWF.PR.P |
FixedReset Disc |
79,748 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 4.04 % |
| RY.PR.H |
FixedReset Disc |
67,308 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 22.44
Evaluated at bid price : 23.07
Bid-YTW : 3.56 % |
| TRP.PR.A |
FixedReset Disc |
56,990 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 16.79
Evaluated at bid price : 16.79
Bid-YTW : 4.51 % |
| There were 30 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: 25.36 – 27.30
Spot Rate : 1.9400
Average : 1.0630
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-12
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : -14.65 % |
| MIC.PR.A |
Perpetual-Premium |
Quote: 25.75 – 26.95
Spot Rate : 1.2000
Average : 0.6696
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : 5.12 % |
| EIT.PR.B |
SplitShare |
Quote: 26.05 – 27.05
Spot Rate : 1.0000
Average : 0.6229
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.76 % |
| PWF.PR.P |
FixedReset Disc |
Quote: 15.00 – 15.74
Spot Rate : 0.7400
Average : 0.4283
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 4.04 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 18.19 – 18.64
Spot Rate : 0.4500
Average : 0.3216
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 18.19
Evaluated at bid price : 18.19
Bid-YTW : 3.80 % |
| MFC.PR.M |
FixedReset Ins Non |
Quote: 22.97 – 23.62
Spot Rate : 0.6500
Average : 0.5305
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-12
Maturity Price : 22.35
Evaluated at bid price : 22.97
Bid-YTW : 3.69 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
0.0596 % |
2,448.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0596 % |
4,492.8 |
| Floater |
3.40 % |
3.51 % |
58,570 |
18.53 |
4 |
0.0596 % |
2,589.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0774 % |
3,697.2 |
| SplitShare |
4.77 % |
3.88 % |
38,968 |
3.57 |
8 |
0.0774 % |
4,415.2 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0774 % |
3,444.9 |
| Perpetual-Premium |
5.30 % |
-3.85 % |
69,362 |
0.09 |
23 |
0.0854 % |
3,253.9 |
| Perpetual-Discount |
4.92 % |
4.96 % |
79,357 |
15.56 |
11 |
0.1168 % |
3,751.8 |
| FixedReset Disc |
4.38 % |
3.80 % |
170,606 |
17.58 |
48 |
0.1143 % |
2,645.0 |
| Insurance Straight |
4.98 % |
4.57 % |
92,877 |
3.78 |
22 |
0.1071 % |
3,653.7 |
| FloatingReset |
2.89 % |
3.21 % |
65,424 |
19.23 |
2 |
-0.7556 % |
2,433.4 |
| FixedReset Prem |
5.01 % |
3.86 % |
238,457 |
1.10 |
30 |
-0.1152 % |
2,723.7 |
| FixedReset Bank Non |
1.80 % |
2.27 % |
180,664 |
0.80 |
1 |
0.0801 % |
2,892.0 |
| FixedReset Ins Non |
4.40 % |
3.83 % |
147,780 |
17.50 |
22 |
0.5748 % |
2,801.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.B |
FixedReset Disc |
-2.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 12.70
Evaluated at bid price : 12.70
Bid-YTW : 4.21 % |
| NA.PR.C |
FixedReset Prem |
-1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 23.66
Evaluated at bid price : 24.91
Bid-YTW : 4.32 % |
| MFC.PR.N |
FixedReset Ins Non |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 21.94
Evaluated at bid price : 22.35
Bid-YTW : 3.73 % |
| RY.PR.M |
FixedReset Disc |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.39
Evaluated at bid price : 23.16
Bid-YTW : 3.70 % |
| IFC.PR.C |
FixedReset Ins Non |
1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.34
Evaluated at bid price : 23.15
Bid-YTW : 3.87 % |
| EIT.PR.A |
SplitShare |
1.16 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.15
Bid-YTW : 3.28 % |
| CM.PR.P |
FixedReset Disc |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.03
Evaluated at bid price : 22.48
Bid-YTW : 3.68 % |
| GWO.PR.N |
FixedReset Ins Non |
1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 15.29
Evaluated at bid price : 15.29
Bid-YTW : 3.52 % |
| PWF.PR.T |
FixedReset Disc |
1.34 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 21.56
Evaluated at bid price : 21.96
Bid-YTW : 3.92 % |
| TD.PF.E |
FixedReset Disc |
1.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.69
Evaluated at bid price : 23.75
Bid-YTW : 3.81 % |
| MFC.PR.M |
FixedReset Ins Non |
1.89 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.45
Evaluated at bid price : 23.15
Bid-YTW : 3.65 % |
| MFC.PR.K |
FixedReset Ins Non |
1.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 21.64
Evaluated at bid price : 22.07
Bid-YTW : 3.76 % |
| MFC.PR.L |
FixedReset Ins Non |
2.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 21.44
Evaluated at bid price : 21.78
Bid-YTW : 3.70 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.X |
FixedReset Prem |
213,815 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-15
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 2.04 % |
| TRP.PR.J |
FixedReset Prem |
104,410 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.28
Bid-YTW : 2.09 % |
| TD.PF.G |
FixedReset Prem |
79,600 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 4.13 % |
| TD.PF.C |
FixedReset Disc |
60,214 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.25
Evaluated at bid price : 22.82
Bid-YTW : 3.62 % |
| RY.PR.S |
FixedReset Disc |
54,013 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 23.15
Evaluated at bid price : 24.35
Bid-YTW : 3.59 % |
| NA.PR.C |
FixedReset Prem |
41,802 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 23.66
Evaluated at bid price : 24.91
Bid-YTW : 4.32 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| RY.PR.M |
FixedReset Disc |
Quote: 23.16 – 24.48
Spot Rate : 1.3200
Average : 1.0032
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 22.39
Evaluated at bid price : 23.16
Bid-YTW : 3.70 % |
| IFC.PR.E |
Insurance Straight |
Quote: 25.95 – 26.95
Spot Rate : 1.0000
Average : 0.8006
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-30
Maturity Price : 25.25
Evaluated at bid price : 25.95
Bid-YTW : 4.49 % |
| BAM.PR.X |
FixedReset Disc |
Quote: 15.51 – 15.95
Spot Rate : 0.4400
Average : 0.2809
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 15.51
Evaluated at bid price : 15.51
Bid-YTW : 4.48 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 22.35 – 23.00
Spot Rate : 0.6500
Average : 0.4959
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 21.94
Evaluated at bid price : 22.35
Bid-YTW : 3.73 % |
| GWO.PR.N |
FixedReset Ins Non |
Quote: 15.29 – 15.84
Spot Rate : 0.5500
Average : 0.4239
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 15.29
Evaluated at bid price : 15.29
Bid-YTW : 3.52 % |
| NA.PR.C |
FixedReset Prem |
Quote: 24.91 – 25.24
Spot Rate : 0.3300
Average : 0.2100
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-09
Maturity Price : 23.66
Evaluated at bid price : 24.91
Bid-YTW : 4.32 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
0.0994 % |
2,447.0 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0994 % |
4,490.2 |
| Floater |
3.41 % |
3.54 % |
60,365 |
18.46 |
4 |
0.0994 % |
2,587.7 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1932 % |
3,694.3 |
| SplitShare |
4.78 % |
3.88 % |
40,562 |
3.57 |
8 |
-0.1932 % |
4,411.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1932 % |
3,442.3 |
| Perpetual-Premium |
5.30 % |
-5.79 % |
69,380 |
0.09 |
23 |
-0.3728 % |
3,251.2 |
| Perpetual-Discount |
4.92 % |
4.97 % |
80,426 |
15.56 |
11 |
-0.0791 % |
3,747.4 |
| FixedReset Disc |
4.39 % |
3.78 % |
176,969 |
17.61 |
48 |
0.0269 % |
2,642.0 |
| Insurance Straight |
4.99 % |
4.65 % |
92,344 |
15.45 |
22 |
0.6783 % |
3,649.8 |
| FloatingReset |
2.88 % |
3.20 % |
64,557 |
19.27 |
2 |
1.0960 % |
2,451.9 |
| FixedReset Prem |
5.01 % |
3.70 % |
241,732 |
1.10 |
30 |
-0.0680 % |
2,726.8 |
| FixedReset Bank Non |
1.81 % |
2.35 % |
183,586 |
0.80 |
1 |
-0.0400 % |
2,889.7 |
| FixedReset Ins Non |
4.42 % |
3.83 % |
146,361 |
17.45 |
22 |
0.2646 % |
2,785.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| EIT.PR.A |
SplitShare |
-1.56 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 3.70 % |
| TD.PF.I |
FixedReset Prem |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 23.71
Evaluated at bid price : 25.00
Bid-YTW : 3.91 % |
| MFC.PR.N |
FixedReset Ins Non |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 22.09
Evaluated at bid price : 22.59
Bid-YTW : 3.67 % |
| BMO.PR.Y |
FixedReset Disc |
1.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 22.56
Evaluated at bid price : 23.45
Bid-YTW : 3.72 % |
| SLF.PR.J |
FloatingReset |
1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 14.64
Evaluated at bid price : 14.64
Bid-YTW : 2.57 % |
| IFC.PR.G |
FixedReset Ins Non |
1.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 22.87
Evaluated at bid price : 23.17
Bid-YTW : 3.93 % |
| SLF.PR.G |
FixedReset Ins Non |
2.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 15.20
Evaluated at bid price : 15.20
Bid-YTW : 3.71 % |
| TRP.PR.B |
FixedReset Disc |
5.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 4.06 % |
| MFC.PR.C |
Insurance Straight |
14.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 24.04
Evaluated at bid price : 24.29
Bid-YTW : 4.66 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TD.PF.G |
FixedReset Prem |
230,429 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 4.05 % |
| TRP.PR.J |
FixedReset Prem |
198,897 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 2.33 % |
| SLF.PR.E |
Insurance Straight |
189,448 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 4.65 % |
| NA.PR.X |
FixedReset Prem |
172,100 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-15
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 1.99 % |
| CM.PR.R |
FixedReset Disc |
82,206 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.19
Bid-YTW : 3.64 % |
| TD.PF.B |
FixedReset Disc |
69,487 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 22.22
Evaluated at bid price : 22.70
Bid-YTW : 3.59 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| IFC.PR.E |
Insurance Straight |
Quote: 25.77 – 26.77
Spot Rate : 1.0000
Average : 0.5819
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-30
Maturity Price : 25.25
Evaluated at bid price : 25.77
Bid-YTW : 4.67 % |
| MFC.PR.L |
FixedReset Ins Non |
Quote: 21.15 – 21.99
Spot Rate : 0.8400
Average : 0.5599
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 3.82 % |
| PWF.PR.R |
Perpetual-Premium |
Quote: 25.36 – 25.98
Spot Rate : 0.6200
Average : 0.3748
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.36
Bid-YTW : -6.76 % |
| MFC.PR.K |
FixedReset Ins Non |
Quote: 21.65 – 22.50
Spot Rate : 0.8500
Average : 0.6742
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-08
Maturity Price : 21.34
Evaluated at bid price : 21.65
Bid-YTW : 3.83 % |
| EIT.PR.A |
SplitShare |
Quote: 25.85 – 26.40
Spot Rate : 0.5500
Average : 0.3785
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 3.70 % |
| ELF.PR.F |
Perpetual-Premium |
Quote: 25.08 – 26.60
Spot Rate : 1.5200
Average : 1.3637
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-08
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : -0.19 % |
Posted in Market Action | No Comments »
Friday, June 25th, 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 |
0.3192 % |
2,444.6 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.3192 % |
4,485.7 |
| Floater |
3.41 % |
3.53 % |
61,108 |
18.47 |
4 |
0.3192 % |
2,585.1 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1790 % |
3,701.5 |
| SplitShare |
4.77 % |
3.88 % |
37,556 |
3.57 |
8 |
0.1790 % |
4,420.4 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1790 % |
3,448.9 |
| Perpetual-Premium |
5.28 % |
-3.49 % |
68,186 |
0.09 |
23 |
0.1193 % |
3,263.3 |
| Perpetual-Discount |
4.92 % |
4.98 % |
76,500 |
15.45 |
11 |
0.0867 % |
3,750.4 |
| FixedReset Disc |
4.39 % |
3.79 % |
177,107 |
17.59 |
48 |
0.0202 % |
2,641.3 |
| Insurance Straight |
5.02 % |
4.66 % |
85,501 |
14.93 |
22 |
-0.5997 % |
3,625.2 |
| FloatingReset |
2.91 % |
3.22 % |
62,658 |
19.20 |
2 |
0.0997 % |
2,425.3 |
| FixedReset Prem |
5.00 % |
3.79 % |
245,426 |
1.11 |
30 |
0.0366 % |
2,728.7 |
| FixedReset Bank Non |
1.81 % |
2.29 % |
190,078 |
0.81 |
1 |
0.0801 % |
2,890.8 |
| FixedReset Ins Non |
4.43 % |
3.82 % |
142,303 |
17.45 |
22 |
0.0575 % |
2,778.6 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| MFC.PR.C |
Insurance Straight |
-12.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.35 % |
| TRP.PR.B |
FixedReset Disc |
-3.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 4.27 % |
| TRP.PR.D |
FixedReset Disc |
-1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 18.87
Evaluated at bid price : 18.87
Bid-YTW : 4.53 % |
| SLF.PR.I |
FixedReset Ins Non |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 22.95
Evaluated at bid price : 23.60
Bid-YTW : 3.87 % |
| BAM.PR.Z |
FixedReset Disc |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 21.37
Evaluated at bid price : 21.68
Bid-YTW : 4.60 % |
| ELF.PR.G |
Perpetual-Discount |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 23.85
Evaluated at bid price : 24.10
Bid-YTW : 4.93 % |
| CU.PR.H |
Perpetual-Premium |
1.06 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-09-01
Maturity Price : 25.25
Evaluated at bid price : 25.80
Bid-YTW : 4.49 % |
| CM.PR.S |
FixedReset Disc |
1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 23.28
Evaluated at bid price : 23.65
Bid-YTW : 3.67 % |
| CIU.PR.A |
Perpetual-Discount |
2.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 24.00
Evaluated at bid price : 24.25
Bid-YTW : 4.78 % |
| TRP.PR.C |
FixedReset Disc |
2.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 4.20 % |
| GWO.PR.N |
FixedReset Ins Non |
3.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 3.54 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CM.PR.O |
FixedReset Disc |
92,772 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 22.12
Evaluated at bid price : 22.55
Bid-YTW : 3.67 % |
| TD.PF.G |
FixedReset Prem |
86,800 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-30
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 4.23 % |
| TRP.PR.J |
FixedReset Prem |
68,544 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.27
Bid-YTW : 2.29 % |
| TD.PF.C |
FixedReset Disc |
63,730 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 3.62 % |
| MFC.PR.J |
FixedReset Ins Non |
48,695 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 23.36
Evaluated at bid price : 23.70
Bid-YTW : 3.87 % |
| CM.PR.Q |
FixedReset Disc |
43,513 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 22.50
Evaluated at bid price : 23.33
Bid-YTW : 3.80 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| MFC.PR.C |
Insurance Straight |
Quote: 21.25 – 24.40
Spot Rate : 3.1500
Average : 1.8045
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.35 % |
| MFC.PR.M |
FixedReset Ins Non |
Quote: 22.67 – 23.80
Spot Rate : 1.1300
Average : 0.6598
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 22.16
Evaluated at bid price : 22.67
Bid-YTW : 3.73 % |
| ELF.PR.F |
Perpetual-Premium |
Quote: 25.08 – 26.60
Spot Rate : 1.5200
Average : 1.1922
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-07
Maturity Price : 25.00
Evaluated at bid price : 25.08
Bid-YTW : -0.36 % |
| TRP.PR.B |
FixedReset Disc |
Quote: 12.40 – 13.24
Spot Rate : 0.8400
Average : 0.5637
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 12.40
Evaluated at bid price : 12.40
Bid-YTW : 4.27 % |
| BAM.PR.K |
Floater |
Quote: 11.99 – 12.99
Spot Rate : 1.0000
Average : 0.7699
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 11.99
Evaluated at bid price : 11.99
Bid-YTW : 3.59 % |
| MFC.PR.K |
FixedReset Ins Non |
Quote: 21.80 – 22.50
Spot Rate : 0.7000
Average : 0.4815
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-04-07
Maturity Price : 21.45
Evaluated at bid price : 21.80
Bid-YTW : 3.80 % |
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