Archive for July, 2021
Tuesday, July 6th, 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 |
0.5549 % |
2,691.5 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.5549 % |
4,938.8 |
| Floater |
3.23 % |
3.24 % |
93,259 |
19.17 |
3 |
0.5549 % |
2,846.3 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1871 % |
3,692.3 |
| SplitShare |
4.63 % |
3.91 % |
43,167 |
3.89 |
6 |
0.1871 % |
4,409.4 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1871 % |
3,440.4 |
| Perpetual-Premium |
5.13 % |
-4.84 % |
61,262 |
0.09 |
30 |
-0.0013 % |
3,299.1 |
| Perpetual-Discount |
4.63 % |
4.69 % |
47,494 |
16.02 |
4 |
0.2531 % |
3,933.5 |
| FixedReset Disc |
4.05 % |
3.76 % |
133,536 |
17.83 |
40 |
0.1324 % |
2,777.1 |
| Insurance Straight |
4.90 % |
-0.32 % |
80,999 |
0.09 |
22 |
0.0946 % |
3,716.1 |
| FloatingReset |
2.79 % |
3.06 % |
36,479 |
19.60 |
2 |
1.0638 % |
2,601.8 |
| FixedReset Prem |
4.82 % |
2.71 % |
183,994 |
1.43 |
33 |
0.0707 % |
2,758.9 |
| FixedReset Bank Non |
1.80 % |
2.26 % |
94,585 |
0.57 |
1 |
0.0000 % |
2,895.4 |
| FixedReset Ins Non |
4.07 % |
3.58 % |
118,986 |
17.85 |
20 |
0.0281 % |
2,930.3 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.X |
FixedReset Disc |
-11.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 15.32
Evaluated at bid price : 15.32
Bid-YTW : 4.59 % |
| CU.PR.H |
Perpetual-Premium |
-3.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 24.71
Evaluated at bid price : 25.00
Bid-YTW : 5.30 % |
| MFC.PR.F |
FixedReset Ins Non |
-2.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 17.26
Evaluated at bid price : 17.26
Bid-YTW : 3.51 % |
| NA.PR.G |
FixedReset Prem |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 23.52
Evaluated at bid price : 25.05
Bid-YTW : 3.77 % |
| TRP.PR.A |
FixedReset Disc |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 18.72
Evaluated at bid price : 18.72
Bid-YTW : 4.06 % |
| RY.PR.M |
FixedReset Disc |
1.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 22.71
Evaluated at bid price : 23.76
Bid-YTW : 3.63 % |
| BAM.PR.Z |
FixedReset Disc |
1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 23.36
Evaluated at bid price : 23.79
Bid-YTW : 4.22 % |
| RY.PR.J |
FixedReset Disc |
1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 23.04
Evaluated at bid price : 24.40
Bid-YTW : 3.66 % |
| BAM.PR.K |
Floater |
1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 13.33
Evaluated at bid price : 13.33
Bid-YTW : 3.23 % |
| NA.PR.C |
FixedReset Prem |
1.49 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 1.42 % |
| TRP.PR.F |
FloatingReset |
2.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 3.06 % |
| SLF.PR.G |
FixedReset Ins Non |
2.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 16.11
Evaluated at bid price : 16.11
Bid-YTW : 3.59 % |
| TRP.PR.G |
FixedReset Disc |
2.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 22.82
Evaluated at bid price : 24.00
Bid-YTW : 3.93 % |
| TRP.PR.C |
FixedReset Disc |
3.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 14.86
Evaluated at bid price : 14.86
Bid-YTW : 4.05 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
265,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 24.99
Bid-YTW : 3.46 % |
| PWF.PR.P |
FixedReset Disc |
54,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 16.37
Evaluated at bid price : 16.37
Bid-YTW : 3.81 % |
| MFC.PR.G |
FixedReset Ins Non |
30,651 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 24.41
Evaluated at bid price : 24.96
Bid-YTW : 3.90 % |
| TRP.PR.D |
FixedReset Disc |
29,997 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 4.13 % |
| BMO.PR.E |
FixedReset Prem |
27,200 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 23.61
Evaluated at bid price : 25.32
Bid-YTW : 3.69 % |
| TRP.PR.E |
FixedReset Disc |
27,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 20.67
Evaluated at bid price : 20.67
Bid-YTW : 4.14 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.X |
FixedReset Disc |
Quote: 15.32 – 17.55
Spot Rate : 2.2300
Average : 1.4083
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 15.32
Evaluated at bid price : 15.32
Bid-YTW : 4.59 % |
| CU.PR.H |
Perpetual-Premium |
Quote: 25.00 – 26.18
Spot Rate : 1.1800
Average : 0.7694
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 24.71
Evaluated at bid price : 25.00
Bid-YTW : 5.30 % |
| TRP.PR.F |
FloatingReset |
Quote: 16.90 – 17.90
Spot Rate : 1.0000
Average : 0.7887
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 3.06 % |
| BAM.PR.R |
FixedReset Disc |
Quote: 19.15 – 19.85
Spot Rate : 0.7000
Average : 0.4957
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 4.34 % |
| NA.PR.C |
FixedReset Prem |
Quote: 25.90 – 26.48
Spot Rate : 0.5800
Average : 0.4046
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 1.42 % |
| MFC.PR.F |
FixedReset Ins Non |
Quote: 17.26 – 17.75
Spot Rate : 0.4900
Average : 0.3792
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-06
Maturity Price : 17.26
Evaluated at bid price : 17.26
Bid-YTW : 3.51 % |
Posted in Market Action | No Comments »
Monday, July 5th, 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 |
1.7449 % |
2,676.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.7449 % |
4,911.6 |
| Floater |
3.24 % |
3.26 % |
93,365 |
19.11 |
3 |
1.7449 % |
2,830.6 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1289 % |
3,685.4 |
| SplitShare |
4.64 % |
3.98 % |
42,827 |
3.37 |
6 |
-0.1289 % |
4,401.1 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1289 % |
3,433.9 |
| Perpetual-Premium |
5.13 % |
-4.07 % |
62,083 |
0.09 |
30 |
0.0286 % |
3,299.1 |
| Perpetual-Discount |
4.65 % |
4.59 % |
53,817 |
16.20 |
4 |
0.7241 % |
3,923.6 |
| FixedReset Disc |
4.05 % |
3.78 % |
135,410 |
17.81 |
40 |
0.3693 % |
2,773.4 |
| Insurance Straight |
4.90 % |
0.50 % |
81,703 |
0.09 |
22 |
-0.1017 % |
3,712.6 |
| FloatingReset |
2.82 % |
3.12 % |
37,925 |
19.45 |
2 |
-0.8992 % |
2,574.4 |
| FixedReset Prem |
4.82 % |
2.81 % |
186,828 |
1.44 |
33 |
-0.2631 % |
2,757.0 |
| FixedReset Bank Non |
1.80 % |
2.25 % |
98,068 |
0.57 |
1 |
0.0000 % |
2,895.4 |
| FixedReset Ins Non |
4.07 % |
3.59 % |
118,215 |
17.85 |
20 |
0.0151 % |
2,929.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.F |
FloatingReset |
-2.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 16.56
Evaluated at bid price : 16.56
Bid-YTW : 3.12 % |
| NA.PR.G |
FixedReset Prem |
-1.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 23.43
Evaluated at bid price : 24.80
Bid-YTW : 3.83 % |
| GWO.PR.T |
Insurance Straight |
-1.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-06-30
Maturity Price : 25.25
Evaluated at bid price : 26.21
Bid-YTW : 4.10 % |
| TRP.PR.B |
FixedReset Disc |
-1.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 4.06 % |
| CM.PR.Q |
FixedReset Disc |
-1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.58
Evaluated at bid price : 23.45
Bid-YTW : 3.83 % |
| NA.PR.S |
FixedReset Disc |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.96
Evaluated at bid price : 23.92
Bid-YTW : 3.56 % |
| NA.PR.W |
FixedReset Disc |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.70
Evaluated at bid price : 23.60
Bid-YTW : 3.47 % |
| TRP.PR.G |
FixedReset Disc |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.58
Evaluated at bid price : 23.50
Bid-YTW : 4.04 % |
| CM.PR.P |
FixedReset Disc |
1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.71
Evaluated at bid price : 23.60
Bid-YTW : 3.49 % |
| BAM.PR.X |
FixedReset Disc |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 17.25
Evaluated at bid price : 17.25
Bid-YTW : 4.08 % |
| BAM.PF.A |
FixedReset Disc |
1.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 23.21
Evaluated at bid price : 24.23
Bid-YTW : 4.11 % |
| TRP.PR.D |
FixedReset Disc |
1.95 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 20.92
Evaluated at bid price : 20.92
Bid-YTW : 4.13 % |
| BMO.PR.Y |
FixedReset Disc |
2.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.93
Evaluated at bid price : 24.20
Bid-YTW : 3.64 % |
| CIU.PR.A |
Perpetual-Discount |
2.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 24.25
Evaluated at bid price : 24.55
Bid-YTW : 4.72 % |
| BAM.PF.G |
FixedReset Disc |
2.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.29
Evaluated at bid price : 22.91
Bid-YTW : 4.04 % |
| BAM.PF.F |
FixedReset Disc |
2.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.94
Evaluated at bid price : 24.00
Bid-YTW : 3.99 % |
| TRP.PR.A |
FixedReset Disc |
2.83 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 4.11 % |
| BAM.PR.K |
Floater |
4.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 13.15
Evaluated at bid price : 13.15
Bid-YTW : 3.28 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BAM.PF.C |
Perpetual-Premium |
91,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 24.61
Evaluated at bid price : 24.86
Bid-YTW : 4.90 % |
| RY.PR.Z |
FixedReset Disc |
38,031 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.73
Evaluated at bid price : 23.49
Bid-YTW : 3.47 % |
| W.PR.M |
FixedReset Prem |
28,158 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 1.10 % |
| TRP.PR.B |
FixedReset Disc |
27,752 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 4.06 % |
| TD.PF.K |
FixedReset Prem |
27,600 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 23.58
Evaluated at bid price : 25.20
Bid-YTW : 3.63 % |
| PWF.PR.P |
FixedReset Disc |
25,350 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 3.81 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| PWF.PR.P |
FixedReset Disc |
Quote: 16.38 – 24.68
Spot Rate : 8.3000
Average : 4.6373
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 3.81 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.35 – 23.20
Spot Rate : 0.8500
Average : 0.5691
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 21.93
Evaluated at bid price : 22.35
Bid-YTW : 4.96 % |
| NA.PR.G |
FixedReset Prem |
Quote: 24.80 – 25.39
Spot Rate : 0.5900
Average : 0.3535
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 23.43
Evaluated at bid price : 24.80
Bid-YTW : 3.83 % |
| CM.PR.Q |
FixedReset Disc |
Quote: 23.45 – 23.99
Spot Rate : 0.5400
Average : 0.3509
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 22.58
Evaluated at bid price : 23.45
Bid-YTW : 3.83 % |
| IFC.PR.A |
FixedReset Ins Non |
Quote: 20.80 – 21.90
Spot Rate : 1.1000
Average : 0.9170
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 3.35 % |
| TRP.PR.C |
FixedReset Disc |
Quote: 14.42 – 15.24
Spot Rate : 0.8200
Average : 0.6561
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-05
Maturity Price : 14.42
Evaluated at bid price : 14.42
Bid-YTW : 4.17 % |
Posted in Market Action | 10 Comments »
Friday, July 2nd, 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 |
-0.5360 % |
2,630.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.5360 % |
4,827.3 |
| Floater |
3.30 % |
3.27 % |
93,533 |
19.09 |
3 |
-0.5360 % |
2,782.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1549 % |
3,690.2 |
| SplitShare |
4.63 % |
3.84 % |
44,263 |
3.38 |
6 |
0.1549 % |
4,406.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1549 % |
3,438.4 |
| Perpetual-Premium |
5.13 % |
-3.16 % |
64,643 |
0.09 |
30 |
0.0195 % |
3,298.2 |
| Perpetual-Discount |
4.68 % |
4.60 % |
54,271 |
16.19 |
4 |
-1.1094 % |
3,895.4 |
| FixedReset Disc |
4.07 % |
3.75 % |
139,029 |
17.86 |
40 |
-0.1226 % |
2,763.2 |
| Insurance Straight |
4.90 % |
-0.41 % |
82,911 |
0.09 |
22 |
-0.0071 % |
3,716.4 |
| FloatingReset |
2.81 % |
3.07 % |
37,716 |
19.57 |
2 |
-0.3399 % |
2,597.7 |
| FixedReset Prem |
4.81 % |
2.79 % |
194,476 |
1.45 |
33 |
0.1423 % |
2,764.3 |
| FixedReset Bank Non |
1.80 % |
2.18 % |
101,597 |
0.58 |
1 |
0.0000 % |
2,895.4 |
| FixedReset Ins Non |
4.07 % |
3.52 % |
122,812 |
17.92 |
20 |
-0.0713 % |
2,929.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.C |
FixedReset Disc |
-3.35 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 14.42
Evaluated at bid price : 14.42
Bid-YTW : 4.12 % |
| CIU.PR.A |
Perpetual-Discount |
-3.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.68
Evaluated at bid price : 23.95
Bid-YTW : 4.84 % |
| TRP.PR.A |
FixedReset Disc |
-2.65 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.18 % |
| BAM.PF.A |
FixedReset Disc |
-1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.02
Evaluated at bid price : 23.84
Bid-YTW : 4.15 % |
| GWO.PR.N |
FixedReset Ins Non |
-1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 15.80
Evaluated at bid price : 15.80
Bid-YTW : 3.41 % |
| BAM.PR.B |
Floater |
-1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 13.25
Evaluated at bid price : 13.25
Bid-YTW : 3.25 % |
| BAM.PR.Z |
FixedReset Disc |
-1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.24
Evaluated at bid price : 23.67
Bid-YTW : 4.20 % |
| TRP.PR.G |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 22.45
Evaluated at bid price : 23.25
Bid-YTW : 4.05 % |
| BMO.PR.F |
FixedReset Prem |
1.05 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.95
Bid-YTW : 2.49 % |
| MIC.PR.A |
Perpetual-Premium |
1.06 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2030-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.66
Bid-YTW : 4.51 % |
| NA.PR.E |
FixedReset Disc |
1.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.60
Evaluated at bid price : 24.95
Bid-YTW : 3.59 % |
| BMO.PR.E |
FixedReset Prem |
1.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.66
Evaluated at bid price : 25.50
Bid-YTW : 3.61 % |
| TD.PF.K |
FixedReset Prem |
1.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.57
Evaluated at bid price : 25.18
Bid-YTW : 3.60 % |
| IFC.PR.A |
FixedReset Ins Non |
2.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 3.31 % |
| BAM.PF.F |
FixedReset Disc |
5.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 22.62
Evaluated at bid price : 23.36
Bid-YTW : 4.09 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| PWF.PR.P |
FixedReset Disc |
339,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 16.37
Evaluated at bid price : 16.37
Bid-YTW : 3.76 % |
| BMO.PR.C |
FixedReset Prem |
321,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.46
Bid-YTW : 2.92 % |
| BNS.PR.H |
FixedReset Prem |
28,581 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.67
Bid-YTW : 1.66 % |
| RY.PR.R |
FixedReset Prem |
12,794 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 0.99 % |
| PWF.PR.R |
Perpetual-Premium |
12,105 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-01
Maturity Price : 25.00
Evaluated at bid price : 25.68
Bid-YTW : -15.26 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CIU.PR.A |
Perpetual-Discount |
Quote: 23.95 – 24.95
Spot Rate : 1.0000
Average : 0.5927
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 23.68
Evaluated at bid price : 23.95
Bid-YTW : 4.84 % |
| BAM.PR.X |
FixedReset Disc |
Quote: 17.00 – 18.00
Spot Rate : 1.0000
Average : 0.6908
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 4.08 % |
| TRP.PR.A |
FixedReset Disc |
Quote: 18.01 – 18.94
Spot Rate : 0.9300
Average : 0.6262
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 4.18 % |
| TRP.PR.C |
FixedReset Disc |
Quote: 14.42 – 15.15
Spot Rate : 0.7300
Average : 0.4765
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 14.42
Evaluated at bid price : 14.42
Bid-YTW : 4.12 % |
| SLF.PR.G |
FixedReset Ins Non |
Quote: 15.88 – 16.50
Spot Rate : 0.6200
Average : 0.4511
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-07-02
Maturity Price : 15.88
Evaluated at bid price : 15.88
Bid-YTW : 3.58 % |
| PWF.PR.R |
Perpetual-Premium |
Quote: 25.68 – 26.39
Spot Rate : 0.7100
Average : 0.5479
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-01
Maturity Price : 25.00
Evaluated at bid price : 25.68
Bid-YTW : -15.26 % |
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