June 28th, 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 |
-1.4574 % |
2,601.7 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.4574 % |
4,774.1 |
| Floater |
3.34 % |
3.32 % |
109,519 |
18.94 |
3 |
-1.4574 % |
2,751.3 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1093 % |
3,693.5 |
| SplitShare |
4.63 % |
4.00 % |
44,452 |
3.92 |
6 |
-0.1093 % |
4,410.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1093 % |
3,441.5 |
| Perpetual-Premium |
5.12 % |
-4.83 % |
63,876 |
0.09 |
30 |
0.0298 % |
3,302.2 |
| Perpetual-Discount |
4.64 % |
4.67 % |
49,414 |
16.07 |
4 |
0.3447 % |
3,931.9 |
| FixedReset Disc |
4.06 % |
3.73 % |
149,854 |
17.87 |
40 |
-0.1226 % |
2,762.9 |
| Insurance Straight |
4.92 % |
0.35 % |
85,432 |
0.11 |
22 |
0.1292 % |
3,699.9 |
| FloatingReset |
2.81 % |
3.08 % |
43,820 |
19.54 |
2 |
0.0000 % |
2,561.5 |
| FixedReset Prem |
4.82 % |
2.99 % |
208,801 |
2.36 |
33 |
0.1747 % |
2,756.1 |
| FixedReset Bank Non |
1.80 % |
2.22 % |
104,232 |
0.61 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.14 % |
3.60 % |
140,470 |
17.87 |
20 |
0.0146 % |
2,880.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.K |
Floater |
-3.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 3.38 % |
| MFC.PR.F |
FixedReset Ins Non |
-2.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 16.82
Evaluated at bid price : 16.82
Bid-YTW : 3.57 % |
| BAM.PF.F |
FixedReset Disc |
-2.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.41
Evaluated at bid price : 23.00
Bid-YTW : 4.18 % |
| BAM.PF.G |
FixedReset Disc |
-2.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.76
Evaluated at bid price : 22.10
Bid-YTW : 4.18 % |
| BAM.PF.A |
FixedReset Disc |
-1.88 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.81
Evaluated at bid price : 23.46
Bid-YTW : 4.25 % |
| GWO.PR.S |
Insurance Straight |
-1.80 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-30
Maturity Price : 25.50
Evaluated at bid price : 26.18
Bid-YTW : -19.66 % |
| BIP.PR.A |
FixedReset Disc |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.90 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.63
Evaluated at bid price : 23.70
Bid-YTW : 3.77 % |
| TRP.PR.C |
FixedReset Disc |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 14.57
Evaluated at bid price : 14.57
Bid-YTW : 4.14 % |
| BAM.PF.B |
FixedReset Disc |
-1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.85
Evaluated at bid price : 22.10
Bid-YTW : 4.23 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 3.55 % |
| SLF.PR.G |
FixedReset Ins Non |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 15.65
Evaluated at bid price : 15.65
Bid-YTW : 3.65 % |
| MFC.PR.G |
FixedReset Ins Non |
1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 24.22
Evaluated at bid price : 24.81
Bid-YTW : 3.89 % |
| MFC.PR.N |
FixedReset Ins Non |
1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 3.61 % |
| BAM.PR.T |
FixedReset Disc |
2.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 4.27 % |
| TRP.PR.G |
FixedReset Disc |
2.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.63
Evaluated at bid price : 23.60
Bid-YTW : 3.99 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
102,120 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 1.06 % |
| BNS.PR.H |
FixedReset Prem |
85,300 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.66
Bid-YTW : 1.64 % |
| SLF.PR.I |
FixedReset Ins Non |
52,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.89
Evaluated at bid price : 24.55
Bid-YTW : 3.74 % |
| CU.PR.C |
FixedReset Disc |
47,652 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 21.58
Evaluated at bid price : 21.95
Bid-YTW : 3.85 % |
| MFC.PR.Q |
FixedReset Ins Non |
36,720 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.48
Evaluated at bid price : 24.73
Bid-YTW : 3.60 % |
| PWF.PR.Z |
Perpetual-Premium |
32,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-07-31
Maturity Price : 25.25
Evaluated at bid price : 26.05
Bid-YTW : 4.47 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| IFC.PR.G |
FixedReset Ins Non |
Quote: 25.10 – 25.85
Spot Rate : 0.7500
Average : 0.4668
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 23.62
Evaluated at bid price : 25.10
Bid-YTW : 3.55 % |
| BAM.PF.A |
FixedReset Disc |
Quote: 23.46 – 24.09
Spot Rate : 0.6300
Average : 0.4583
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.81
Evaluated at bid price : 23.46
Bid-YTW : 4.25 % |
| BIP.PR.A |
FixedReset Disc |
Quote: 22.50 – 23.25
Spot Rate : 0.7500
Average : 0.5887
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.90 % |
| TRP.PR.C |
FixedReset Disc |
Quote: 14.57 – 15.23
Spot Rate : 0.6600
Average : 0.5056
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 14.57
Evaluated at bid price : 14.57
Bid-YTW : 4.14 % |
| BAM.PF.F |
FixedReset Disc |
Quote: 23.00 – 23.50
Spot Rate : 0.5000
Average : 0.3498
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.41
Evaluated at bid price : 23.00
Bid-YTW : 4.18 % |
| RY.PR.H |
FixedReset Disc |
Quote: 23.50 – 23.99
Spot Rate : 0.4900
Average : 0.3564
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-21
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.48 % |
Posted in Market Action | No Comments »
June 28th, 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 |
1.3738 % |
2,640.2 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.3738 % |
4,844.7 |
| Floater |
3.29 % |
3.28 % |
109,376 |
19.05 |
3 |
1.3738 % |
2,792.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0386 % |
3,697.5 |
| SplitShare |
4.62 % |
3.62 % |
46,171 |
3.42 |
6 |
0.0386 % |
4,415.6 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0386 % |
3,445.3 |
| Perpetual-Premium |
5.12 % |
-1.64 % |
64,800 |
0.09 |
30 |
-0.0467 % |
3,301.2 |
| Perpetual-Discount |
4.65 % |
4.68 % |
49,390 |
16.06 |
4 |
-0.1923 % |
3,918.4 |
| FixedReset Disc |
4.06 % |
3.59 % |
153,231 |
18.15 |
40 |
-0.3887 % |
2,766.3 |
| Insurance Straight |
4.93 % |
0.32 % |
86,583 |
0.09 |
22 |
-0.0663 % |
3,695.1 |
| FloatingReset |
2.79 % |
3.06 % |
45,464 |
19.58 |
2 |
0.0000 % |
2,561.5 |
| FixedReset Prem |
4.83 % |
3.25 % |
209,625 |
1.48 |
33 |
-0.0201 % |
2,751.2 |
| FixedReset Bank Non |
1.80 % |
2.06 % |
108,427 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.21 % |
3.50 % |
148,081 |
18.14 |
21 |
-0.1602 % |
2,880.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.T |
FixedReset Disc |
-3.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 4.15 % |
| MFC.PR.N |
FixedReset Ins Non |
-2.59 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.12
Evaluated at bid price : 22.60
Bid-YTW : 3.54 % |
| BAM.PR.X |
FixedReset Disc |
-2.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 3.92 % |
| NA.PR.G |
FixedReset Prem |
-2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.61
Evaluated at bid price : 25.35
Bid-YTW : 3.61 % |
| TRP.PR.G |
FixedReset Disc |
-2.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.37
Evaluated at bid price : 23.10
Bid-YTW : 3.96 % |
| BAM.PF.E |
FixedReset Disc |
-1.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.07 % |
| PWF.PR.P |
FixedReset Disc |
-1.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 3.67 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.50
Evaluated at bid price : 23.20
Bid-YTW : 3.50 % |
| TRP.PR.D |
FixedReset Disc |
-1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 4.03 % |
| BAM.PF.G |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.16
Evaluated at bid price : 22.71
Bid-YTW : 3.91 % |
| TRP.PR.A |
FixedReset Disc |
-1.20 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 18.04
Evaluated at bid price : 18.04
Bid-YTW : 4.00 % |
| BAM.PR.R |
FixedReset Disc |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 4.04 % |
| TD.PF.B |
FixedReset Disc |
1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.74
Evaluated at bid price : 23.55
Bid-YTW : 3.35 % |
| POW.PR.D |
Perpetual-Premium |
1.30 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-18
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : -19.39 % |
| MFC.PR.F |
FixedReset Ins Non |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 17.30
Evaluated at bid price : 17.30
Bid-YTW : 3.23 % |
| TRP.PR.B |
FixedReset Disc |
1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 3.75 % |
| BIP.PR.A |
FixedReset Disc |
1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.25
Evaluated at bid price : 22.85
Bid-YTW : 4.67 % |
| GWO.PR.N |
FixedReset Ins Non |
1.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 3.30 % |
| RY.PR.J |
FixedReset Disc |
2.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.91
Evaluated at bid price : 24.10
Bid-YTW : 3.56 % |
| BAM.PR.K |
Floater |
3.82 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 3.28 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BNS.PR.G |
FixedReset Prem |
467,835 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 0.98 % |
| BMO.PR.C |
FixedReset Prem |
234,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 3.06 % |
| MFC.PR.H |
FixedReset Ins Non |
207,564 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 24.67
Evaluated at bid price : 25.05
Bid-YTW : 3.95 % |
| RY.PR.S |
FixedReset Prem |
66,175 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.47
Evaluated at bid price : 25.10
Bid-YTW : 3.29 % |
| MFC.PR.R |
FixedReset Ins Non |
53,836 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : 2.03 % |
| BAM.PF.D |
Perpetual-Premium |
50,161 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 24.49
Evaluated at bid price : 24.80
Bid-YTW : 4.94 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.H |
Perpetual-Premium |
Quote: 25.82 – 28.23
Spot Rate : 2.4100
Average : 1.8718
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-09-01
Maturity Price : 25.25
Evaluated at bid price : 25.82
Bid-YTW : 4.26 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.07 – 27.30
Spot Rate : 1.2300
Average : 0.7627
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.07
Bid-YTW : 4.43 % |
| TRP.PR.G |
FixedReset Disc |
Quote: 23.10 – 23.84
Spot Rate : 0.7400
Average : 0.5196
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.37
Evaluated at bid price : 23.10
Bid-YTW : 3.96 % |
| TD.PF.D |
FixedReset Disc |
Quote: 24.14 – 24.97
Spot Rate : 0.8300
Average : 0.6181
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.91
Evaluated at bid price : 24.14
Bid-YTW : 3.59 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 22.60 – 23.60
Spot Rate : 1.0000
Average : 0.7964
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 22.12
Evaluated at bid price : 22.60
Bid-YTW : 3.54 % |
| NA.PR.G |
FixedReset Prem |
Quote: 25.35 – 26.20
Spot Rate : 0.8500
Average : 0.6594
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-18
Maturity Price : 23.61
Evaluated at bid price : 25.35
Bid-YTW : 3.61 % |
Posted in Market Action | No Comments »
June 28th, 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 |
-1.6820 % |
2,604.4 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.6820 % |
4,779.0 |
| Floater |
3.33 % |
3.29 % |
107,439 |
19.01 |
3 |
-1.6820 % |
2,754.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1160 % |
3,696.1 |
| SplitShare |
4.62 % |
3.99 % |
48,066 |
3.94 |
6 |
0.1160 % |
4,413.9 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1160 % |
3,443.9 |
| Perpetual-Premium |
5.12 % |
-3.17 % |
63,428 |
0.09 |
30 |
-0.1010 % |
3,302.8 |
| Perpetual-Discount |
4.64 % |
4.68 % |
50,043 |
16.06 |
4 |
0.1723 % |
3,926.0 |
| FixedReset Disc |
4.04 % |
3.61 % |
153,927 |
18.09 |
40 |
-0.4427 % |
2,777.1 |
| Insurance Straight |
4.92 % |
-0.18 % |
86,204 |
0.09 |
22 |
-0.2289 % |
3,697.6 |
| FloatingReset |
2.79 % |
3.06 % |
45,747 |
19.58 |
2 |
-1.2422 % |
2,561.5 |
| FixedReset Prem |
4.83 % |
3.25 % |
211,324 |
1.48 |
33 |
-0.0024 % |
2,751.8 |
| FixedReset Bank Non |
1.80 % |
2.05 % |
109,783 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.20 % |
3.44 % |
149,778 |
18.20 |
21 |
-0.0187 % |
2,885.1 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.K |
Floater |
-4.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.40 % |
| RY.PR.J |
FixedReset Disc |
-4.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.65
Evaluated at bid price : 23.56
Bid-YTW : 3.66 % |
| TRP.PR.E |
FixedReset Disc |
-2.84 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.04 % |
| GWO.PR.N |
FixedReset Ins Non |
-2.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 15.18
Evaluated at bid price : 15.18
Bid-YTW : 3.36 % |
| TRP.PR.B |
FixedReset Disc |
-1.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 3.81 % |
| SLF.PR.D |
Insurance Straight |
-1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.22
Evaluated at bid price : 24.51
Bid-YTW : 4.54 % |
| BAM.PR.Z |
FixedReset Disc |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.29
Evaluated at bid price : 23.71
Bid-YTW : 4.05 % |
| BAM.PF.A |
FixedReset Disc |
-1.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.14
Evaluated at bid price : 24.10
Bid-YTW : 3.96 % |
| TRP.PR.F |
FloatingReset |
-1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 16.55
Evaluated at bid price : 16.55
Bid-YTW : 3.06 % |
| 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 : 26.51
Bid-YTW : 4.47 % |
| RY.PR.H |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.33 % |
| RY.PR.M |
FixedReset Disc |
-1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.68
Evaluated at bid price : 23.70
Bid-YTW : 3.48 % |
| BIP.PR.A |
FixedReset Disc |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.03
Evaluated at bid price : 22.50
Bid-YTW : 4.75 % |
| PWF.PR.R |
Perpetual-Premium |
-1.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-17
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : -38.58 % |
| MFC.PR.H |
FixedReset Ins Non |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.53
Evaluated at bid price : 24.95
Bid-YTW : 3.96 % |
| TD.PF.A |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.63
Evaluated at bid price : 23.41
Bid-YTW : 3.35 % |
| IFC.PR.G |
FixedReset Ins Non |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.66
Evaluated at bid price : 25.25
Bid-YTW : 3.36 % |
| IFC.PR.A |
FixedReset Ins Non |
1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 3.34 % |
| SLF.PR.H |
FixedReset Ins Non |
2.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 21.63
Evaluated at bid price : 22.00
Bid-YTW : 3.37 % |
| NA.PR.G |
FixedReset Prem |
2.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.79
Evaluated at bid price : 25.95
Bid-YTW : 3.49 % |
| TRP.PR.A |
FixedReset Disc |
6.72 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 18.26
Evaluated at bid price : 18.26
Bid-YTW : 3.95 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.S |
FixedReset Disc |
77,240 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 23.10
Evaluated at bid price : 24.25
Bid-YTW : 3.37 % |
| GWO.PR.R |
Insurance Straight |
63,636 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 24.71
Evaluated at bid price : 24.94
Bid-YTW : 4.82 % |
| SLF.PR.A |
Insurance Straight |
61,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-17
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : -3.12 % |
| TRP.PR.K |
FixedReset Prem |
44,690 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.38
Bid-YTW : 3.58 % |
| BMO.PR.F |
FixedReset Prem |
44,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.75
Bid-YTW : 2.73 % |
| BAM.PF.H |
FixedReset Prem |
44,085 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 27.00
Bid-YTW : 3.07 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.H |
Perpetual-Premium |
Quote: 25.86 – 28.23
Spot Rate : 2.3700
Average : 1.2817
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.75
Evaluated at bid price : 25.86
Bid-YTW : 4.12 % |
| RY.PR.J |
FixedReset Disc |
Quote: 23.56 – 24.50
Spot Rate : 0.9400
Average : 0.5359
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.65
Evaluated at bid price : 23.56
Bid-YTW : 3.66 % |
| BAM.PR.K |
Floater |
Quote: 12.57 – 13.75
Spot Rate : 1.1800
Average : 0.8717
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.40 % |
| BAM.PF.B |
FixedReset Disc |
Quote: 22.51 – 23.22
Spot Rate : 0.7100
Average : 0.4859
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.14
Evaluated at bid price : 22.51
Bid-YTW : 3.98 % |
| TRP.PR.E |
FixedReset Disc |
Quote: 20.50 – 21.10
Spot Rate : 0.6000
Average : 0.3786
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.04 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 23.20 – 23.99
Spot Rate : 0.7900
Average : 0.5732
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-17
Maturity Price : 22.48
Evaluated at bid price : 23.20
Bid-YTW : 3.42 % |
Posted in Market Action | No Comments »
June 28th, 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 |
-1.6048 % |
2,649.0 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.6048 % |
4,860.8 |
| Floater |
3.28 % |
3.27 % |
104,512 |
19.08 |
3 |
-1.6048 % |
2,801.3 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0193 % |
3,691.8 |
| SplitShare |
4.63 % |
3.92 % |
38,730 |
3.42 |
6 |
0.0193 % |
4,408.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0193 % |
3,439.9 |
| Perpetual-Premium |
5.12 % |
-1.63 % |
65,793 |
0.09 |
30 |
-0.0608 % |
3,306.1 |
| Perpetual-Discount |
4.65 % |
4.68 % |
50,455 |
16.07 |
4 |
0.0609 % |
3,919.2 |
| FixedReset Disc |
4.02 % |
3.57 % |
154,247 |
18.18 |
40 |
0.0725 % |
2,789.4 |
| Insurance Straight |
4.91 % |
-2.40 % |
88,923 |
0.09 |
22 |
-0.1143 % |
3,706.1 |
| FloatingReset |
2.76 % |
3.01 % |
46,194 |
19.70 |
2 |
0.8140 % |
2,593.7 |
| FixedReset Prem |
4.83 % |
3.19 % |
204,192 |
2.38 |
33 |
-0.1202 % |
2,751.9 |
| FixedReset Bank Non |
1.80 % |
2.04 % |
114,087 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.20 % |
3.44 % |
151,687 |
18.15 |
21 |
-0.1122 % |
2,885.6 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.A |
FixedReset Disc |
-8.55 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 17.11
Evaluated at bid price : 17.11
Bid-YTW : 4.23 % |
| BAM.PR.B |
Floater |
-2.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 3.27 % |
| SLF.PR.H |
FixedReset Ins Non |
-1.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 3.48 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 19.40
Evaluated at bid price : 19.40
Bid-YTW : 3.37 % |
| BAM.PR.K |
Floater |
-1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 3.27 % |
| TRP.PR.D |
FixedReset Disc |
-1.50 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 20.99
Evaluated at bid price : 20.99
Bid-YTW : 3.99 % |
| TRP.PR.G |
FixedReset Disc |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 22.68
Evaluated at bid price : 23.70
Bid-YTW : 3.83 % |
| TD.PF.B |
FixedReset Disc |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 22.62
Evaluated at bid price : 23.33
Bid-YTW : 3.39 % |
| BAM.PR.C |
Floater |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.04
Evaluated at bid price : 13.04
Bid-YTW : 3.28 % |
| IFC.PR.G |
FixedReset Ins Non |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.58
Evaluated at bid price : 25.00
Bid-YTW : 3.41 % |
| IFC.PR.C |
FixedReset Ins Non |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.06
Evaluated at bid price : 23.99
Bid-YTW : 3.56 % |
| PWF.PR.P |
FixedReset Disc |
1.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 16.18
Evaluated at bid price : 16.18
Bid-YTW : 3.62 % |
| MFC.PR.H |
FixedReset Ins Non |
1.90 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.22
Bid-YTW : 3.09 % |
| PWF.PR.T |
FixedReset Disc |
2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 22.78
Evaluated at bid price : 23.50
Bid-YTW : 3.53 % |
| BAM.PR.T |
FixedReset Disc |
8.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 19.86
Evaluated at bid price : 19.86
Bid-YTW : 3.97 % |
| BAM.PR.R |
FixedReset Disc |
12.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 19.70
Evaluated at bid price : 19.70
Bid-YTW : 3.97 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CM.PR.R |
FixedReset Prem |
127,840 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 3.32 % |
| NA.PR.G |
FixedReset Prem |
58,059 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 3.61 % |
| IFC.PR.G |
FixedReset Ins Non |
49,411 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.58
Evaluated at bid price : 25.00
Bid-YTW : 3.41 % |
| TD.PF.H |
FixedReset Prem |
48,154 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 1.69 % |
| BAM.PR.C |
Floater |
38,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.04
Evaluated at bid price : 13.04
Bid-YTW : 3.28 % |
| RY.PR.S |
FixedReset Prem |
31,176 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.47
Evaluated at bid price : 25.10
Bid-YTW : 3.29 % |
| 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.A |
FixedReset Disc |
Quote: 17.11 – 18.76
Spot Rate : 1.6500
Average : 0.9159
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 17.11
Evaluated at bid price : 17.11
Bid-YTW : 4.23 % |
| BAM.PR.B |
Floater |
Quote: 13.10 – 13.80
Spot Rate : 0.7000
Average : 0.4342
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 3.27 % |
| SLF.PR.H |
FixedReset Ins Non |
Quote: 21.50 – 22.52
Spot Rate : 1.0200
Average : 0.8127
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 3.48 % |
| NA.PR.G |
FixedReset Prem |
Quote: 25.31 – 26.22
Spot Rate : 0.9100
Average : 0.7248
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 3.61 % |
| BAM.PR.K |
Floater |
Quote: 13.10 – 13.75
Spot Rate : 0.6500
Average : 0.5337
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 3.27 % |
| TD.PF.B |
FixedReset Disc |
Quote: 23.33 – 23.74
Spot Rate : 0.4100
Average : 0.3055
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-16
Maturity Price : 22.62
Evaluated at bid price : 23.33
Bid-YTW : 3.39 % |
Posted in Market Action | No Comments »
June 28th, 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 |
-1.9907 % |
2,692.2 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.9907 % |
4,940.1 |
| Floater |
3.23 % |
3.22 % |
102,452 |
19.20 |
3 |
-1.9907 % |
2,847.0 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1094 % |
3,691.1 |
| SplitShare |
4.63 % |
4.01 % |
50,558 |
3.94 |
6 |
-0.1094 % |
4,408.0 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.1094 % |
3,439.3 |
| Perpetual-Premium |
5.11 % |
-4.50 % |
66,515 |
0.09 |
30 |
-0.0233 % |
3,308.1 |
| Perpetual-Discount |
4.65 % |
4.68 % |
52,520 |
16.07 |
4 |
-0.3739 % |
3,916.8 |
| FixedReset Disc |
4.03 % |
3.57 % |
154,883 |
18.18 |
40 |
-0.8015 % |
2,787.4 |
| Insurance Straight |
4.91 % |
-2.35 % |
85,769 |
0.09 |
22 |
0.0000 % |
3,710.3 |
| FloatingReset |
2.78 % |
3.03 % |
46,595 |
19.65 |
2 |
-0.1875 % |
2,572.8 |
| FixedReset Prem |
4.83 % |
2.97 % |
200,306 |
1.49 |
33 |
-0.0954 % |
2,755.2 |
| FixedReset Bank Non |
1.80 % |
2.03 % |
114,827 |
0.62 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.19 % |
3.46 % |
153,307 |
18.13 |
21 |
-0.4035 % |
2,888.9 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.R |
FixedReset Disc |
-11.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 4.47 % |
| BAM.PR.T |
FixedReset Disc |
-9.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 4.31 % |
| BAM.PR.C |
Floater |
-3.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 13.18
Evaluated at bid price : 13.18
Bid-YTW : 3.25 % |
| NA.PR.G |
FixedReset Prem |
-2.65 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 3.61 % |
| BAM.PR.X |
FixedReset Disc |
-2.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 3.87 % |
| PWF.PR.T |
FixedReset Disc |
-2.34 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.48
Evaluated at bid price : 23.00
Bid-YTW : 3.63 % |
| BIP.PR.A |
FixedReset Disc |
-2.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.19
Evaluated at bid price : 22.75
Bid-YTW : 4.69 % |
| MFC.PR.H |
FixedReset Ins Non |
-1.59 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 24.26
Evaluated at bid price : 24.75
Bid-YTW : 3.98 % |
| SLF.PR.H |
FixedReset Ins Non |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 21.54
Evaluated at bid price : 21.87
Bid-YTW : 3.39 % |
| BAM.PR.K |
Floater |
-1.48 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 3.22 % |
| BAM.PR.B |
Floater |
-1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 3.19 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.67
Evaluated at bid price : 23.51
Bid-YTW : 3.44 % |
| PWF.PR.F |
Perpetual-Premium |
-1.16 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-15
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : -10.59 % |
| MFC.PR.L |
FixedReset Ins Non |
-1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.44
Evaluated at bid price : 23.00
Bid-YTW : 3.33 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.65
Evaluated at bid price : 23.75
Bid-YTW : 3.58 % |
| TRP.PR.G |
FixedReset Disc |
4.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 22.84
Evaluated at bid price : 24.05
Bid-YTW : 3.76 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| MFC.PR.C |
Insurance Straight |
91,231 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 24.68
Evaluated at bid price : 24.95
Bid-YTW : 4.51 % |
| CM.PR.R |
FixedReset Prem |
90,248 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : 3.42 % |
| BAM.PR.R |
FixedReset Disc |
85,325 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 4.47 % |
| BAM.PR.K |
Floater |
72,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 3.22 % |
| BAM.PR.B |
Floater |
45,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 3.19 % |
| BAM.PF.I |
FixedReset Prem |
41,106 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : 1.76 % |
| There were 25 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: 17.52 – 19.90
Spot Rate : 2.3800
Average : 1.3987
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 4.47 % |
| BAM.PR.T |
FixedReset Disc |
Quote: 18.30 – 20.28
Spot Rate : 1.9800
Average : 1.1250
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 4.31 % |
| NA.PR.G |
FixedReset Prem |
Quote: 25.31 – 26.15
Spot Rate : 0.8400
Average : 0.5217
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 23.60
Evaluated at bid price : 25.31
Bid-YTW : 3.61 % |
| SLF.PR.H |
FixedReset Ins Non |
Quote: 21.87 – 22.75
Spot Rate : 0.8800
Average : 0.5854
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 21.54
Evaluated at bid price : 21.87
Bid-YTW : 3.39 % |
| TRP.PR.F |
FloatingReset |
Quote: 16.69 – 17.60
Spot Rate : 0.9100
Average : 0.6181
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 16.69
Evaluated at bid price : 16.69
Bid-YTW : 3.03 % |
| IAF.PR.I |
FixedReset Ins Non |
Quote: 25.20 – 26.00
Spot Rate : 0.8000
Average : 0.5459
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-15
Maturity Price : 23.71
Evaluated at bid price : 25.20
Bid-YTW : 3.55 % |
Posted in Market Action | No Comments »
June 28th, 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 |
-1.0698 % |
2,746.9 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.0698 % |
5,040.4 |
| Floater |
3.16 % |
3.15 % |
94,599 |
19.37 |
3 |
-1.0698 % |
2,904.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0193 % |
3,695.1 |
| SplitShare |
4.63 % |
3.94 % |
48,106 |
3.95 |
6 |
-0.0193 % |
4,412.8 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0193 % |
3,443.0 |
| Perpetual-Premium |
5.11 % |
-3.63 % |
66,227 |
0.09 |
30 |
-0.1164 % |
3,308.9 |
| Perpetual-Discount |
4.64 % |
4.56 % |
58,931 |
16.27 |
4 |
0.2330 % |
3,931.5 |
| FixedReset Disc |
3.99 % |
3.55 % |
151,652 |
18.18 |
40 |
-0.1735 % |
2,809.9 |
| Insurance Straight |
4.91 % |
-2.70 % |
88,864 |
0.09 |
22 |
-0.1320 % |
3,710.3 |
| FloatingReset |
2.77 % |
3.03 % |
46,161 |
19.66 |
2 |
-0.5284 % |
2,577.6 |
| FixedReset Prem |
4.82 % |
2.85 % |
202,940 |
2.27 |
33 |
-0.3344 % |
2,757.8 |
| FixedReset Bank Non |
1.80 % |
2.02 % |
115,934 |
0.63 |
1 |
-0.2393 % |
2,893.1 |
| FixedReset Ins Non |
4.18 % |
3.44 % |
154,113 |
18.15 |
21 |
0.0455 % |
2,900.6 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| PWF.PR.T |
FixedReset Disc |
-2.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.80
Evaluated at bid price : 23.55
Bid-YTW : 3.52 % |
| TD.PF.M |
FixedReset Prem |
-1.57 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.28
Bid-YTW : 3.59 % |
| GWO.PR.G |
Insurance Straight |
-1.56 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-14
Maturity Price : 25.00
Evaluated at bid price : 25.26
Bid-YTW : -9.92 % |
| BNS.PR.I |
FixedReset Prem |
-1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.53
Evaluated at bid price : 25.25
Bid-YTW : 3.33 % |
| TD.PF.J |
FixedReset Prem |
-1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.71
Evaluated at bid price : 25.27
Bid-YTW : 3.51 % |
| MFC.PR.I |
FixedReset Ins Non |
-1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 24.35
Evaluated at bid price : 24.70
Bid-YTW : 3.75 % |
| TD.PF.L |
FixedReset Prem |
-1.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.17
Bid-YTW : 3.73 % |
| MFC.PR.F |
FixedReset Ins Non |
-1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 17.17
Evaluated at bid price : 17.17
Bid-YTW : 3.26 % |
| BIP.PR.A |
FixedReset Disc |
-1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.48
Evaluated at bid price : 23.25
Bid-YTW : 4.58 % |
| TRP.PR.F |
FloatingReset |
-1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 16.70
Evaluated at bid price : 16.70
Bid-YTW : 3.03 % |
| BMO.PR.T |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.83
Evaluated at bid price : 23.75
Bid-YTW : 3.26 % |
| IFC.PR.A |
FixedReset Ins Non |
1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 3.31 % |
| MFC.PR.M |
FixedReset Ins Non |
1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.81
Evaluated at bid price : 23.80
Bid-YTW : 3.38 % |
| IAF.PR.I |
FixedReset Ins Non |
1.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.76
Evaluated at bid price : 25.35
Bid-YTW : 3.52 % |
| MFC.PR.N |
FixedReset Ins Non |
1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.61
Evaluated at bid price : 23.45
Bid-YTW : 3.37 % |
| IAF.PR.G |
FixedReset Ins Non |
1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 24.44
Evaluated at bid price : 24.82
Bid-YTW : 3.68 % |
| TRP.PR.C |
FixedReset Disc |
1.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 3.82 % |
| BAM.PF.E |
FixedReset Disc |
2.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 21.33
Evaluated at bid price : 21.33
Bid-YTW : 4.01 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| NA.PR.S |
FixedReset Disc |
63,700 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.10
Evaluated at bid price : 24.26
Bid-YTW : 3.37 % |
| BAM.PF.C |
Perpetual-Premium |
52,846 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 4.87 % |
| IFC.PR.G |
FixedReset Ins Non |
40,392 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.55
Evaluated at bid price : 24.93
Bid-YTW : 3.42 % |
| MFC.PR.Q |
FixedReset Ins Non |
37,340 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 23.51
Evaluated at bid price : 24.80
Bid-YTW : 3.44 % |
| NA.PR.W |
FixedReset Disc |
34,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.75
Evaluated at bid price : 23.70
Bid-YTW : 3.33 % |
| BMO.PR.D |
FixedReset Prem |
32,060 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-08-25
Maturity Price : 25.00
Evaluated at bid price : 25.61
Bid-YTW : 2.54 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| POW.PR.A |
Perpetual-Premium |
Quote: 26.00 – 27.00
Spot Rate : 1.0000
Average : 0.6326
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-14
Maturity Price : 25.00
Evaluated at bid price : 26.00
Bid-YTW : -28.78 % |
| EIT.PR.B |
SplitShare |
Quote: 26.05 – 27.05
Spot Rate : 1.0000
Average : 0.6830
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.61 % |
| TRP.PR.G |
FixedReset Disc |
Quote: 23.00 – 24.27
Spot Rate : 1.2700
Average : 1.0253
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-14
Maturity Price : 22.31
Evaluated at bid price : 23.00
Bid-YTW : 3.98 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 25.90 – 27.00
Spot Rate : 1.1000
Average : 0.8844
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.90
Bid-YTW : 4.58 % |
| GWO.PR.G |
Insurance Straight |
Quote: 25.26 – 25.80
Spot Rate : 0.5400
Average : 0.3258
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-14
Maturity Price : 25.00
Evaluated at bid price : 25.26
Bid-YTW : -9.92 % |
| GWO.PR.H |
Insurance Straight |
Quote: 25.01 – 25.60
Spot Rate : 0.5900
Average : 0.3879
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-14
Maturity Price : 25.00
Evaluated at bid price : 25.01
Bid-YTW : 1.78 % |
Posted in Market Action | No Comments »
June 28th, 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 |
0.4641 % |
2,776.6 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.4641 % |
5,094.9 |
| Floater |
3.13 % |
3.16 % |
93,164 |
19.24 |
3 |
0.4641 % |
2,936.2 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0322 % |
3,695.9 |
| SplitShare |
4.63 % |
3.93 % |
49,760 |
3.95 |
6 |
-0.0322 % |
4,413.6 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0322 % |
3,443.7 |
| Perpetual-Premium |
5.11 % |
-7.53 % |
66,993 |
0.09 |
30 |
-0.0297 % |
3,312.7 |
| Perpetual-Discount |
4.65 % |
4.68 % |
50,326 |
16.07 |
4 |
0.0811 % |
3,922.4 |
| FixedReset Disc |
3.99 % |
3.51 % |
148,745 |
18.19 |
40 |
0.4518 % |
2,814.8 |
| Insurance Straight |
4.90 % |
-3.96 % |
88,023 |
0.09 |
22 |
0.0018 % |
3,715.2 |
| FloatingReset |
2.76 % |
3.00 % |
47,714 |
19.74 |
2 |
-0.4025 % |
2,591.3 |
| FixedReset Prem |
4.80 % |
2.88 % |
205,537 |
1.49 |
33 |
0.2105 % |
2,767.1 |
| FixedReset Bank Non |
1.80 % |
0.85 % |
116,413 |
0.20 |
1 |
0.2399 % |
2,900.1 |
| FixedReset Ins Non |
4.18 % |
3.43 % |
159,417 |
18.14 |
21 |
-0.0269 % |
2,899.3 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| TRP.PR.G |
FixedReset Disc |
-4.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.31
Evaluated at bid price : 23.00
Bid-YTW : 3.97 % |
| MFC.PR.M |
FixedReset Ins Non |
-1.75 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.68
Evaluated at bid price : 23.53
Bid-YTW : 3.43 % |
| MFC.PR.N |
FixedReset Ins Non |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.43
Evaluated at bid price : 23.12
Bid-YTW : 3.43 % |
| IFC.PR.I |
Perpetual-Premium |
-1.45 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-03-31
Maturity Price : 26.00
Evaluated at bid price : 27.10
Bid-YTW : 4.30 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 15.57
Evaluated at bid price : 15.57
Bid-YTW : 3.46 % |
| BMO.PR.S |
FixedReset Disc |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 23.00
Evaluated at bid price : 24.04
Bid-YTW : 3.31 % |
| BAM.PF.J |
FixedReset Prem |
1.08 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.13
Bid-YTW : 2.40 % |
| BAM.PF.B |
FixedReset Disc |
1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.57
Evaluated at bid price : 23.18
Bid-YTW : 3.91 % |
| BMO.PR.T |
FixedReset Disc |
1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.30 % |
| BAM.PF.G |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.58
Evaluated at bid price : 23.45
Bid-YTW : 3.80 % |
| IFC.PR.C |
FixedReset Ins Non |
1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 23.44
Evaluated at bid price : 24.34
Bid-YTW : 3.56 % |
| BAM.PR.R |
FixedReset Disc |
1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 19.92
Evaluated at bid price : 19.92
Bid-YTW : 3.98 % |
| NA.PR.G |
FixedReset Prem |
1.39 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.26
Bid-YTW : 2.96 % |
| RY.PR.Z |
FixedReset Disc |
1.40 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.92
Evaluated at bid price : 23.88
Bid-YTW : 3.21 % |
| BAM.PR.C |
Floater |
1.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 13.68
Evaluated at bid price : 13.68
Bid-YTW : 3.17 % |
| MFC.PR.F |
FixedReset Ins Non |
1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 17.36
Evaluated at bid price : 17.36
Bid-YTW : 3.22 % |
| BNS.PR.I |
FixedReset Prem |
1.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 23.65
Evaluated at bid price : 25.64
Bid-YTW : 3.25 % |
| RY.PR.H |
FixedReset Disc |
1.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 23.01
Evaluated at bid price : 24.14
Bid-YTW : 3.20 % |
| BMO.PR.W |
FixedReset Disc |
2.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.85
Evaluated at bid price : 23.87
Bid-YTW : 3.26 % |
| PWF.PR.P |
FixedReset Disc |
4.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 16.15
Evaluated at bid price : 16.15
Bid-YTW : 3.63 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.A |
FixedReset Disc |
65,606 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 18.72
Evaluated at bid price : 18.72
Bid-YTW : 3.85 % |
| GWO.PR.L |
Insurance Straight |
56,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-11
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : -29.19 % |
| NA.PR.G |
FixedReset Prem |
43,055 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-11-15
Maturity Price : 25.00
Evaluated at bid price : 26.26
Bid-YTW : 2.96 % |
| BMO.PR.T |
FixedReset Disc |
37,959 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.70
Evaluated at bid price : 23.50
Bid-YTW : 3.30 % |
| BMO.PR.S |
FixedReset Disc |
35,338 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 23.00
Evaluated at bid price : 24.04
Bid-YTW : 3.31 % |
| RY.PR.R |
FixedReset Prem |
31,610 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.28
Bid-YTW : 1.30 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| CU.PR.D |
Perpetual-Premium |
Quote: 25.25 – 26.25
Spot Rate : 1.0000
Average : 0.5644
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 1.04 % |
| TRP.PR.G |
FixedReset Disc |
Quote: 23.00 – 24.19
Spot Rate : 1.1900
Average : 0.7571
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.31
Evaluated at bid price : 23.00
Bid-YTW : 3.97 % |
| MFC.PR.N |
FixedReset Ins Non |
Quote: 23.12 – 24.00
Spot Rate : 0.8800
Average : 0.5764
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.43
Evaluated at bid price : 23.12
Bid-YTW : 3.43 % |
| TRP.PR.D |
FixedReset Disc |
Quote: 21.45 – 22.50
Spot Rate : 1.0500
Average : 0.7594
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 3.89 % |
| IFC.PR.I |
Perpetual-Premium |
Quote: 27.10 – 27.82
Spot Rate : 0.7200
Average : 0.5630
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-03-31
Maturity Price : 26.00
Evaluated at bid price : 27.10
Bid-YTW : 4.30 % |
| MFC.PR.M |
FixedReset Ins Non |
Quote: 23.53 – 24.00
Spot Rate : 0.4700
Average : 0.3287
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-11
Maturity Price : 22.68
Evaluated at bid price : 23.53
Bid-YTW : 3.43 % |
Posted in Market Action | No Comments »
June 28th, 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 |
1.4874 % |
2,763.8 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.4874 % |
5,071.4 |
| Floater |
3.14 % |
3.16 % |
96,618 |
19.25 |
3 |
1.4874 % |
2,922.7 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0579 % |
3,697.0 |
| SplitShare |
4.62 % |
3.79 % |
39,034 |
3.44 |
6 |
0.0579 % |
4,415.1 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0579 % |
3,444.8 |
| Perpetual-Premium |
5.11 % |
-7.24 % |
66,174 |
0.09 |
30 |
-0.0646 % |
3,313.7 |
| Perpetual-Discount |
4.65 % |
4.65 % |
52,086 |
16.11 |
4 |
-0.0304 % |
3,919.2 |
| FixedReset Disc |
4.00 % |
3.59 % |
147,467 |
18.07 |
40 |
-0.5795 % |
2,802.2 |
| Insurance Straight |
4.90 % |
-3.22 % |
85,878 |
0.09 |
22 |
-0.1407 % |
3,715.2 |
| FloatingReset |
2.76 % |
2.99 % |
47,591 |
19.77 |
2 |
-1.3138 % |
2,601.8 |
| FixedReset Prem |
4.81 % |
2.98 % |
207,723 |
2.40 |
33 |
-0.2393 % |
2,761.2 |
| FixedReset Bank Non |
1.80 % |
2.00 % |
117,097 |
0.21 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.18 % |
3.49 % |
165,487 |
18.04 |
21 |
-0.5312 % |
2,900.0 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| PWF.PR.P |
FixedReset Disc |
-3.73 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 3.84 % |
| BAM.PR.C |
Floater |
-2.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 13.49
Evaluated at bid price : 13.49
Bid-YTW : 3.21 % |
| TRP.PR.B |
FixedReset Disc |
-2.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 13.62
Evaluated at bid price : 13.62
Bid-YTW : 3.79 % |
| BAM.PF.E |
FixedReset Disc |
-2.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.18 % |
| IFC.PR.A |
FixedReset Ins Non |
-1.89 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 19.76
Evaluated at bid price : 19.76
Bid-YTW : 3.42 % |
| TRP.PR.F |
FloatingReset |
-1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 17.00
Evaluated at bid price : 17.00
Bid-YTW : 2.99 % |
| RY.PR.H |
FixedReset Disc |
-1.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 22.79
Evaluated at bid price : 23.68
Bid-YTW : 3.34 % |
| IAF.PR.G |
FixedReset Ins Non |
-1.53 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.92
Evaluated at bid price : 24.39
Bid-YTW : 3.79 % |
| IFC.PR.C |
FixedReset Ins Non |
-1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.10
Evaluated at bid price : 24.02
Bid-YTW : 3.66 % |
| BMO.PR.W |
FixedReset Disc |
-1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 22.62
Evaluated at bid price : 23.40
Bid-YTW : 3.39 % |
| TRP.PR.C |
FixedReset Disc |
-1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 14.84
Evaluated at bid price : 14.84
Bid-YTW : 3.92 % |
| SLF.PR.G |
FixedReset Ins Non |
-1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 15.75
Evaluated at bid price : 15.75
Bid-YTW : 3.48 % |
| BNS.PR.I |
FixedReset Prem |
-1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.53
Evaluated at bid price : 25.25
Bid-YTW : 3.37 % |
| BMO.PR.T |
FixedReset Disc |
-1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 22.53
Evaluated at bid price : 23.20
Bid-YTW : 3.40 % |
| BAM.PR.B |
Floater |
-1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 13.75
Evaluated at bid price : 13.75
Bid-YTW : 3.15 % |
| TD.PF.E |
FixedReset Disc |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 22.97
Evaluated at bid price : 24.36
Bid-YTW : 3.66 % |
| TRP.PR.D |
FixedReset Disc |
-1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 3.95 % |
| BAM.PR.K |
Floater |
8.99 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 13.70
Evaluated at bid price : 13.70
Bid-YTW : 3.16 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| CU.PR.C |
FixedReset Disc |
40,555 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 21.61
Evaluated at bid price : 22.00
Bid-YTW : 3.71 % |
| BAM.PF.C |
Perpetual-Premium |
40,270 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 24.77
Evaluated at bid price : 25.06
Bid-YTW : 4.91 % |
| BAM.PF.F |
FixedReset Disc |
37,773 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.02
Evaluated at bid price : 24.20
Bid-YTW : 3.88 % |
| BAM.PR.X |
FixedReset Disc |
30,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 17.41
Evaluated at bid price : 17.41
Bid-YTW : 3.90 % |
| BAM.PR.Z |
FixedReset Disc |
27,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.83
Evaluated at bid price : 24.21
Bid-YTW : 4.08 % |
| TRP.PR.K |
FixedReset Prem |
26,480 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : 2.96 % |
| There were 27 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: 15.50 – 16.40
Spot Rate : 0.9000
Average : 0.6961
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 3.84 % |
| BAM.PF.E |
FixedReset Disc |
Quote: 21.00 – 21.75
Spot Rate : 0.7500
Average : 0.5631
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.18 % |
| BNS.PR.I |
FixedReset Prem |
Quote: 25.25 – 25.80
Spot Rate : 0.5500
Average : 0.3897
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.53
Evaluated at bid price : 25.25
Bid-YTW : 3.37 % |
| CU.PR.C |
FixedReset Disc |
Quote: 22.00 – 22.47
Spot Rate : 0.4700
Average : 0.3242
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 21.61
Evaluated at bid price : 22.00
Bid-YTW : 3.71 % |
| BAM.PR.C |
Floater |
Quote: 13.49 – 14.00
Spot Rate : 0.5100
Average : 0.3853
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 13.49
Evaluated at bid price : 13.49
Bid-YTW : 3.21 % |
| NA.PR.G |
FixedReset Prem |
Quote: 25.90 – 26.20
Spot Rate : 0.3000
Average : 0.1865
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-10
Maturity Price : 23.77
Evaluated at bid price : 25.90
Bid-YTW : 3.54 % |
Posted in Market Action | No Comments »
June 28th, 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 |
0.0496 % |
2,723.3 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0496 % |
4,997.0 |
| Floater |
3.19 % |
3.12 % |
96,816 |
19.34 |
3 |
0.0496 % |
2,879.8 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1224 % |
3,694.9 |
| SplitShare |
4.63 % |
3.59 % |
39,021 |
2.59 |
6 |
0.1224 % |
4,412.5 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1224 % |
3,442.8 |
| Perpetual-Premium |
5.10 % |
-7.42 % |
68,522 |
0.09 |
30 |
-0.0103 % |
3,315.9 |
| Perpetual-Discount |
4.65 % |
4.65 % |
51,896 |
16.12 |
4 |
0.0304 % |
3,920.4 |
| FixedReset Disc |
3.98 % |
3.56 % |
145,769 |
18.18 |
40 |
-0.3070 % |
2,818.5 |
| Insurance Straight |
4.89 % |
-3.93 % |
86,368 |
0.09 |
22 |
0.0303 % |
3,720.4 |
| FloatingReset |
2.73 % |
2.94 % |
48,118 |
19.90 |
2 |
1.3313 % |
2,636.4 |
| FixedReset Prem |
4.80 % |
2.85 % |
209,408 |
1.49 |
33 |
-0.1289 % |
2,767.9 |
| FixedReset Bank Non |
1.80 % |
1.97 % |
118,732 |
0.21 |
1 |
0.0000 % |
2,893.1 |
| FixedReset Ins Non |
4.15 % |
3.47 % |
167,531 |
18.06 |
21 |
-0.2976 % |
2,915.5 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.R |
FixedReset Disc |
-2.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 19.73
Evaluated at bid price : 19.73
Bid-YTW : 4.08 % |
| MFC.PR.F |
FixedReset Ins Non |
-1.60 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 17.20
Evaluated at bid price : 17.20
Bid-YTW : 3.32 % |
| TRP.PR.E |
FixedReset Disc |
-1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 3.91 % |
| SLF.PR.I |
FixedReset Ins Non |
-1.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 24.24
Evaluated at bid price : 24.80
Bid-YTW : 3.60 % |
| BAM.PF.E |
FixedReset Disc |
-1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 21.26
Evaluated at bid price : 21.53
Bid-YTW : 4.05 % |
| MFC.PR.N |
FixedReset Ins Non |
-1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 22.60
Evaluated at bid price : 23.44
Bid-YTW : 3.42 % |
| PWF.PR.P |
FixedReset Disc |
1.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 16.10
Evaluated at bid price : 16.10
Bid-YTW : 3.70 % |
| TRP.PR.F |
FloatingReset |
1.71 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 17.29
Evaluated at bid price : 17.29
Bid-YTW : 2.94 % |
| SLF.PR.G |
FixedReset Ins Non |
2.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 15.96
Evaluated at bid price : 15.96
Bid-YTW : 3.44 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| BAM.PF.D |
Perpetual-Premium |
83,525 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 24.79
Evaluated at bid price : 25.11
Bid-YTW : 4.95 % |
| PWF.PR.P |
FixedReset Disc |
60,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 16.10
Evaluated at bid price : 16.10
Bid-YTW : 3.70 % |
| BAM.PF.C |
Perpetual-Premium |
53,500 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 24.85
Evaluated at bid price : 25.22
Bid-YTW : 4.87 % |
| TRP.PR.D |
FixedReset Disc |
39,605 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 21.36
Evaluated at bid price : 21.67
Bid-YTW : 3.88 % |
| TRP.PR.K |
FixedReset Prem |
38,174 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.73
Bid-YTW : 2.04 % |
| RY.PR.Z |
FixedReset Disc |
37,700 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 22.87
Evaluated at bid price : 23.78
Bid-YTW : 3.27 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. |
| Wide Spread Highlights |
| Issue |
Index |
Quote Data and Yield Notes |
| BAM.PR.K |
Floater |
Quote: 12.57 – 14.25
Spot Rate : 1.6800
Average : 1.4113
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.45 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.10 – 27.30
Spot Rate : 1.2000
Average : 0.9537
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 4.38 % |
| TRP.PR.D |
FixedReset Disc |
Quote: 21.67 – 22.50
Spot Rate : 0.8300
Average : 0.5950
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 21.36
Evaluated at bid price : 21.67
Bid-YTW : 3.88 % |
| EIT.PR.B |
SplitShare |
Quote: 26.05 – 27.05
Spot Rate : 1.0000
Average : 0.7952
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.59 % |
| BAM.PR.X |
FixedReset Disc |
Quote: 17.41 – 18.00
Spot Rate : 0.5900
Average : 0.3884
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-09
Maturity Price : 17.41
Evaluated at bid price : 17.41
Bid-YTW : 3.90 % |
| BAM.PF.J |
FixedReset Prem |
Quote: 25.85 – 26.26
Spot Rate : 0.4100
Average : 0.2507
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 3.12 % |
Posted in Market Action | No Comments »
June 28th, 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 |
-0.2967 % |
2,721.9 |
| FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.2967 % |
4,994.6 |
| Floater |
3.19 % |
3.13 % |
94,783 |
19.34 |
3 |
-0.2967 % |
2,878.4 |
| OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0258 % |
3,690.4 |
| SplitShare |
4.63 % |
3.68 % |
38,761 |
3.45 |
6 |
0.0258 % |
4,407.1 |
| Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0258 % |
3,438.6 |
| Perpetual-Premium |
5.10 % |
-8.96 % |
68,038 |
0.09 |
30 |
-0.1535 % |
3,316.2 |
| Perpetual-Discount |
4.65 % |
4.67 % |
50,414 |
16.10 |
4 |
0.0304 % |
3,919.2 |
| FixedReset Disc |
3.97 % |
3.57 % |
142,500 |
18.19 |
40 |
-0.0253 % |
2,827.2 |
| Insurance Straight |
4.89 % |
-3.50 % |
89,686 |
0.09 |
22 |
-0.1264 % |
3,719.3 |
| FloatingReset |
2.76 % |
2.99 % |
49,941 |
19.77 |
2 |
0.6231 % |
2,601.8 |
| FixedReset Prem |
4.80 % |
2.68 % |
209,928 |
1.49 |
33 |
-0.0503 % |
2,771.4 |
| FixedReset Bank Non |
1.80 % |
1.95 % |
117,148 |
0.21 |
1 |
-0.0400 % |
2,893.1 |
| FixedReset Ins Non |
4.14 % |
3.38 % |
169,462 |
18.07 |
21 |
0.4184 % |
2,924.2 |
| Performance Highlights |
| Issue |
Index |
Change |
Notes |
| BAM.PR.K |
Floater |
-6.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.45 % |
| RY.PR.S |
FixedReset Prem |
-1.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 23.47
Evaluated at bid price : 25.10
Bid-YTW : 3.33 % |
| CU.PR.I |
FixedReset Prem |
-1.35 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.29
Bid-YTW : 3.29 % |
| CU.PR.E |
Perpetual-Premium |
-1.30 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 3.59 % |
| BAM.PF.G |
FixedReset Disc |
-1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.40
Evaluated at bid price : 23.11
Bid-YTW : 3.92 % |
| SLF.PR.A |
Insurance Straight |
-1.22 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-08
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : -5.93 % |
| BIP.PR.B |
FixedReset Prem |
-1.13 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.28 % |
| BAM.PF.B |
FixedReset Disc |
-1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.37
Evaluated at bid price : 22.86
Bid-YTW : 4.02 % |
| BMO.PR.S |
FixedReset Disc |
-1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.89
Evaluated at bid price : 23.81
Bid-YTW : 3.40 % |
| BIP.PR.A |
FixedReset Disc |
-1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.61
Evaluated at bid price : 23.50
Bid-YTW : 4.56 % |
| CU.PR.C |
FixedReset Disc |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 21.67
Evaluated at bid price : 22.08
Bid-YTW : 3.69 % |
| CM.PR.P |
FixedReset Disc |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.82
Evaluated at bid price : 23.85
Bid-YTW : 3.37 % |
| MFC.PR.M |
FixedReset Ins Non |
1.12 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 23.05
Evaluated at bid price : 24.33
Bid-YTW : 3.32 % |
| BNS.PR.I |
FixedReset Prem |
1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 23.63
Evaluated at bid price : 25.57
Bid-YTW : 3.31 % |
| SLF.PR.J |
FloatingReset |
1.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 15.30
Evaluated at bid price : 15.30
Bid-YTW : 2.49 % |
| SLF.PR.I |
FixedReset Ins Non |
1.33 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.13
Bid-YTW : 2.47 % |
| SLF.PR.H |
FixedReset Ins Non |
1.60 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 21.78
Evaluated at bid price : 22.22
Bid-YTW : 3.38 % |
| BIP.PR.E |
FixedReset Disc |
1.78 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : 4.58 % |
| BAM.PR.B |
Floater |
2.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 3.11 % |
| PWF.PR.P |
FixedReset Disc |
2.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 15.85
Evaluated at bid price : 15.85
Bid-YTW : 3.76 % |
| BAM.PR.C |
Floater |
3.44 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 13.85
Evaluated at bid price : 13.85
Bid-YTW : 3.13 % |
| SLF.PR.G |
FixedReset Ins Non |
3.60 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 15.53
Evaluated at bid price : 15.53
Bid-YTW : 3.53 % |
| TRP.PR.E |
FixedReset Disc |
4.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 21.40
Evaluated at bid price : 21.73
Bid-YTW : 3.83 % |
| Volume Highlights |
| Issue |
Index |
Shares
Traded |
Notes |
| TRP.PR.K |
FixedReset Prem |
219,374 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : 2.16 % |
| SLF.PR.G |
FixedReset Ins Non |
205,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 15.53
Evaluated at bid price : 15.53
Bid-YTW : 3.53 % |
| MFC.PR.K |
FixedReset Ins Non |
84,977 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.98
Evaluated at bid price : 23.77
Bid-YTW : 3.34 % |
| BAM.PR.K |
Floater |
78,200 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.45 % |
| TRP.PR.A |
FixedReset Disc |
74,890 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 18.77
Evaluated at bid price : 18.77
Bid-YTW : 3.89 % |
| BAM.PF.B |
FixedReset Disc |
68,247 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 22.37
Evaluated at bid price : 22.86
Bid-YTW : 4.02 % |
| There were 25 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: 26.05 – 27.05
Spot Rate : 1.0000
Average : 0.5706
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 3.59 % |
| BIP.PR.B |
FixedReset Prem |
Quote: 26.20 – 27.30
Spot Rate : 1.1000
Average : 0.6837
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.28 % |
| BAM.PR.K |
Floater |
Quote: 12.57 – 13.95
Spot Rate : 1.3800
Average : 1.1168
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.45 % |
| IFC.PR.I |
Perpetual-Premium |
Quote: 27.50 – 28.38
Spot Rate : 0.8800
Average : 0.6314
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-03-31
Maturity Price : 26.00
Evaluated at bid price : 27.50
Bid-YTW : 3.86 % |
| TD.PF.D |
FixedReset Disc |
Quote: 24.45 – 24.94
Spot Rate : 0.4900
Average : 0.3545
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 23.03
Evaluated at bid price : 24.45
Bid-YTW : 3.57 % |
| BAM.PF.D |
Perpetual-Premium |
Quote: 25.18 – 25.65
Spot Rate : 0.4700
Average : 0.3700
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-06-08
Maturity Price : 24.86
Evaluated at bid price : 25.18
Bid-YTW : 4.94 % |
Posted in Market Action | No Comments »
