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 |
-1.0291 % |
2,597.0 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.0291 % |
4,765.4 |
Floater |
3.34 % |
3.34 % |
86,345 |
18.85 |
3 |
-1.0291 % |
2,746.3 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0441 % |
3,702.2 |
SplitShare |
4.68 % |
3.44 % |
36,377 |
2.64 |
7 |
0.0441 % |
4,421.2 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0441 % |
3,449.6 |
Perpetual-Premium |
5.23 % |
-9.21 % |
65,513 |
0.09 |
24 |
0.0747 % |
3,283.0 |
Perpetual-Discount |
4.80 % |
4.84 % |
102,973 |
15.64 |
10 |
-0.0162 % |
3,844.9 |
FixedReset Disc |
4.20 % |
3.66 % |
198,047 |
17.88 |
46 |
0.0792 % |
2,756.9 |
Insurance Straight |
4.91 % |
3.84 % |
86,376 |
0.11 |
22 |
0.0645 % |
3,703.6 |
FloatingReset |
2.82 % |
3.07 % |
58,747 |
19.51 |
2 |
-0.1284 % |
2,506.7 |
FixedReset Prem |
4.88 % |
3.27 % |
199,131 |
1.23 |
29 |
0.1317 % |
2,745.3 |
FixedReset Bank Non |
1.81 % |
1.89 % |
123,023 |
0.26 |
1 |
0.0000 % |
2,890.8 |
FixedReset Ins Non |
4.23 % |
3.60 % |
158,154 |
17.81 |
21 |
0.1763 % |
2,864.5 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
BAM.PR.K |
Floater |
-2.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.44 % |
TRP.PR.E |
FixedReset Disc |
-1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 4.23 % |
MFC.PR.F |
FixedReset Ins Non |
-1.19 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 16.61
Evaluated at bid price : 16.61
Bid-YTW : 3.54 % |
GWO.PR.T |
Insurance Straight |
1.03 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-06-30
Maturity Price : 26.00
Evaluated at bid price : 26.50
Bid-YTW : 3.84 % |
BMO.PR.T |
FixedReset Disc |
1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 22.58
Evaluated at bid price : 23.30
Bid-YTW : 3.44 % |
IAF.PR.G |
FixedReset Ins Non |
2.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 24.31
Evaluated at bid price : 24.70
Bid-YTW : 3.86 % |
IFC.PR.I |
Perpetual-Premium |
2.08 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2028-03-31
Maturity Price : 25.25
Evaluated at bid price : 27.00
Bid-YTW : 4.33 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
BAM.PR.K |
Floater |
353,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 12.57
Evaluated at bid price : 12.57
Bid-YTW : 3.44 % |
MFC.PR.O |
FixedReset Ins Non |
89,195 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-19
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 3.62 % |
PWF.PR.S |
Perpetual-Discount |
71,053 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 24.72
Evaluated at bid price : 25.03
Bid-YTW : 4.82 % |
MFC.PR.G |
FixedReset Ins Non |
60,686 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 24.32
Evaluated at bid price : 24.85
Bid-YTW : 3.83 % |
GWO.PR.T |
Insurance Straight |
55,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-06-30
Maturity Price : 26.00
Evaluated at bid price : 26.50
Bid-YTW : 3.84 % |
BAM.PR.R |
FixedReset Disc |
53,364 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 4.30 % |
There were 36 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
BAM.PR.C |
Floater |
Quote: 12.95 – 13.99
Spot Rate : 1.0400
Average : 0.5766
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 12.95
Evaluated at bid price : 12.95
Bid-YTW : 3.34 % |
TRP.PR.F |
FloatingReset |
Quote: 16.52 – 17.50
Spot Rate : 0.9800
Average : 0.6674
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 16.52
Evaluated at bid price : 16.52
Bid-YTW : 3.07 % |
MFC.PR.K |
FixedReset Ins Non |
Quote: 22.96 – 23.60
Spot Rate : 0.6400
Average : 0.4416
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 22.50
Evaluated at bid price : 22.96
Bid-YTW : 3.55 % |
IAF.PR.I |
FixedReset Ins Non |
Quote: 24.71 – 25.26
Spot Rate : 0.5500
Average : 0.4084
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 23.51
Evaluated at bid price : 24.71
Bid-YTW : 3.82 % |
TD.PF.J |
FixedReset Disc |
Quote: 25.08 – 25.50
Spot Rate : 0.4200
Average : 0.2823
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-21
Maturity Price : 23.63
Evaluated at bid price : 25.08
Bid-YTW : 3.65 % |
PWF.PR.F |
Perpetual-Premium |
Quote: 25.55 – 25.90
Spot Rate : 0.3500
Average : 0.2264
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-20
Maturity Price : 25.00
Evaluated at bid price : 25.55
Bid-YTW : -16.85 % |
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 |
1.1449 % |
2,624.0 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.1449 % |
4,814.9 |
Floater |
3.31 % |
3.33 % |
79,781 |
18.87 |
3 |
1.1449 % |
2,774.9 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3034 % |
3,700.6 |
SplitShare |
4.68 % |
3.49 % |
37,857 |
2.64 |
7 |
-0.3034 % |
4,419.3 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.3034 % |
3,448.1 |
Perpetual-Premium |
5.24 % |
-7.60 % |
64,830 |
0.09 |
24 |
0.0065 % |
3,280.6 |
Perpetual-Discount |
4.80 % |
4.84 % |
103,845 |
15.67 |
10 |
0.0689 % |
3,845.5 |
FixedReset Disc |
4.20 % |
3.66 % |
195,995 |
17.87 |
46 |
0.2830 % |
2,754.7 |
Insurance Straight |
4.92 % |
4.28 % |
86,082 |
3.67 |
22 |
-0.0054 % |
3,701.2 |
FloatingReset |
2.82 % |
3.06 % |
59,015 |
19.53 |
2 |
0.9721 % |
2,509.9 |
FixedReset Prem |
4.88 % |
3.38 % |
199,552 |
1.23 |
29 |
0.0081 % |
2,741.7 |
FixedReset Bank Non |
1.81 % |
1.87 % |
123,793 |
0.26 |
1 |
0.1202 % |
2,890.8 |
FixedReset Ins Non |
4.24 % |
3.58 % |
146,588 |
17.83 |
21 |
-0.0944 % |
2,859.5 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
IAF.PR.I |
FixedReset Ins Non |
-1.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 23.44
Evaluated at bid price : 24.54
Bid-YTW : 3.85 % |
IAF.PR.G |
FixedReset Ins Non |
-1.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 23.71
Evaluated at bid price : 24.20
Bid-YTW : 3.93 % |
IFC.PR.I |
Perpetual-Premium |
-1.12 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.45
Bid-YTW : 4.66 % |
BAM.PR.R |
FixedReset Disc |
1.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 4.30 % |
RY.PR.M |
FixedReset Disc |
1.06 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 22.74
Evaluated at bid price : 23.85
Bid-YTW : 3.53 % |
IFC.PR.A |
FixedReset Ins Non |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 3.58 % |
TRP.PR.F |
FloatingReset |
1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 16.56
Evaluated at bid price : 16.56
Bid-YTW : 3.06 % |
TRP.PR.C |
FixedReset Disc |
1.25 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 14.53
Evaluated at bid price : 14.53
Bid-YTW : 4.08 % |
PVS.PR.F |
SplitShare |
1.28 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-09-30
Maturity Price : 25.50
Evaluated at bid price : 25.90
Bid-YTW : 3.36 % |
SLF.PR.G |
FixedReset Ins Non |
1.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 3.72 % |
BAM.PR.B |
Floater |
2.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 3.31 % |
PWF.PR.P |
FixedReset Disc |
2.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 15.53
Evaluated at bid price : 15.53
Bid-YTW : 3.91 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
TD.PF.D |
FixedReset Disc |
170,826 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 22.82
Evaluated at bid price : 23.96
Bid-YTW : 3.71 % |
PWF.PR.R |
Perpetual-Premium |
61,400 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.82
Bid-YTW : -28.00 % |
CM.PR.Q |
FixedReset Disc |
52,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 22.91
Evaluated at bid price : 24.16
Bid-YTW : 3.66 % |
GWO.PR.P |
Insurance Straight |
46,674 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.70
Bid-YTW : -18.24 % |
PVS.PR.H |
SplitShare |
46,500 |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 25.89
Bid-YTW : 3.98 % |
RY.PR.S |
FixedReset Disc |
43,335 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 23.42
Evaluated at bid price : 25.00
Bid-YTW : 3.40 % |
There were 24 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
TRP.PR.D |
FixedReset Disc |
Quote: 20.50 – 22.00
Spot Rate : 1.5000
Average : 1.2857
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.19 % |
IFC.PR.I |
Perpetual-Premium |
Quote: 26.45 – 27.25
Spot Rate : 0.8000
Average : 0.6152
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.45
Bid-YTW : 4.66 % |
MFC.PR.M |
FixedReset Ins Non |
Quote: 23.45 – 24.00
Spot Rate : 0.5500
Average : 0.3806
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 22.63
Evaluated at bid price : 23.45
Bid-YTW : 3.54 % |
TRP.PR.E |
FixedReset Disc |
Quote: 20.45 – 21.25
Spot Rate : 0.8000
Average : 0.6345
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 4.16 % |
IAF.PR.G |
FixedReset Ins Non |
Quote: 24.20 – 24.70
Spot Rate : 0.5000
Average : 0.3529
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-20
Maturity Price : 23.71
Evaluated at bid price : 24.20
Bid-YTW : 3.93 % |
CU.PR.E |
Perpetual-Premium |
Quote: 25.02 – 25.33
Spot Rate : 0.3100
Average : 0.1948
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.00
Evaluated at bid price : 25.02
Bid-YTW : 4.07 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2086 % |
2,594.3 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.2086 % |
4,760.4 |
Floater |
3.35 % |
3.38 % |
75,013 |
18.75 |
3 |
0.2086 % |
2,743.5 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0289 % |
3,711.8 |
SplitShare |
4.76 % |
4.01 % |
35,036 |
3.97 |
8 |
-0.0289 % |
4,432.7 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0289 % |
3,458.6 |
Perpetual-Premium |
5.24 % |
-7.33 % |
64,428 |
0.09 |
24 |
-0.0032 % |
3,280.4 |
Perpetual-Discount |
4.80 % |
4.85 % |
98,603 |
15.68 |
10 |
-0.1215 % |
3,842.9 |
FixedReset Disc |
4.21 % |
3.66 % |
194,234 |
17.85 |
46 |
-0.3111 % |
2,746.9 |
Insurance Straight |
4.92 % |
4.29 % |
81,194 |
0.60 |
22 |
0.0950 % |
3,701.4 |
FloatingReset |
2.84 % |
3.10 % |
59,591 |
19.44 |
2 |
-0.6759 % |
2,485.8 |
FixedReset Prem |
4.88 % |
3.45 % |
206,064 |
1.23 |
29 |
-0.1691 % |
2,741.4 |
FixedReset Bank Non |
1.81 % |
2.19 % |
125,549 |
0.70 |
1 |
0.0000 % |
2,887.3 |
FixedReset Ins Non |
4.23 % |
3.61 % |
148,539 |
17.84 |
21 |
-0.1466 % |
2,862.2 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
BIP.PR.B |
FixedReset Prem |
-2.60 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.20
Bid-YTW : 4.55 % |
PWF.PR.P |
FixedReset Disc |
-2.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 15.11
Evaluated at bid price : 15.11
Bid-YTW : 4.01 % |
TRP.PR.E |
FixedReset Disc |
-1.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 4.20 % |
TRP.PR.F |
FloatingReset |
-1.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 16.36
Evaluated at bid price : 16.36
Bid-YTW : 3.10 % |
RY.PR.J |
FixedReset Disc |
-1.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 22.94
Evaluated at bid price : 24.20
Bid-YTW : 3.62 % |
BIK.PR.A |
FixedReset Prem |
-1.33 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 4.75 % |
RY.PR.M |
FixedReset Disc |
-1.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 22.62
Evaluated at bid price : 23.60
Bid-YTW : 3.58 % |
TRP.PR.G |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 22.19
Evaluated at bid price : 22.80
Bid-YTW : 4.10 % |
CU.PR.I |
FixedReset Prem |
-1.25 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.07
Bid-YTW : 3.45 % |
BAM.PR.C |
Floater |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 12.88
Evaluated at bid price : 12.88
Bid-YTW : 3.36 % |
CM.PR.Y |
FixedReset Prem |
1.49 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 3.28 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
MFC.PR.H |
FixedReset Ins Non |
163,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 25.12
Bid-YTW : 3.29 % |
TRP.PR.D |
FixedReset Disc |
100,990 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.19 % |
TRP.PR.K |
FixedReset Prem |
60,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 2.82 % |
MFC.PR.I |
FixedReset Ins Non |
52,725 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 23.78
Evaluated at bid price : 24.97
Bid-YTW : 3.75 % |
CM.PR.T |
FixedReset Prem |
48,400 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.04
Bid-YTW : 3.83 % |
SLF.PR.I |
FixedReset Ins Non |
42,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 24.07
Evaluated at bid price : 24.65
Bid-YTW : 3.73 % |
There were 26 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
TRP.PR.D |
FixedReset Disc |
Quote: 20.50 – 22.00
Spot Rate : 1.5000
Average : 1.0507
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 4.19 % |
TD.PF.I |
FixedReset Prem |
Quote: 25.26 – 25.83
Spot Rate : 0.5700
Average : 0.3284
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 23.84
Evaluated at bid price : 25.26
Bid-YTW : 3.89 % |
EIT.PR.B |
SplitShare |
Quote: 26.10 – 27.10
Spot Rate : 1.0000
Average : 0.7829
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 26.10
Bid-YTW : 3.81 % |
PWF.PR.P |
FixedReset Disc |
Quote: 15.11 – 15.94
Spot Rate : 0.8300
Average : 0.6539
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 15.11
Evaluated at bid price : 15.11
Bid-YTW : 4.01 % |
BIK.PR.A |
FixedReset Prem |
Quote: 25.95 – 26.46
Spot Rate : 0.5100
Average : 0.3577
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.95
Bid-YTW : 4.75 % |
TRP.PR.F |
FloatingReset |
Quote: 16.36 – 16.97
Spot Rate : 0.6100
Average : 0.4615
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-19
Maturity Price : 16.36
Evaluated at bid price : 16.36
Bid-YTW : 3.10 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.5770 % |
2,588.9 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.5770 % |
4,750.5 |
Floater |
3.35 % |
3.39 % |
74,104 |
18.73 |
3 |
0.5770 % |
2,737.8 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1302 % |
3,712.9 |
SplitShare |
4.75 % |
4.01 % |
36,472 |
3.97 |
8 |
0.1302 % |
4,434.0 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.1302 % |
3,459.6 |
Perpetual-Premium |
5.24 % |
-7.48 % |
67,062 |
0.09 |
24 |
0.0065 % |
3,280.5 |
Perpetual-Discount |
4.80 % |
4.85 % |
98,355 |
15.69 |
10 |
0.0365 % |
3,847.6 |
FixedReset Disc |
4.20 % |
3.66 % |
194,719 |
17.86 |
46 |
0.2876 % |
2,755.5 |
Insurance Straight |
4.92 % |
4.41 % |
84,014 |
3.67 |
22 |
-0.0018 % |
3,697.9 |
FloatingReset |
2.82 % |
3.04 % |
61,887 |
19.58 |
2 |
0.1289 % |
2,502.7 |
FixedReset Prem |
4.87 % |
3.38 % |
205,163 |
1.23 |
29 |
0.1357 % |
2,746.1 |
FixedReset Bank Non |
1.81 % |
2.18 % |
126,809 |
0.70 |
1 |
0.0401 % |
2,887.3 |
FixedReset Ins Non |
4.23 % |
3.59 % |
149,970 |
17.87 |
21 |
0.1594 % |
2,866.4 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
IFC.PR.A |
FixedReset Ins Non |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 3.60 % |
CM.PR.Y |
FixedReset Prem |
-1.10 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.11
Bid-YTW : 3.78 % |
TRP.PR.E |
FixedReset Disc |
1.08 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 4.12 % |
BAM.PF.E |
FixedReset Disc |
1.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 4.31 % |
TRP.PR.G |
FixedReset Disc |
1.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 22.35
Evaluated at bid price : 23.09
Bid-YTW : 4.04 % |
BAM.PR.B |
Floater |
2.14 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 12.87
Evaluated at bid price : 12.87
Bid-YTW : 3.36 % |
BIP.PR.B |
FixedReset Prem |
2.63 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.90
Bid-YTW : 3.89 % |
PWF.PR.P |
FixedReset Disc |
2.65 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 15.50
Evaluated at bid price : 15.50
Bid-YTW : 3.91 % |
SLF.PR.G |
FixedReset Ins Non |
4.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 15.11
Evaluated at bid price : 15.11
Bid-YTW : 3.75 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
RY.PR.Q |
FixedReset Disc |
150,604 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-23
Maturity Price : 25.00
Evaluated at bid price : 24.99
Bid-YTW : 5.04 % |
CM.PR.R |
FixedReset Prem |
107,064 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 3.57 % |
TD.PF.M |
FixedReset Prem |
64,875 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.38
Bid-YTW : 3.37 % |
RY.PR.M |
FixedReset Disc |
50,000 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 22.77
Evaluated at bid price : 23.91
Bid-YTW : 3.52 % |
MFC.PR.I |
FixedReset Ins Non |
44,800 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 23.78
Evaluated at bid price : 24.97
Bid-YTW : 3.75 % |
SLF.PR.C |
Insurance Straight |
42,910 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 24.56
Evaluated at bid price : 24.81
Bid-YTW : 4.53 % |
There were 17 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
BIP.PR.D |
FixedReset Prem |
Quote: 25.42 – 25.95
Spot Rate : 0.5300
Average : 0.3615
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.42
Bid-YTW : 3.83 % |
CM.PR.Y |
FixedReset Prem |
Quote: 26.11 – 26.50
Spot Rate : 0.3900
Average : 0.2485
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.11
Bid-YTW : 3.78 % |
GWO.PR.Q |
Insurance Straight |
Quote: 25.51 – 26.00
Spot Rate : 0.4900
Average : 0.3489
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-17
Maturity Price : 25.25
Evaluated at bid price : 25.51
Bid-YTW : 0.88 % |
BAM.PR.X |
FixedReset Disc |
Quote: 16.63 – 17.08
Spot Rate : 0.4500
Average : 0.3349
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-18
Maturity Price : 16.63
Evaluated at bid price : 16.63
Bid-YTW : 4.17 % |
GWO.PR.S |
Insurance Straight |
Quote: 26.00 – 26.25
Spot Rate : 0.2500
Average : 0.1611
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-30
Maturity Price : 25.50
Evaluated at bid price : 26.00
Bid-YTW : -5.48 % |
PWF.PR.Z |
Perpetual-Premium |
Quote: 26.10 – 26.34
Spot Rate : 0.2400
Average : 0.1631
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-07-31
Maturity Price : 25.25
Evaluated at bid price : 26.10
Bid-YTW : 4.31 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.4214 % |
2,574.1 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.4214 % |
4,723.3 |
Floater |
3.37 % |
3.41 % |
73,818 |
18.69 |
3 |
0.4214 % |
2,722.0 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0651 % |
3,708.1 |
SplitShare |
4.76 % |
4.00 % |
35,383 |
3.46 |
8 |
0.0651 % |
4,428.2 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0651 % |
3,455.1 |
Perpetual-Premium |
5.24 % |
-11.05 % |
68,125 |
0.09 |
24 |
0.0439 % |
3,280.3 |
Perpetual-Discount |
4.80 % |
4.86 % |
99,180 |
15.66 |
10 |
0.0608 % |
3,846.2 |
FixedReset Disc |
4.25 % |
3.67 % |
203,416 |
17.80 |
47 |
0.3036 % |
2,747.6 |
Insurance Straight |
4.92 % |
4.24 % |
81,928 |
0.12 |
22 |
0.1238 % |
3,697.9 |
FloatingReset |
2.83 % |
3.03 % |
63,866 |
19.60 |
2 |
0.9106 % |
2,499.5 |
FixedReset Prem |
4.88 % |
3.38 % |
208,913 |
1.24 |
29 |
0.0430 % |
2,742.4 |
FixedReset Bank Non |
1.81 % |
2.23 % |
128,074 |
0.70 |
1 |
-0.2000 % |
2,886.2 |
FixedReset Ins Non |
4.23 % |
3.57 % |
151,452 |
17.84 |
21 |
-0.1362 % |
2,861.8 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
SLF.PR.G |
FixedReset Ins Non |
-4.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 14.44
Evaluated at bid price : 14.44
Bid-YTW : 3.92 % |
BAM.PR.B |
Floater |
-1.56 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 12.60
Evaluated at bid price : 12.60
Bid-YTW : 3.43 % |
BAM.PF.E |
FixedReset Disc |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 4.38 % |
MFC.PR.Q |
FixedReset Ins Non |
1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 23.41
Evaluated at bid price : 24.61
Bid-YTW : 3.57 % |
TRP.PR.D |
FixedReset Disc |
1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 4.17 % |
TRP.PR.C |
FixedReset Disc |
1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 14.45
Evaluated at bid price : 14.45
Bid-YTW : 4.10 % |
IFC.PR.A |
FixedReset Ins Non |
1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 19.44
Evaluated at bid price : 19.44
Bid-YTW : 3.55 % |
MFC.PR.B |
Insurance Straight |
1.57 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-16
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 1.98 % |
IAF.PR.G |
FixedReset Ins Non |
1.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 24.14
Evaluated at bid price : 24.56
Bid-YTW : 3.87 % |
RY.PR.M |
FixedReset Disc |
1.74 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.77
Evaluated at bid price : 23.91
Bid-YTW : 3.52 % |
MFC.PR.N |
FixedReset Ins Non |
1.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.46
Evaluated at bid price : 23.19
Bid-YTW : 3.52 % |
BAM.PR.K |
Floater |
2.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 12.84
Evaluated at bid price : 12.84
Bid-YTW : 3.37 % |
PWF.PR.T |
FixedReset Disc |
2.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.66
Evaluated at bid price : 23.31
Bid-YTW : 3.66 % |
MFC.PR.F |
FixedReset Ins Non |
2.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 17.03
Evaluated at bid price : 17.03
Bid-YTW : 3.45 % |
MFC.PR.L |
FixedReset Ins Non |
2.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.25
Evaluated at bid price : 22.71
Bid-YTW : 3.48 % |
TRP.PR.F |
FloatingReset |
2.39 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 16.69
Evaluated at bid price : 16.69
Bid-YTW : 3.03 % |
BAM.PF.G |
FixedReset Disc |
3.90 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 21.55
Evaluated at bid price : 21.82
Bid-YTW : 4.23 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
BAM.PF.I |
FixedReset Prem |
115,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.21 % |
TRP.PR.D |
FixedReset Disc |
94,300 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 4.17 % |
SLF.PR.G |
FixedReset Ins Non |
79,800 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 14.44
Evaluated at bid price : 14.44
Bid-YTW : 3.92 % |
TD.PF.B |
FixedReset Disc |
56,700 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.62
Evaluated at bid price : 23.35
Bid-YTW : 3.48 % |
MFC.PR.Q |
FixedReset Ins Non |
50,645 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 23.41
Evaluated at bid price : 24.61
Bid-YTW : 3.57 % |
BMO.PR.F |
FixedReset Prem |
40,700 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-05-25
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 3.19 % |
There were 13 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
TRP.PR.D |
FixedReset Disc |
Quote: 20.59 – 22.00
Spot Rate : 1.4100
Average : 0.8081
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 20.59
Evaluated at bid price : 20.59
Bid-YTW : 4.17 % |
SLF.PR.G |
FixedReset Ins Non |
Quote: 14.44 – 15.44
Spot Rate : 1.0000
Average : 0.6225
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 14.44
Evaluated at bid price : 14.44
Bid-YTW : 3.92 % |
TRP.PR.E |
FixedReset Disc |
Quote: 20.43 – 21.25
Spot Rate : 0.8200
Average : 0.5287
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 4.16 % |
BAM.PR.M |
Perpetual-Discount |
Quote: 24.65 – 25.20
Spot Rate : 0.5500
Average : 0.3738
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 24.34
Evaluated at bid price : 24.65
Bid-YTW : 4.87 % |
BAM.PF.F |
FixedReset Disc |
Quote: 22.71 – 23.15
Spot Rate : 0.4400
Average : 0.2883
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.22
Evaluated at bid price : 22.71
Bid-YTW : 4.25 % |
MFC.PR.K |
FixedReset Ins Non |
Quote: 23.00 – 23.51
Spot Rate : 0.5100
Average : 0.3675
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-17
Maturity Price : 22.53
Evaluated at bid price : 23.00
Bid-YTW : 3.54 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.0378 % |
2,563.3 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
1.0378 % |
4,703.5 |
Floater |
3.39 % |
3.43 % |
74,333 |
18.64 |
3 |
1.0378 % |
2,710.6 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0627 % |
3,705.7 |
SplitShare |
4.76 % |
4.02 % |
36,624 |
3.47 |
8 |
-0.0627 % |
4,425.4 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0627 % |
3,452.8 |
Perpetual-Premium |
5.24 % |
-7.81 % |
69,987 |
0.09 |
24 |
0.1302 % |
3,278.8 |
Perpetual-Discount |
4.80 % |
4.86 % |
100,191 |
15.69 |
10 |
-0.0243 % |
3,843.8 |
FixedReset Disc |
4.26 % |
3.69 % |
204,777 |
17.80 |
47 |
0.0294 % |
2,739.3 |
Insurance Straight |
4.93 % |
4.54 % |
85,305 |
3.69 |
22 |
-0.0018 % |
3,693.3 |
FloatingReset |
2.85 % |
3.11 % |
64,467 |
19.43 |
2 |
-0.8384 % |
2,476.9 |
FixedReset Prem |
4.88 % |
3.40 % |
214,505 |
1.24 |
29 |
-0.1329 % |
2,741.2 |
FixedReset Bank Non |
1.80 % |
1.62 % |
129,209 |
0.28 |
1 |
-0.0400 % |
2,892.0 |
FixedReset Ins Non |
4.23 % |
3.67 % |
156,894 |
17.64 |
21 |
-0.3090 % |
2,865.7 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
BAM.PF.G |
FixedReset Disc |
-2.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.42 % |
GWO.PR.N |
FixedReset Ins Non |
-2.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 15.26
Evaluated at bid price : 15.26
Bid-YTW : 3.52 % |
IAF.PR.G |
FixedReset Ins Non |
-2.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 23.69
Evaluated at bid price : 24.17
Bid-YTW : 3.93 % |
TRP.PR.C |
FixedReset Disc |
-1.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 14.26
Evaluated at bid price : 14.26
Bid-YTW : 4.16 % |
MFC.PR.F |
FixedReset Ins Non |
-1.29 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 16.79
Evaluated at bid price : 16.79
Bid-YTW : 3.54 % |
SLF.PR.J |
FloatingReset |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 14.45
Evaluated at bid price : 14.45
Bid-YTW : 2.61 % |
SLF.PR.I |
FixedReset Ins Non |
-1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 23.95
Evaluated at bid price : 24.55
Bid-YTW : 3.74 % |
MFC.PR.C |
Insurance Straight |
1.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 24.68
Evaluated at bid price : 25.00
Bid-YTW : 4.55 % |
BNS.PR.I |
FixedReset Disc |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 23.47
Evaluated at bid price : 25.12
Bid-YTW : 3.44 % |
PWF.PR.Z |
Perpetual-Premium |
1.39 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.27
Bid-YTW : 4.13 % |
TD.PF.A |
FixedReset Disc |
2.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 22.63
Evaluated at bid price : 23.43
Bid-YTW : 3.44 % |
BAM.PR.B |
Floater |
2.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 12.80
Evaluated at bid price : 12.80
Bid-YTW : 3.38 % |
TRP.PR.A |
FixedReset Disc |
4.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 4.19 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
RY.PR.Z |
FixedReset Disc |
55,116 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 22.55
Evaluated at bid price : 23.20
Bid-YTW : 3.44 % |
NA.PR.C |
FixedReset Prem |
30,118 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-11-15
Maturity Price : 25.00
Evaluated at bid price : 25.32
Bid-YTW : 3.58 % |
CU.PR.C |
FixedReset Disc |
21,748 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 21.62
Evaluated at bid price : 22.01
Bid-YTW : 3.77 % |
CM.PR.Y |
FixedReset Prem |
18,535 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 3.46 % |
TRP.PR.J |
FixedReset Prem |
18,077 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-30
Maturity Price : 25.00
Evaluated at bid price : 24.98
Bid-YTW : 4.52 % |
NA.PR.E |
FixedReset Disc |
17,529 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 23.36
Evaluated at bid price : 24.45
Bid-YTW : 3.64 % |
There were 17 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
BAM.PF.G |
FixedReset Disc |
Quote: 21.00 – 22.01
Spot Rate : 1.0100
Average : 0.7041
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 4.42 % |
IAF.PR.G |
FixedReset Ins Non |
Quote: 24.17 – 24.79
Spot Rate : 0.6200
Average : 0.3873
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 23.69
Evaluated at bid price : 24.17
Bid-YTW : 3.93 % |
SLF.PR.J |
FloatingReset |
Quote: 14.45 – 15.20
Spot Rate : 0.7500
Average : 0.5582
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 14.45
Evaluated at bid price : 14.45
Bid-YTW : 2.61 % |
PWF.PR.P |
FixedReset Disc |
Quote: 15.10 – 15.94
Spot Rate : 0.8400
Average : 0.6779
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 4.01 % |
MFC.PR.N |
FixedReset Ins Non |
Quote: 23.01 – 23.60
Spot Rate : 0.5900
Average : 0.4418
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 22.36
Evaluated at bid price : 23.01
Bid-YTW : 3.60 % |
TRP.PR.F |
FloatingReset |
Quote: 16.30 – 17.00
Spot Rate : 0.7000
Average : 0.5660
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-14
Maturity Price : 16.30
Evaluated at bid price : 16.30
Bid-YTW : 3.11 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.6158 % |
2,536.9 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.6158 % |
4,655.2 |
Floater |
3.42 % |
3.44 % |
74,237 |
18.61 |
3 |
0.6158 % |
2,682.8 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0820 % |
3,708.0 |
SplitShare |
4.76 % |
3.94 % |
36,371 |
3.47 |
8 |
0.0820 % |
4,428.1 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0820 % |
3,455.0 |
Perpetual-Premium |
5.25 % |
-8.90 % |
70,316 |
0.09 |
24 |
-0.2030 % |
3,274.6 |
Perpetual-Discount |
4.80 % |
4.86 % |
100,246 |
15.69 |
10 |
-0.0527 % |
3,844.8 |
FixedReset Disc |
4.26 % |
3.63 % |
204,366 |
17.92 |
47 |
-0.1033 % |
2,738.5 |
Insurance Straight |
4.93 % |
4.54 % |
86,416 |
3.68 |
22 |
0.0287 % |
3,693.4 |
FloatingReset |
2.85 % |
3.10 % |
66,940 |
19.44 |
2 |
1.0427 % |
2,497.8 |
FixedReset Prem |
4.88 % |
3.36 % |
215,000 |
1.25 |
29 |
0.1156 % |
2,744.8 |
FixedReset Bank Non |
1.80 % |
1.46 % |
131,118 |
0.28 |
1 |
0.2405 % |
2,893.1 |
FixedReset Ins Non |
4.21 % |
3.57 % |
162,881 |
17.77 |
21 |
0.1275 % |
2,874.6 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
TRP.PR.A |
FixedReset Disc |
-3.30 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 4.30 % |
SLF.PR.H |
FixedReset Ins Non |
-2.76 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 3.65 % |
PWF.PR.P |
FixedReset Disc |
-2.58 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 15.10
Evaluated at bid price : 15.10
Bid-YTW : 3.94 % |
IFC.PR.I |
Perpetual-Premium |
-1.85 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.50
Bid-YTW : 4.61 % |
RY.PR.M |
FixedReset Disc |
-1.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.57
Evaluated at bid price : 23.50
Bid-YTW : 3.54 % |
TD.PF.A |
FixedReset Disc |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.37
Evaluated at bid price : 22.97
Bid-YTW : 3.47 % |
TD.PF.E |
FixedReset Disc |
-1.28 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.81
Evaluated at bid price : 24.00
Bid-YTW : 3.72 % |
BNS.PR.I |
FixedReset Disc |
-1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 23.37
Evaluated at bid price : 24.83
Bid-YTW : 3.44 % |
POW.PR.C |
Perpetual-Premium |
-1.01 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-12
Maturity Price : 25.00
Evaluated at bid price : 25.54
Bid-YTW : -14.32 % |
MFC.PR.J |
FixedReset Ins Non |
1.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 23.51
Evaluated at bid price : 24.70
Bid-YTW : 3.61 % |
PWF.PR.T |
FixedReset Disc |
1.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.36
Evaluated at bid price : 22.83
Bid-YTW : 3.70 % |
GWO.PR.N |
FixedReset Ins Non |
1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 15.62
Evaluated at bid price : 15.62
Bid-YTW : 3.36 % |
BAM.PR.B |
Floater |
2.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 12.45
Evaluated at bid price : 12.45
Bid-YTW : 3.47 % |
IFC.PR.A |
FixedReset Ins Non |
2.60 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 19.32
Evaluated at bid price : 19.32
Bid-YTW : 3.50 % |
TRP.PR.F |
FloatingReset |
2.63 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 16.41
Evaluated at bid price : 16.41
Bid-YTW : 3.10 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
PWF.PR.S |
Perpetual-Discount |
280,051 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 24.62
Evaluated at bid price : 24.91
Bid-YTW : 4.84 % |
TD.PF.D |
FixedReset Disc |
188,089 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.84
Evaluated at bid price : 24.00
Bid-YTW : 3.65 % |
CM.PR.T |
FixedReset Prem |
56,279 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.09
Bid-YTW : 3.73 % |
BAM.PF.G |
FixedReset Disc |
49,661 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 21.52
Evaluated at bid price : 21.52
Bid-YTW : 4.26 % |
SLF.PR.A |
Insurance Straight |
48,782 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-12
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : -0.45 % |
CM.PR.S |
FixedReset Disc |
41,812 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 23.46
Evaluated at bid price : 24.50
Bid-YTW : 3.45 % |
There were 29 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
SLF.PR.H |
FixedReset Ins Non |
Quote: 21.10 – 22.00
Spot Rate : 0.9000
Average : 0.5470
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 3.65 % |
TRP.PR.A |
FixedReset Disc |
Quote: 17.31 – 18.08
Spot Rate : 0.7700
Average : 0.4933
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 4.30 % |
TD.PF.E |
FixedReset Disc |
Quote: 24.00 – 24.70
Spot Rate : 0.7000
Average : 0.4406
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.81
Evaluated at bid price : 24.00
Bid-YTW : 3.72 % |
RY.PR.M |
FixedReset Disc |
Quote: 23.50 – 24.00
Spot Rate : 0.5000
Average : 0.3173
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.57
Evaluated at bid price : 23.50
Bid-YTW : 3.54 % |
PWF.PR.T |
FixedReset Disc |
Quote: 22.83 – 23.99
Spot Rate : 1.1600
Average : 1.0040
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.36
Evaluated at bid price : 22.83
Bid-YTW : 3.70 % |
TD.PF.A |
FixedReset Disc |
Quote: 22.97 – 23.53
Spot Rate : 0.5600
Average : 0.4077
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-13
Maturity Price : 22.37
Evaluated at bid price : 22.97
Bid-YTW : 3.47 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.4572 % |
2,521.4 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.4572 % |
4,626.7 |
Floater |
3.44 % |
3.44 % |
74,546 |
18.62 |
3 |
0.4572 % |
2,666.4 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0434 % |
3,705.0 |
SplitShare |
4.76 % |
3.95 % |
37,864 |
3.48 |
8 |
-0.0434 % |
4,424.5 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-0.0434 % |
3,452.2 |
Perpetual-Premium |
5.24 % |
-10.03 % |
68,682 |
0.09 |
24 |
0.1920 % |
3,281.2 |
Perpetual-Discount |
4.80 % |
4.85 % |
101,241 |
15.67 |
10 |
0.1949 % |
3,846.8 |
FixedReset Disc |
4.25 % |
3.61 % |
204,524 |
18.00 |
47 |
-0.0692 % |
2,741.3 |
Insurance Straight |
4.93 % |
4.53 % |
89,765 |
3.69 |
22 |
-0.0610 % |
3,692.4 |
FloatingReset |
2.88 % |
3.18 % |
67,499 |
19.24 |
2 |
0.2286 % |
2,472.1 |
FixedReset Prem |
4.88 % |
3.45 % |
216,303 |
1.25 |
29 |
-0.1959 % |
2,741.7 |
FixedReset Bank Non |
1.81 % |
2.15 % |
132,654 |
0.72 |
1 |
0.1204 % |
2,886.2 |
FixedReset Ins Non |
4.22 % |
3.59 % |
164,201 |
17.77 |
21 |
-0.4081 % |
2,870.9 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
SLF.PR.G |
FixedReset Ins Non |
-2.66 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 3.70 % |
BIP.PR.B |
FixedReset Prem |
-2.02 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.18
Bid-YTW : 4.54 % |
BAM.PF.G |
FixedReset Disc |
-1.96 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 4.23 % |
GWO.PR.N |
FixedReset Ins Non |
-1.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 3.41 % |
MFC.PR.F |
FixedReset Ins Non |
-1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 17.17
Evaluated at bid price : 17.17
Bid-YTW : 3.37 % |
BAM.PR.B |
Floater |
-1.62 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 12.15
Evaluated at bid price : 12.15
Bid-YTW : 3.56 % |
MFC.PR.J |
FixedReset Ins Non |
-1.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 23.40
Evaluated at bid price : 24.45
Bid-YTW : 3.66 % |
PWF.PR.T |
FixedReset Disc |
-1.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.18
Evaluated at bid price : 22.55
Bid-YTW : 3.75 % |
CU.PR.I |
FixedReset Prem |
-1.28 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 26.25
Bid-YTW : 3.27 % |
BAM.PF.B |
FixedReset Disc |
-1.09 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 21.44
Evaluated at bid price : 21.79
Bid-YTW : 4.23 % |
TRP.PR.C |
FixedReset Disc |
1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 14.41
Evaluated at bid price : 14.41
Bid-YTW : 4.03 % |
TRP.PR.A |
FixedReset Disc |
1.70 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 17.90
Evaluated at bid price : 17.90
Bid-YTW : 4.15 % |
CIU.PR.A |
Perpetual-Discount |
1.88 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 24.19
Evaluated at bid price : 24.45
Bid-YTW : 4.70 % |
BAM.PR.K |
Floater |
2.45 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 12.55
Evaluated at bid price : 12.55
Bid-YTW : 3.44 % |
IFC.PR.I |
Perpetual-Premium |
3.65 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-03-31
Maturity Price : 26.00
Evaluated at bid price : 27.00
Bid-YTW : 4.31 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
RY.PR.Z |
FixedReset Disc |
92,275 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.56
Evaluated at bid price : 23.21
Bid-YTW : 3.38 % |
TD.PF.L |
FixedReset Prem |
57,850 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.22
Bid-YTW : 3.53 % |
TD.PF.C |
FixedReset Disc |
43,251 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.65
Evaluated at bid price : 23.52
Bid-YTW : 3.43 % |
MFC.PR.Q |
FixedReset Ins Non |
42,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 23.42
Evaluated at bid price : 24.65
Bid-YTW : 3.57 % |
NA.PR.W |
FixedReset Disc |
42,111 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.50
Evaluated at bid price : 23.25
Bid-YTW : 3.45 % |
BAM.PR.M |
Perpetual-Discount |
41,743 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 24.29
Evaluated at bid price : 24.60
Bid-YTW : 4.87 % |
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.T |
FixedReset Disc |
Quote: 22.55 – 23.99
Spot Rate : 1.4400
Average : 0.8329
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.18
Evaluated at bid price : 22.55
Bid-YTW : 3.75 % |
CU.PR.C |
FixedReset Disc |
Quote: 22.02 – 22.78
Spot Rate : 0.7600
Average : 0.5749
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 21.62
Evaluated at bid price : 22.02
Bid-YTW : 3.70 % |
BIP.PR.B |
FixedReset Prem |
Quote: 26.18 – 27.00
Spot Rate : 0.8200
Average : 0.6708
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.18
Bid-YTW : 4.54 % |
BAM.PR.Z |
FixedReset Disc |
Quote: 23.14 – 23.56
Spot Rate : 0.4200
Average : 0.2719
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 22.75
Evaluated at bid price : 23.14
Bid-YTW : 4.26 % |
IFC.PR.C |
FixedReset Ins Non |
Quote: 24.00 – 24.47
Spot Rate : 0.4700
Average : 0.3268
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 23.15
Evaluated at bid price : 24.00
Bid-YTW : 3.66 % |
SLF.PR.G |
FixedReset Ins Non |
Quote: 15.00 – 15.50
Spot Rate : 0.5000
Average : 0.3669
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 3.70 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.1959 % |
2,509.9 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.1959 % |
4,605.6 |
Floater |
3.46 % |
3.50 % |
77,085 |
18.49 |
3 |
-1.1959 % |
2,654.2 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0434 % |
3,706.6 |
SplitShare |
4.76 % |
3.90 % |
37,689 |
3.48 |
8 |
0.0434 % |
4,426.4 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0434 % |
3,453.7 |
Perpetual-Premium |
5.25 % |
-13.67 % |
68,828 |
0.09 |
24 |
-0.1170 % |
3,274.9 |
Perpetual-Discount |
4.81 % |
4.85 % |
102,325 |
15.70 |
10 |
-0.2147 % |
3,839.3 |
FixedReset Disc |
4.25 % |
3.62 % |
196,859 |
18.00 |
47 |
-0.1429 % |
2,743.2 |
Insurance Straight |
4.93 % |
4.55 % |
90,865 |
3.70 |
22 |
-0.0287 % |
3,694.6 |
FloatingReset |
2.88 % |
3.18 % |
70,117 |
19.24 |
2 |
-1.3531 % |
2,466.4 |
FixedReset Prem |
4.87 % |
3.41 % |
219,754 |
1.25 |
29 |
-0.0831 % |
2,747.1 |
FixedReset Bank Non |
1.81 % |
2.31 % |
134,238 |
0.72 |
1 |
-0.1603 % |
2,882.7 |
FixedReset Ins Non |
4.20 % |
3.57 % |
158,746 |
17.79 |
21 |
-0.2202 % |
2,882.7 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
BAM.PR.K |
Floater |
-3.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 12.25
Evaluated at bid price : 12.25
Bid-YTW : 3.53 % |
CIU.PR.A |
Perpetual-Discount |
-2.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 4.78 % |
CU.PR.C |
FixedReset Disc |
-2.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 21.62
Evaluated at bid price : 22.01
Bid-YTW : 3.70 % |
IFC.PR.I |
Perpetual-Premium |
-2.43 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.05
Bid-YTW : 4.88 % |
TRP.PR.C |
FixedReset Disc |
-2.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 14.23
Evaluated at bid price : 14.23
Bid-YTW : 4.08 % |
BIP.PR.B |
FixedReset Prem |
-2.02 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.72
Bid-YTW : 4.03 % |
TRP.PR.B |
FixedReset Disc |
-1.92 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 13.28
Evaluated at bid price : 13.28
Bid-YTW : 3.93 % |
TRP.PR.F |
FloatingReset |
-1.78 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 15.99
Evaluated at bid price : 15.99
Bid-YTW : 3.18 % |
IFC.PR.A |
FixedReset Ins Non |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 18.92
Evaluated at bid price : 18.92
Bid-YTW : 3.57 % |
BMO.PR.T |
FixedReset Disc |
-1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 22.41
Evaluated at bid price : 23.00
Bid-YTW : 3.43 % |
SLF.PR.G |
FixedReset Ins Non |
-1.15 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 15.41
Evaluated at bid price : 15.41
Bid-YTW : 3.60 % |
PWF.PR.T |
FixedReset Disc |
2.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 22.38
Evaluated at bid price : 22.85
Bid-YTW : 3.69 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
BNS.PR.H |
FixedReset Prem |
225,230 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.62
Bid-YTW : 1.60 % |
NA.PR.S |
FixedReset Disc |
127,400 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 22.72
Evaluated at bid price : 23.50
Bid-YTW : 3.56 % |
POW.PR.D |
Perpetual-Premium |
75,000 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-10
Maturity Price : 25.00
Evaluated at bid price : 25.51
Bid-YTW : -14.72 % |
CM.PR.T |
FixedReset Prem |
70,200 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.08
Bid-YTW : 3.74 % |
TD.PF.L |
FixedReset Prem |
47,407 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-04-30
Maturity Price : 25.00
Evaluated at bid price : 26.33
Bid-YTW : 3.38 % |
CM.PR.S |
FixedReset Disc |
42,160 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 24.14
Evaluated at bid price : 24.45
Bid-YTW : 3.51 % |
There were 24 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
MFC.PR.F |
FixedReset Ins Non |
Quote: 17.48 – 23.00
Spot Rate : 5.5200
Average : 2.9485
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 17.48
Evaluated at bid price : 17.48
Bid-YTW : 3.31 % |
PWF.PR.E |
Perpetual-Premium |
Quote: 25.60 – 26.30
Spot Rate : 0.7000
Average : 0.3972
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-10
Maturity Price : 25.00
Evaluated at bid price : 25.60
Bid-YTW : -20.28 % |
CIU.PR.A |
Perpetual-Discount |
Quote: 24.00 – 24.82
Spot Rate : 0.8200
Average : 0.5644
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 23.69
Evaluated at bid price : 24.00
Bid-YTW : 4.78 % |
CU.PR.H |
Perpetual-Premium |
Quote: 25.66 – 26.92
Spot Rate : 1.2600
Average : 1.0144
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2023-09-01
Maturity Price : 25.25
Evaluated at bid price : 25.66
Bid-YTW : 4.35 % |
BIP.PR.B |
FixedReset Prem |
Quote: 26.72 – 27.45
Spot Rate : 0.7300
Average : 0.5073
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-31
Maturity Price : 25.00
Evaluated at bid price : 26.72
Bid-YTW : 4.03 % |
GWO.PR.H |
Insurance Straight |
Quote: 25.06 – 25.57
Spot Rate : 0.5100
Average : 0.3096
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-11
Maturity Price : 24.85
Evaluated at bid price : 25.06
Bid-YTW : 4.89 % |
Posted in Market Action | No Comments »
June 26th, 2021
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
Index |
Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues |
Day’s Perf. |
Index Value |
Ratchet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.6466 % |
2,540.3 |
FixedFloater |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
-1.6466 % |
4,661.3 |
Floater |
3.42 % |
3.42 % |
77,691 |
18.68 |
3 |
-1.6466 % |
2,686.4 |
OpRet |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0483 % |
3,705.0 |
SplitShare |
4.76 % |
4.04 % |
42,405 |
3.99 |
8 |
0.0483 % |
4,424.5 |
Interest-Bearing |
0.00 % |
0.00 % |
0 |
0.00 |
0 |
0.0483 % |
3,452.2 |
Perpetual-Premium |
5.24 % |
-8.50 % |
70,643 |
0.09 |
24 |
0.0960 % |
3,278.8 |
Perpetual-Discount |
4.80 % |
4.85 % |
102,201 |
15.72 |
10 |
0.1460 % |
3,847.6 |
FixedReset Disc |
4.24 % |
3.61 % |
196,063 |
17.97 |
47 |
0.4180 % |
2,747.1 |
Insurance Straight |
4.93 % |
4.52 % |
92,131 |
3.69 |
22 |
0.0036 % |
3,695.7 |
FloatingReset |
2.84 % |
3.12 % |
70,807 |
19.39 |
2 |
1.4711 % |
2,500.3 |
FixedReset Prem |
4.87 % |
3.35 % |
220,172 |
1.26 |
29 |
0.1248 % |
2,749.3 |
FixedReset Bank Non |
1.81 % |
2.08 % |
139,538 |
0.72 |
1 |
-0.0400 % |
2,887.3 |
FixedReset Ins Non |
4.19 % |
3.54 % |
158,885 |
17.82 |
21 |
0.4886 % |
2,889.0 |
Performance Highlights |
Issue |
Index |
Change |
Notes |
BAM.PR.B |
Floater |
-4.86 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 12.32
Evaluated at bid price : 12.32
Bid-YTW : 3.51 % |
TD.PF.B |
FixedReset Disc |
1.04 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.59
Evaluated at bid price : 23.30
Bid-YTW : 3.43 % |
TRP.PR.D |
FixedReset Disc |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 4.16 % |
SLF.PR.J |
FloatingReset |
1.10 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 14.76
Evaluated at bid price : 14.76
Bid-YTW : 2.57 % |
TD.PF.A |
FixedReset Disc |
1.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.56
Evaluated at bid price : 23.30
Bid-YTW : 3.41 % |
NA.PR.W |
FixedReset Disc |
1.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.47
Evaluated at bid price : 23.19
Bid-YTW : 3.46 % |
MFC.PR.F |
FixedReset Ins Non |
1.33 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 17.49
Evaluated at bid price : 17.49
Bid-YTW : 3.31 % |
TRP.PR.E |
FixedReset Disc |
1.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 4.16 % |
MFC.PR.N |
FixedReset Ins Non |
1.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.55
Evaluated at bid price : 23.36
Bid-YTW : 3.48 % |
BMO.PR.T |
FixedReset Disc |
1.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.56
Evaluated at bid price : 23.27
Bid-YTW : 3.38 % |
TRP.PR.F |
FloatingReset |
1.81 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 16.28
Evaluated at bid price : 16.28
Bid-YTW : 3.12 % |
IFC.PR.I |
Perpetual-Premium |
2.50 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2029-03-31
Maturity Price : 25.00
Evaluated at bid price : 26.70
Bid-YTW : 4.49 % |
CU.PR.C |
FixedReset Disc |
2.64 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.00
Evaluated at bid price : 22.59
Bid-YTW : 3.59 % |
GWO.PR.N |
FixedReset Ins Non |
2.93 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 15.80
Evaluated at bid price : 15.80
Bid-YTW : 3.32 % |
SLF.PR.G |
FixedReset Ins Non |
3.93 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 15.59
Evaluated at bid price : 15.59
Bid-YTW : 3.56 % |
Volume Highlights |
Issue |
Index |
Shares Traded |
Notes |
TRP.PR.J |
FixedReset Prem |
85,900 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 4.55 % |
TD.PF.M |
FixedReset Prem |
57,509 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.35
Bid-YTW : 3.39 % |
BAM.PF.J |
FixedReset Prem |
39,500 |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 4.09 % |
PWF.PR.S |
Perpetual-Discount |
38,100 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 24.61
Evaluated at bid price : 24.90
Bid-YTW : 4.84 % |
TRP.PR.E |
FixedReset Disc |
31,101 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 4.16 % |
TRP.PR.G |
FixedReset Disc |
29,900 |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.36
Evaluated at bid price : 23.10
Bid-YTW : 4.03 % |
There were 16 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights |
Issue |
Index |
Quote Data and Yield Notes |
BIP.PR.A |
FixedReset Disc |
Quote: 23.75 – 24.96
Spot Rate : 1.2100
Average : 0.7772
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.73
Evaluated at bid price : 23.75
Bid-YTW : 4.55 % |
CU.PR.H |
Perpetual-Premium |
Quote: 25.80 – 26.92
Spot Rate : 1.1200
Average : 0.7452
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-09-01
Maturity Price : 25.75
Evaluated at bid price : 25.80
Bid-YTW : 3.50 % |
BAM.PR.B |
Floater |
Quote: 12.32 – 13.14
Spot Rate : 0.8200
Average : 0.5392
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 12.32
Evaluated at bid price : 12.32
Bid-YTW : 3.51 % |
MFC.PR.L |
FixedReset Ins Non |
Quote: 22.35 – 23.00
Spot Rate : 0.6500
Average : 0.4360
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.00
Evaluated at bid price : 22.35
Bid-YTW : 3.54 % |
TRP.PR.E |
FixedReset Disc |
Quote: 20.12 – 20.75
Spot Rate : 0.6300
Average : 0.4430
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 20.12
Evaluated at bid price : 20.12
Bid-YTW : 4.16 % |
TD.PF.D |
FixedReset Disc |
Quote: 24.19 – 24.85
Spot Rate : 0.6600
Average : 0.4863
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-05-10
Maturity Price : 22.92
Evaluated at bid price : 24.19
Bid-YTW : 3.61 % |
Posted in Market Action | No Comments »