November 3, 2016

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 0.1623 % 1,713.5
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.1623 % 3,130.2
Floater 4.37 % 4.53 % 43,541 16.34 4 0.1623 % 1,803.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.0132 % 2,905.9
SplitShare 4.82 % 4.67 % 68,334 2.06 6 0.0132 % 3,470.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0132 % 2,707.6
Perpetual-Premium 5.36 % 4.74 % 73,315 2.02 23 -0.1612 % 2,698.8
Perpetual-Discount 5.12 % 5.12 % 91,659 15.23 15 -0.1891 % 2,908.7
FixedReset 4.82 % 4.24 % 190,881 6.88 93 0.2293 % 2,110.2
Deemed-Retractible 5.04 % 4.64 % 116,968 1.11 32 -0.0817 % 2,800.1
FloatingReset 2.85 % 3.44 % 43,590 4.93 12 0.1324 % 2,293.4
Performance Highlights
Issue Index Change Notes
SLF.PR.K FloatingReset -2.45 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.95
Bid-YTW : 9.03 %
GWO.PR.S Deemed-Retractible -1.81 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 5.36 %
GWO.PR.N FixedReset 1.01 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.04
Bid-YTW : 10.15 %
MFC.PR.I FixedReset 1.06 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.05
Bid-YTW : 6.25 %
TRP.PR.E FixedReset 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 4.36 %
BAM.PF.E FixedReset 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 4.40 %
BAM.PF.G FixedReset 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 21.36
Evaluated at bid price : 21.67
Bid-YTW : 4.33 %
TRP.PR.D FixedReset 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 18.44
Evaluated at bid price : 18.44
Bid-YTW : 4.37 %
IFC.PR.A FixedReset 1.27 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.91
Bid-YTW : 9.29 %
BAM.PF.F FixedReset 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 21.39
Evaluated at bid price : 21.39
Bid-YTW : 4.39 %
Volume Highlights
Issue Index Shares
Traded
Notes
BAM.PR.T FixedReset 162,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 16.09
Evaluated at bid price : 16.09
Bid-YTW : 4.82 %
BMO.PR.B FixedReset 115,200 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-02-25
Maturity Price : 25.00
Evaluated at bid price : 25.78
Bid-YTW : 4.25 %
BAM.PR.B Floater 109,020 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 10.54
Evaluated at bid price : 10.54
Bid-YTW : 4.53 %
CM.PR.P FixedReset 75,694 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 18.88
Evaluated at bid price : 18.88
Bid-YTW : 4.12 %
BAM.PF.F FixedReset 68,640 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 21.39
Evaluated at bid price : 21.39
Bid-YTW : 4.39 %
TD.PF.C FixedReset 66,874 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 4.10 %
There were 59 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
GRP.PR.A SplitShare Quote: 25.67 – 26.49
Spot Rate : 0.8200
Average : 0.5944

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2016-12-03
Maturity Price : 25.00
Evaluated at bid price : 25.67
Bid-YTW : -20.86 %

SLF.PR.K FloatingReset Quote: 15.95 – 16.90
Spot Rate : 0.9500
Average : 0.7548

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.95
Bid-YTW : 9.03 %

GWO.PR.S Deemed-Retractible Quote: 25.00 – 25.45
Spot Rate : 0.4500
Average : 0.2938

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 5.36 %

TRP.PR.G FixedReset Quote: 21.22 – 21.63
Spot Rate : 0.4100
Average : 0.2593

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 21.22
Evaluated at bid price : 21.22
Bid-YTW : 4.43 %

BAM.PR.X FixedReset Quote: 14.47 – 14.83
Spot Rate : 0.3600
Average : 0.2333

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2046-11-03
Maturity Price : 14.47
Evaluated at bid price : 14.47
Bid-YTW : 4.50 %

CGI.PR.D SplitShare Quote: 24.90 – 25.25
Spot Rate : 0.3500
Average : 0.2511

YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2023-06-14
Maturity Price : 25.00
Evaluated at bid price : 24.90
Bid-YTW : 3.93 %

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