January 10, 2019

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 1.3677 % 2,477.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 1.3677 % 4,545.4
Floater 4.72 % 5.07 % 38,908 15.41 4 1.3677 % 2,619.5
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0740 % 3,184.9
SplitShare 4.67 % 5.00 % 85,616 4.53 6 -0.0740 % 3,803.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0740 % 2,967.6
Perpetual-Premium 5.57 % 5.25 % 161,064 14.97 2 0.0000 % 2,892.6
Perpetual-Discount 5.64 % 5.75 % 75,200 14.22 33 0.2878 % 2,953.7
FixedReset Disc 4.89 % 5.24 % 200,722 15.06 66 0.8775 % 2,307.6
Deemed-Retractible 5.39 % 6.27 % 83,783 8.20 27 0.2513 % 2,939.1
FloatingReset 4.02 % 3.96 % 43,709 2.92 7 0.4888 % 2,507.3
FixedReset Prem 5.16 % 4.22 % 262,268 2.22 14 -0.0112 % 2,529.5
FixedReset Bank Non 2.97 % 3.52 % 127,095 0.12 6 -0.1097 % 2,583.6
FixedReset Ins Non 4.82 % 6.44 % 145,794 8.43 22 0.9848 % 2,280.0
Performance Highlights
Issue Index Change Notes
CM.PR.P FixedReset Disc -4.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 19.01
Evaluated at bid price : 19.01
Bid-YTW : 5.34 %
BMO.PR.D FixedReset Disc -3.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.06
Evaluated at bid price : 22.50
Bid-YTW : 5.47 %
BAM.PF.G FixedReset Disc -2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.97
Evaluated at bid price : 20.97
Bid-YTW : 5.60 %
IFC.PR.A FixedReset Ins Non -2.36 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.97
Bid-YTW : 7.95 %
MFC.PR.L FixedReset Ins Non -1.56 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.93
Bid-YTW : 7.29 %
MFC.PR.R FixedReset Ins Non -1.43 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.15
Bid-YTW : 5.88 %
BAM.PF.F FixedReset Disc -1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.31
Evaluated at bid price : 21.31
Bid-YTW : 5.54 %
RY.PR.J FixedReset Disc -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.74
Evaluated at bid price : 22.20
Bid-YTW : 5.10 %
BAM.PF.B FixedReset Disc -1.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 5.34 %
BMO.PR.Y FixedReset Disc 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.75
Evaluated at bid price : 22.22
Bid-YTW : 5.07 %
BAM.PF.I FixedReset Disc 1.03 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : 4.31 %
TD.PF.A FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 4.99 %
TRP.PR.G FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.32
Evaluated at bid price : 21.32
Bid-YTW : 5.56 %
TRP.PR.F FloatingReset 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 16.93
Evaluated at bid price : 16.93
Bid-YTW : 5.29 %
TRP.PR.B FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 13.75
Evaluated at bid price : 13.75
Bid-YTW : 5.56 %
HSE.PR.A FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 13.82
Evaluated at bid price : 13.82
Bid-YTW : 6.21 %
VNR.PR.A FixedReset Disc 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 5.38 %
CM.PR.R FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.61
Evaluated at bid price : 23.40
Bid-YTW : 5.35 %
TRP.PR.K FixedReset Disc 1.31 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.66
Bid-YTW : 5.56 %
CU.PR.E Perpetual-Discount 1.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.85
Evaluated at bid price : 21.85
Bid-YTW : 5.69 %
TD.PF.K FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.41
Evaluated at bid price : 23.22
Bid-YTW : 4.81 %
MFC.PR.J FixedReset Ins Non 1.41 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.55
Bid-YTW : 6.40 %
MFC.PR.Q FixedReset Ins Non 1.42 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.40
Bid-YTW : 6.44 %
TD.PF.B FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.01 %
CM.PR.O FixedReset Disc 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.07 %
TD.PF.C FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 4.99 %
HSE.PR.G FixedReset Disc 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.93
Evaluated at bid price : 20.93
Bid-YTW : 6.37 %
BAM.PF.D Perpetual-Discount 1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.80
Evaluated at bid price : 21.80
Bid-YTW : 5.67 %
NA.PR.S FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.45
Evaluated at bid price : 20.45
Bid-YTW : 5.17 %
HSE.PR.C FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.19 %
BIP.PR.A FixedReset Disc 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 6.34 %
BIP.PR.E FixedReset Disc 1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.15
Evaluated at bid price : 22.71
Bid-YTW : 5.52 %
TD.PF.J FixedReset Disc 1.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.38
Evaluated at bid price : 23.10
Bid-YTW : 4.91 %
IFC.PR.F Deemed-Retractible 1.97 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.35
Bid-YTW : 6.19 %
TRP.PR.A FixedReset Disc 2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 16.86
Evaluated at bid price : 16.86
Bid-YTW : 5.57 %
BAM.PR.X FixedReset Disc 2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 16.59
Evaluated at bid price : 16.59
Bid-YTW : 5.25 %
MFC.PR.G FixedReset Ins Non 2.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.06
Bid-YTW : 6.55 %
BIP.PR.F FixedReset Disc 2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.16
Evaluated at bid price : 22.80
Bid-YTW : 5.61 %
MFC.PR.I FixedReset Ins Non 2.32 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.65
Bid-YTW : 6.33 %
EMA.PR.F FixedReset Disc 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.33 %
PWF.PR.Q FloatingReset 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 16.24
Evaluated at bid price : 16.24
Bid-YTW : 4.97 %
NA.PR.G FixedReset Disc 2.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.47
Evaluated at bid price : 23.34
Bid-YTW : 4.97 %
IAF.PR.B Deemed-Retractible 2.76 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.63
Bid-YTW : 6.37 %
BMO.PR.C FixedReset Disc 3.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.78
Evaluated at bid price : 23.70
Bid-YTW : 5.33 %
PWF.PR.A Floater 3.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 17.36
Evaluated at bid price : 17.36
Bid-YTW : 4.03 %
SLF.PR.G FixedReset Ins Non 3.64 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.65
Bid-YTW : 8.37 %
TD.PF.D FixedReset Disc 4.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.75
Evaluated at bid price : 22.22
Bid-YTW : 5.09 %
RY.PR.H FixedReset Disc 4.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 4.92 %
PWF.PR.P FixedReset Disc 4.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 15.67
Evaluated at bid price : 15.67
Bid-YTW : 5.28 %
BAM.PF.J FixedReset Disc 4.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 23.01
Evaluated at bid price : 24.35
Bid-YTW : 4.98 %
BAM.PR.N Perpetual-Discount 5.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.61
Evaluated at bid price : 20.61
Bid-YTW : 5.82 %
RY.PR.M FixedReset Disc 5.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.71
Evaluated at bid price : 22.17
Bid-YTW : 4.95 %
MFC.PR.K FixedReset Ins Non 6.45 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.46
Bid-YTW : 6.65 %
MFC.PR.M FixedReset Ins Non 8.66 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.94
Bid-YTW : 6.87 %
Volume Highlights
Issue Index Shares
Traded
Notes
NA.PR.C FixedReset Disc 116,878 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.35
Evaluated at bid price : 23.00
Bid-YTW : 5.49 %
GWO.PR.M Deemed-Retractible 56,105 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.20
Bid-YTW : 2.86 %
TRP.PR.J FixedReset Prem 54,460 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.52
Bid-YTW : 4.87 %
TD.PF.J FixedReset Disc 53,458 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.38
Evaluated at bid price : 23.10
Bid-YTW : 4.91 %
BNS.PR.H FixedReset Prem 42,355 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-26
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : 4.22 %
BMO.PR.C FixedReset Disc 42,350 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.78
Evaluated at bid price : 23.70
Bid-YTW : 5.33 %
There were 25 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
RY.PR.H FixedReset Disc Quote: 21.05 – 23.77
Spot Rate : 2.7200
Average : 1.7836

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 21.05
Evaluated at bid price : 21.05
Bid-YTW : 4.92 %

MFC.PR.I FixedReset Ins Non Quote: 21.65 – 23.84
Spot Rate : 2.1900
Average : 1.5154

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.65
Bid-YTW : 6.33 %

BMO.PR.D FixedReset Disc Quote: 22.50 – 23.80
Spot Rate : 1.3000
Average : 0.7715

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.06
Evaluated at bid price : 22.50
Bid-YTW : 5.47 %

HSE.PR.A FixedReset Disc Quote: 13.82 – 15.99
Spot Rate : 2.1700
Average : 1.6949

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 13.82
Evaluated at bid price : 13.82
Bid-YTW : 6.21 %

TD.PF.C FixedReset Disc Quote: 20.41 – 21.50
Spot Rate : 1.0900
Average : 0.6682

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 20.41
Evaluated at bid price : 20.41
Bid-YTW : 4.99 %

TD.PF.I FixedReset Disc Quote: 23.00 – 23.95
Spot Rate : 0.9500
Average : 0.6243

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-01-10
Maturity Price : 22.36
Evaluated at bid price : 23.00
Bid-YTW : 5.16 %

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