May 12, 2020

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 -0.1214 % 1,482.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.1214 % 2,719.7
Floater 5.21 % 5.46 % 33,147 14.69 4 -0.1214 % 1,567.4
OpRet 0.00 % 0.00 % 0 0.00 0 -0.2549 % 3,361.5
SplitShare 4.94 % 5.52 % 80,238 3.89 7 -0.2549 % 4,014.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.2549 % 3,132.1
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4207 % 2,893.9
Perpetual-Discount 5.82 % 6.00 % 84,529 13.86 35 0.4207 % 3,104.0
FixedReset Disc 6.32 % 5.16 % 205,575 14.86 83 -0.1951 % 1,798.9
Deemed-Retractible 5.53 % 5.79 % 93,656 13.81 27 0.4429 % 3,066.8
FloatingReset 4.95 % 4.95 % 58,354 15.55 3 0.8769 % 1,753.2
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 -0.1951 % 2,487.9
FixedReset Bank Non 1.99 % 3.11 % 175,077 1.68 2 0.0000 % 2,774.2
FixedReset Ins Non 6.58 % 5.32 % 127,753 14.41 22 0.8383 % 1,807.2
Performance Highlights
Issue Index Change Notes
TRP.PR.D FixedReset Disc -3.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 5.85 %
BIP.PR.B FixedReset Disc -3.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 22.25
Evaluated at bid price : 23.00
Bid-YTW : 6.03 %
TRP.PR.G FixedReset Disc -3.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 5.98 %
IFC.PR.A FixedReset Ins Non -2.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 10.95
Evaluated at bid price : 10.95
Bid-YTW : 5.29 %
MFC.PR.F FixedReset Ins Non -2.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 9.02
Evaluated at bid price : 9.02
Bid-YTW : 5.06 %
BMO.PR.Y FixedReset Disc -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.14 %
BAM.PF.H FixedReset Disc -1.86 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 23.01
Evaluated at bid price : 23.70
Bid-YTW : 5.31 %
TRP.PR.E FixedReset Disc -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 13.21
Evaluated at bid price : 13.21
Bid-YTW : 5.70 %
TD.PF.H FixedReset Disc -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 22.78
Evaluated at bid price : 23.21
Bid-YTW : 4.87 %
RY.PR.M FixedReset Disc -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.85
Evaluated at bid price : 14.85
Bid-YTW : 5.06 %
PVS.PR.H SplitShare -1.63 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.10
Bid-YTW : 5.52 %
RY.PR.J FixedReset Disc -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 5.01 %
BNS.PR.I FixedReset Disc -1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 4.58 %
TD.PF.G FixedReset Disc -1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 24.03
Evaluated at bid price : 24.51
Bid-YTW : 5.16 %
BMO.PR.S FixedReset Disc -1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 5.00 %
BAM.PF.I FixedReset Disc -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 22.37
Evaluated at bid price : 22.70
Bid-YTW : 5.34 %
BAM.PR.R FixedReset Disc -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 11.09
Evaluated at bid price : 11.09
Bid-YTW : 6.15 %
BMO.PR.T FixedReset Disc -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.25
Evaluated at bid price : 14.25
Bid-YTW : 5.00 %
PWF.PR.P FixedReset Disc -1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 9.50
Evaluated at bid price : 9.50
Bid-YTW : 5.25 %
PWF.PR.L Perpetual-Discount 1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 6.09 %
SLF.PR.C Deemed-Retractible 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.63 %
TD.PF.I FixedReset Disc 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 18.20
Evaluated at bid price : 18.20
Bid-YTW : 4.90 %
GWO.PR.F Deemed-Retractible 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 24.50
Evaluated at bid price : 24.75
Bid-YTW : 6.04 %
NA.PR.A FixedReset Disc 1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 23.25
Evaluated at bid price : 23.73
Bid-YTW : 5.32 %
SLF.PR.I FixedReset Ins Non 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.21
Evaluated at bid price : 15.21
Bid-YTW : 5.27 %
CM.PR.Y FixedReset Disc 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.05 %
BAM.PR.N Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.09
Evaluated at bid price : 20.09
Bid-YTW : 6.00 %
SLF.PR.B Deemed-Retractible 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 21.54
Evaluated at bid price : 21.80
Bid-YTW : 5.57 %
BAM.PR.M Perpetual-Discount 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.31
Evaluated at bid price : 20.31
Bid-YTW : 5.94 %
BAM.PF.C Perpetual-Discount 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.51
Evaluated at bid price : 20.51
Bid-YTW : 6.00 %
SLF.PR.E Deemed-Retractible 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.27
Evaluated at bid price : 20.27
Bid-YTW : 5.63 %
POW.PR.B Perpetual-Discount 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 21.75
Evaluated at bid price : 22.00
Bid-YTW : 6.15 %
TRP.PR.A FixedReset Disc 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 11.68
Evaluated at bid price : 11.68
Bid-YTW : 5.67 %
BAM.PF.D Perpetual-Discount 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.99 %
SLF.PR.D Deemed-Retractible 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 20.23
Evaluated at bid price : 20.23
Bid-YTW : 5.58 %
SLF.PR.G FixedReset Ins Non 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 9.30
Evaluated at bid price : 9.30
Bid-YTW : 4.82 %
SLF.PR.J FloatingReset 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 9.05
Evaluated at bid price : 9.05
Bid-YTW : 4.52 %
RY.PR.Q FixedReset Disc 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 24.47
Evaluated at bid price : 24.84
Bid-YTW : 4.95 %
HSE.PR.A FixedReset Disc 2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 6.12
Evaluated at bid price : 6.12
Bid-YTW : 8.81 %
CU.PR.C FixedReset Disc 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.80
Evaluated at bid price : 14.80
Bid-YTW : 4.79 %
IAF.PR.I FixedReset Ins Non 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 16.39
Evaluated at bid price : 16.39
Bid-YTW : 5.25 %
HSE.PR.G FixedReset Disc 4.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 10.61
Evaluated at bid price : 10.61
Bid-YTW : 9.35 %
IFC.PR.C FixedReset Ins Non 20.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 14.44
Evaluated at bid price : 14.44
Bid-YTW : 5.35 %
Volume Highlights
Issue Index Shares
Traded
Notes
CM.PR.R FixedReset Disc 78,175 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 17.52
Evaluated at bid price : 17.52
Bid-YTW : 5.52 %
RY.PR.Q FixedReset Disc 72,210 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 24.47
Evaluated at bid price : 24.84
Bid-YTW : 4.95 %
RY.PR.R FixedReset Disc 63,696 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 23.79
Evaluated at bid price : 24.95
Bid-YTW : 5.15 %
BMO.PR.Y FixedReset Disc 54,332 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 5.14 %
TRP.PR.D FixedReset Disc 48,141 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 13.00
Evaluated at bid price : 13.00
Bid-YTW : 5.85 %
TD.PF.H FixedReset Disc 39,572 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 22.78
Evaluated at bid price : 23.21
Bid-YTW : 4.87 %
There were 35 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
TD.PF.D FixedReset Disc Quote: 15.87 – 18.80
Spot Rate : 2.9300
Average : 2.4128

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.87
Evaluated at bid price : 15.87
Bid-YTW : 5.02 %

BIP.PR.B FixedReset Disc Quote: 23.00 – 24.03
Spot Rate : 1.0300
Average : 0.6457

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 22.25
Evaluated at bid price : 23.00
Bid-YTW : 6.03 %

MFC.PR.L FixedReset Ins Non Quote: 13.40 – 14.17
Spot Rate : 0.7700
Average : 0.4562

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 5.36 %

PWF.PR.G Perpetual-Discount Quote: 24.20 – 24.88
Spot Rate : 0.6800
Average : 0.4174

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 23.95
Evaluated at bid price : 24.20
Bid-YTW : 6.14 %

MFC.PR.G FixedReset Ins Non Quote: 15.25 – 16.05
Spot Rate : 0.8000
Average : 0.5401

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 5.54 %

NA.PR.E FixedReset Disc Quote: 15.76 – 16.45
Spot Rate : 0.6900
Average : 0.4337

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-12
Maturity Price : 15.76
Evaluated at bid price : 15.76
Bid-YTW : 5.14 %

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