May 22, 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 -0.9134 % 1,416.4
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.9134 % 2,599.1
Floater 5.45 % 5.72 % 31,752 14.25 4 -0.9134 % 1,497.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.5572 % 3,386.5
SplitShare 4.96 % 5.43 % 71,643 3.91 7 -0.5572 % 4,044.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.5572 % 3,155.5
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.1998 % 2,919.1
Perpetual-Discount 5.77 % 6.00 % 81,343 13.87 35 0.1998 % 3,131.0
FixedReset Disc 6.47 % 5.42 % 186,302 14.54 83 -0.7619 % 1,758.5
Deemed-Retractible 5.45 % 5.71 % 89,092 13.93 27 -0.1941 % 3,107.5
FloatingReset 5.10 % 5.14 % 51,197 15.20 3 -1.4329 % 1,732.0
FixedReset Prem 0.00 % 0.00 % 0 0.00 0 -0.7619 % 2,431.9
FixedReset Bank Non 2.01 % 3.88 % 172,774 1.65 2 0.1039 % 2,746.3
FixedReset Ins Non 6.73 % 5.47 % 117,813 14.27 22 -0.7617 % 1,766.0
Performance Highlights
Issue Index Change Notes
PWF.PR.P FixedReset Disc -13.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 8.15
Evaluated at bid price : 8.15
Bid-YTW : 6.35 %
BMO.PR.W FixedReset Disc -10.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 12.95
Evaluated at bid price : 12.95
Bid-YTW : 5.77 %
IFC.PR.C FixedReset Ins Non -7.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 6.07 %
IFC.PR.A FixedReset Ins Non -6.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 10.68
Evaluated at bid price : 10.68
Bid-YTW : 5.59 %
TRP.PR.H FloatingReset -3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 7.50
Evaluated at bid price : 7.50
Bid-YTW : 5.14 %
SLF.PR.G FixedReset Ins Non -3.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 8.81
Evaluated at bid price : 8.81
Bid-YTW : 5.31 %
HSE.PR.G FixedReset Disc -3.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 10.35
Evaluated at bid price : 10.35
Bid-YTW : 9.80 %
BAM.PR.X FixedReset Disc -2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 9.70
Evaluated at bid price : 9.70
Bid-YTW : 6.03 %
BIP.PR.F FixedReset Disc -2.50 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 6.67 %
TD.PF.J FixedReset Disc -2.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 16.43
Evaluated at bid price : 16.43
Bid-YTW : 5.22 %
CM.PR.Q FixedReset Disc -2.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.83 %
BMO.PR.C FixedReset Disc -2.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 17.54
Evaluated at bid price : 17.54
Bid-YTW : 5.52 %
MFC.PR.B Deemed-Retractible -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 20.77
Evaluated at bid price : 20.77
Bid-YTW : 5.61 %
TD.PF.K FixedReset Disc -1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 5.26 %
BAM.PR.C Floater -1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 7.51
Evaluated at bid price : 7.51
Bid-YTW : 5.80 %
GWO.PR.N FixedReset Ins Non -1.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 9.32
Evaluated at bid price : 9.32
Bid-YTW : 4.75 %
MFC.PR.H FixedReset Ins Non -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 16.06
Evaluated at bid price : 16.06
Bid-YTW : 5.67 %
HSE.PR.E FixedReset Disc -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 11.20
Evaluated at bid price : 11.20
Bid-YTW : 9.71 %
TD.PF.I FixedReset Disc -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 17.54
Evaluated at bid price : 17.54
Bid-YTW : 5.19 %
BNS.PR.E FixedReset Disc -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.13
Evaluated at bid price : 23.71
Bid-YTW : 5.26 %
TRP.PR.C FixedReset Disc -1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 8.36
Evaluated at bid price : 8.36
Bid-YTW : 5.99 %
MFC.PR.F FixedReset Ins Non -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 9.01
Evaluated at bid price : 9.01
Bid-YTW : 5.16 %
NA.PR.X FixedReset Disc -1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.51
Evaluated at bid price : 24.05
Bid-YTW : 5.57 %
MFC.PR.J FixedReset Ins Non -1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.27
Evaluated at bid price : 15.27
Bid-YTW : 5.43 %
MFC.PR.R FixedReset Ins Non -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.60 %
BMO.PR.Y FixedReset Disc -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.50
Evaluated at bid price : 14.50
Bid-YTW : 5.45 %
PVS.PR.F SplitShare -1.42 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.30
Bid-YTW : 5.51 %
BMO.PR.E FixedReset Disc -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 5.17 %
TD.PF.E FixedReset Disc -1.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.40
Evaluated at bid price : 15.40
Bid-YTW : 5.44 %
TD.PF.B FixedReset Disc -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.31
Evaluated at bid price : 14.31
Bid-YTW : 5.20 %
RY.PR.H FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.55
Evaluated at bid price : 14.55
Bid-YTW : 5.04 %
BAM.PR.K Floater -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 7.46
Evaluated at bid price : 7.46
Bid-YTW : 5.84 %
RY.PR.R FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 24.10
Evaluated at bid price : 24.50
Bid-YTW : 5.37 %
PWF.PR.T FixedReset Disc -1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.93
Evaluated at bid price : 13.93
Bid-YTW : 5.68 %
CM.PR.P FixedReset Disc -1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.95
Evaluated at bid price : 13.95
Bid-YTW : 5.47 %
BMO.PR.B FixedReset Disc -1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 21.84
Evaluated at bid price : 22.36
Bid-YTW : 5.05 %
TD.PF.A FixedReset Disc -1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.37
Evaluated at bid price : 14.37
Bid-YTW : 5.15 %
W.PR.K FixedReset Disc -1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.08
Evaluated at bid price : 23.77
Bid-YTW : 5.56 %
RY.PR.W Perpetual-Discount -1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 22.93
Evaluated at bid price : 23.20
Bid-YTW : 5.30 %
TD.PF.G FixedReset Disc -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.89
Evaluated at bid price : 24.40
Bid-YTW : 5.26 %
PVS.PR.H SplitShare -1.03 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.00
Bid-YTW : 5.41 %
PVS.PR.G SplitShare -1.01 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.30 %
BMO.PR.F FixedReset Disc -1.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 20.69
Evaluated at bid price : 20.69
Bid-YTW : 5.10 %
BAM.PF.B FixedReset Disc 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.26
Evaluated at bid price : 14.26
Bid-YTW : 6.05 %
SLF.PR.H FixedReset Ins Non 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 12.45
Evaluated at bid price : 12.45
Bid-YTW : 5.35 %
MFC.PR.L FixedReset Ins Non 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.29
Evaluated at bid price : 13.29
Bid-YTW : 5.40 %
MFC.PR.Q FixedReset Ins Non 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.20
Evaluated at bid price : 15.20
Bid-YTW : 5.40 %
MFC.PR.G FixedReset Ins Non 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.22
Evaluated at bid price : 15.22
Bid-YTW : 5.56 %
RY.PR.P Perpetual-Discount 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 24.31
Evaluated at bid price : 24.80
Bid-YTW : 5.30 %
MFC.PR.M FixedReset Ins Non 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 5.46 %
CU.PR.C FixedReset Disc 1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.55
Evaluated at bid price : 15.55
Bid-YTW : 4.67 %
NA.PR.C FixedReset Disc 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 17.40
Evaluated at bid price : 17.40
Bid-YTW : 5.72 %
IFC.PR.I Perpetual-Discount 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.66
Evaluated at bid price : 24.00
Bid-YTW : 5.75 %
NA.PR.W FixedReset Disc 3.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.70
Evaluated at bid price : 13.70
Bid-YTW : 5.51 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.Q FixedReset Disc 41,715 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 23.74
Evaluated at bid price : 24.25
Bid-YTW : 5.14 %
TD.PF.B FixedReset Disc 36,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.31
Evaluated at bid price : 14.31
Bid-YTW : 5.20 %
CM.PR.P FixedReset Disc 35,872 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.95
Evaluated at bid price : 13.95
Bid-YTW : 5.47 %
BMO.PR.E FixedReset Disc 30,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 5.17 %
CM.PR.O FixedReset Disc 29,701 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.50
Evaluated at bid price : 13.50
Bid-YTW : 5.62 %
TD.PF.C FixedReset Disc 25,735 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 14.61
Evaluated at bid price : 14.61
Bid-YTW : 5.21 %
There were 16 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: 15.12 – 18.80
Spot Rate : 3.6800
Average : 2.4431

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 15.12
Evaluated at bid price : 15.12
Bid-YTW : 5.39 %

BMO.PR.W FixedReset Disc Quote: 12.95 – 14.72
Spot Rate : 1.7700
Average : 1.0419

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 12.95
Evaluated at bid price : 12.95
Bid-YTW : 5.77 %

IFC.PR.C FixedReset Ins Non Quote: 13.05 – 14.12
Spot Rate : 1.0700
Average : 0.7688

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 13.05
Evaluated at bid price : 13.05
Bid-YTW : 6.07 %

PWF.PR.P FixedReset Disc Quote: 8.15 – 9.75
Spot Rate : 1.6000
Average : 1.3418

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 8.15
Evaluated at bid price : 8.15
Bid-YTW : 6.35 %

PVS.PR.F SplitShare Quote: 24.30 – 24.95
Spot Rate : 0.6500
Average : 0.3981

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.30
Bid-YTW : 5.51 %

IFC.PR.A FixedReset Ins Non Quote: 10.68 – 11.38
Spot Rate : 0.7000
Average : 0.4819

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-05-22
Maturity Price : 10.68
Evaluated at bid price : 10.68
Bid-YTW : 5.59 %

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