December 7, 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 3.08 % 3.58 % 51,741 19.98 1 5.1241 % 2,834.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 2.3424 % 5,087.5
Floater 3.13 % 3.11 % 83,720 19.37 3 2.3424 % 2,931.9
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0351 % 3,663.6
SplitShare 4.68 % 4.29 % 50,782 3.81 5 -0.0351 % 4,375.1
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0351 % 3,413.6
Perpetual-Premium 5.15 % -0.74 % 46,035 0.09 28 0.0239 % 3,249.0
Perpetual-Discount 4.74 % 4.88 % 65,740 15.61 6 0.7994 % 3,819.0
FixedReset Disc 3.97 % 4.07 % 124,479 17.37 37 -1.0212 % 2,780.3
Insurance Straight 4.99 % 4.51 % 93,461 4.01 20 0.8432 % 3,638.1
FloatingReset 2.52 % 2.13 % 38,415 22.14 2 -0.7665 % 2,732.0
FixedReset Prem 4.71 % 3.85 % 117,226 2.46 33 0.4258 % 2,713.7
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -1.0212 % 2,842.1
FixedReset Ins Non 4.12 % 3.82 % 94,293 17.25 19 0.4499 % 2,927.4
Performance Highlights
Issue Index Change Notes
TRP.PR.G FixedReset Disc -46.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 12.17
Evaluated at bid price : 12.17
Bid-YTW : 8.38 %
FTS.PR.H FixedReset Disc -2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 4.10 %
TRP.PR.F FloatingReset -2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 2.89 %
TD.PF.M FixedReset Prem -1.31 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 26.30
Bid-YTW : 3.26 %
RY.PR.J FixedReset Disc -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 22.91
Evaluated at bid price : 24.00
Bid-YTW : 4.07 %
BAM.PR.C Floater 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 13.92
Evaluated at bid price : 13.92
Bid-YTW : 3.11 %
NA.PR.E FixedReset Prem 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.66
Evaluated at bid price : 24.76
Bid-YTW : 3.99 %
MFC.PR.B Insurance Straight 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 24.46
Evaluated at bid price : 24.70
Bid-YTW : 4.71 %
BAM.PF.A FixedReset Prem 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.50
Evaluated at bid price : 24.65
Bid-YTW : 4.41 %
RY.PR.M FixedReset Disc 1.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 22.97
Evaluated at bid price : 24.25
Bid-YTW : 3.84 %
BMO.PR.E FixedReset Prem 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.63
Evaluated at bid price : 25.11
Bid-YTW : 4.04 %
MFC.PR.K FixedReset Ins Non 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.59
Evaluated at bid price : 23.95
Bid-YTW : 3.81 %
BIP.PR.A FixedReset Prem 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 22.78
Evaluated at bid price : 23.75
Bid-YTW : 4.94 %
SLF.PR.G FixedReset Ins Non 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 3.74 %
TD.PF.C FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.06
Evaluated at bid price : 24.23
Bid-YTW : 3.73 %
TRP.PR.C FixedReset Disc 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 15.00
Evaluated at bid price : 15.00
Bid-YTW : 4.54 %
BAM.PR.R FixedReset Disc 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 4.54 %
BAM.PF.G FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 22.41
Evaluated at bid price : 23.05
Bid-YTW : 4.39 %
BAM.PF.J FixedReset Prem 1.79 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.65
Bid-YTW : 3.12 %
MFC.PR.I FixedReset Ins Non 1.82 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-09-19
Maturity Price : 25.00
Evaluated at bid price : 25.15
Bid-YTW : 3.41 %
TD.PF.E FixedReset Prem 2.08 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 3.91 %
MFC.PR.F FixedReset Ins Non 2.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 18.60
Evaluated at bid price : 18.60
Bid-YTW : 3.62 %
TRP.PR.B FixedReset Disc 3.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 13.85
Evaluated at bid price : 13.85
Bid-YTW : 4.47 %
CU.PR.G Perpetual-Discount 3.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.61
Evaluated at bid price : 23.89
Bid-YTW : 4.72 %
BAM.PR.E Ratchet 5.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 25.00
Evaluated at bid price : 19.90
Bid-YTW : 3.58 %
BAM.PR.X FixedReset Disc 5.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 4.63 %
BAM.PR.K Floater 6.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 3.11 %
IFC.PR.E Insurance Straight 15.73 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2026-06-30
Maturity Price : 25.00
Evaluated at bid price : 25.75
Bid-YTW : 4.73 %
Volume Highlights
Issue Index Shares
Traded
Notes
SLF.PR.I FixedReset Ins Non 125,700 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-30
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 2.94 %
MFC.PR.K FixedReset Ins Non 63,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.59
Evaluated at bid price : 23.95
Bid-YTW : 3.81 %
GWO.PR.F Insurance Straight 54,706 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-01-06
Maturity Price : 25.00
Evaluated at bid price : 24.97
Bid-YTW : 2.66 %
CM.PR.O FixedReset Disc 39,600 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 23.03
Evaluated at bid price : 24.00
Bid-YTW : 3.82 %
BAM.PR.X FixedReset Disc 28,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 17.35
Evaluated at bid price : 17.35
Bid-YTW : 4.63 %
FTS.PR.H FixedReset Disc 27,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 16.25
Evaluated at bid price : 16.25
Bid-YTW : 4.10 %
There were 20 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
TRP.PR.G FixedReset Disc Quote: 12.17 – 23.15
Spot Rate : 10.9800
Average : 7.7770

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 12.17
Evaluated at bid price : 12.17
Bid-YTW : 8.38 %

GWO.PR.N FixedReset Ins Non Quote: 16.50 – 17.52
Spot Rate : 1.0200
Average : 0.6984

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 16.50
Evaluated at bid price : 16.50
Bid-YTW : 3.77 %

PVS.PR.I SplitShare Quote: 25.25 – 26.25
Spot Rate : 1.0000
Average : 0.7294

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 4.49 %

TRP.PR.E FixedReset Disc Quote: 20.52 – 21.59
Spot Rate : 1.0700
Average : 0.8211

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 4.59 %

TRP.PR.F FloatingReset Quote: 16.80 – 18.50
Spot Rate : 1.7000
Average : 1.4580

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 16.80
Evaluated at bid price : 16.80
Bid-YTW : 2.89 %

SLF.PR.H FixedReset Ins Non Quote: 22.12 – 22.80
Spot Rate : 0.6800
Average : 0.4422

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2051-12-07
Maturity Price : 21.73
Evaluated at bid price : 22.12
Bid-YTW : 3.82 %

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