| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 3.17 % | 3.73 % | 39,909 | 19.82 | 1 | -2.0305 % | 2,749.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -4.0064 % | 5,223.7 |
| Floater | 3.05 % | 3.07 % | 59,012 | 19.50 | 3 | -4.0064 % | 3,010.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0131 % | 3,642.5 |
| SplitShare | 4.65 % | 4.24 % | 31,276 | 3.62 | 6 | -0.0131 % | 4,349.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0131 % | 3,394.0 |
| Perpetual-Premium | 5.26 % | 3.74 % | 62,984 | 0.50 | 21 | 0.1194 % | 3,205.8 |
| Perpetual-Discount | 4.95 % | 5.02 % | 63,749 | 15.40 | 11 | -0.4511 % | 3,722.6 |
| FixedReset Disc | 4.10 % | 4.36 % | 120,229 | 16.54 | 43 | 0.2294 % | 2,724.7 |
| Insurance Straight | 5.04 % | 4.91 % | 90,644 | 15.39 | 18 | -0.4504 % | 3,560.9 |
| FloatingReset | 3.20 % | 3.32 % | 49,060 | 18.98 | 2 | -9.8269 % | 2,621.7 |
| FixedReset Prem | 4.78 % | 4.17 % | 126,994 | 2.26 | 26 | -0.0287 % | 2,701.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2294 % | 2,785.2 |
| FixedReset Ins Non | 4.25 % | 4.31 % | 82,073 | 16.62 | 17 | -1.6217 % | 2,857.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -16.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 3.02 % |
| MFC.PR.M | FixedReset Ins Non | -6.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.24 Evaluated at bid price : 21.52 Bid-YTW : 4.63 % |
| BAM.PR.B | Floater | -4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 3.11 % |
| BAM.PR.C | Floater | -4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 3.05 % |
| MFC.PR.F | FixedReset Ins Non | -4.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.26 % |
| PWF.PF.A | Perpetual-Discount | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.72 Evaluated at bid price : 23.12 Bid-YTW : 4.89 % |
| BAM.PR.K | Floater | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 3.07 % |
| MFC.PR.N | FixedReset Ins Non | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.86 Evaluated at bid price : 22.15 Bid-YTW : 4.42 % |
| MFC.PR.L | FixedReset Ins Non | -2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 4.40 % |
| BAM.PR.T | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.80 % |
| NA.PR.W | FixedReset Disc | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.11 Evaluated at bid price : 22.49 Bid-YTW : 4.35 % |
| MFC.PR.K | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.98 Evaluated at bid price : 23.40 Bid-YTW : 4.18 % |
| BAM.PF.B | FixedReset Disc | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.34 Evaluated at bid price : 22.63 Bid-YTW : 4.83 % |
| BAM.PR.E | Ratchet | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 3.73 % |
| IFC.PR.C | FixedReset Disc | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.62 Evaluated at bid price : 23.60 Bid-YTW : 4.36 % |
| CM.PR.O | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 4.41 % |
| BMO.PR.W | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.17 Evaluated at bid price : 22.54 Bid-YTW : 4.31 % |
| BAM.PR.X | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 4.89 % |
| TRP.PR.D | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 5.08 % |
| TRP.PR.B | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 13.33 Evaluated at bid price : 13.33 Bid-YTW : 5.11 % |
| TRP.PR.F | FloatingReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 3.32 % |
| MFC.PR.Q | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 24.17 Evaluated at bid price : 24.55 Bid-YTW : 4.31 % |
| TRP.PR.E | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.03 % |
| SLF.PR.C | Insurance Straight | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.00 Evaluated at bid price : 23.27 Bid-YTW : 4.77 % |
| CM.PR.Q | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.92 Evaluated at bid price : 24.00 Bid-YTW : 4.35 % |
| BAM.PF.E | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 4.95 % |
| CIU.PR.A | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.47 Evaluated at bid price : 22.73 Bid-YTW : 5.07 % |
| BAM.PF.A | FixedReset Prem | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 24.17 Evaluated at bid price : 24.50 Bid-YTW : 4.77 % |
| IAF.PR.B | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.42 Evaluated at bid price : 23.71 Bid-YTW : 4.91 % |
| IFC.PR.G | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 24.18 Evaluated at bid price : 24.55 Bid-YTW : 4.39 % |
| IAF.PR.G | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.74 Evaluated at bid price : 24.56 Bid-YTW : 4.61 % |
| GWO.PR.N | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 4.17 % |
| MFC.PR.J | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 24.17 Evaluated at bid price : 24.60 Bid-YTW : 4.35 % |
| FTS.PR.M | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.67 % |
| FTS.PR.G | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.34 Evaluated at bid price : 21.34 Bid-YTW : 4.53 % |
| BIP.PR.A | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.55 Evaluated at bid price : 23.25 Bid-YTW : 5.34 % |
| TD.PF.B | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.38 Evaluated at bid price : 22.80 Bid-YTW : 4.30 % |
| PWF.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.90 Evaluated at bid price : 23.25 Bid-YTW : 4.38 % |
| SLF.PR.E | Insurance Straight | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.16 Evaluated at bid price : 23.42 Bid-YTW : 4.79 % |
| MFC.PR.I | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.90 Evaluated at bid price : 24.55 Bid-YTW : 4.58 % |
| GWO.PR.Y | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 23.94 Evaluated at bid price : 24.30 Bid-YTW : 4.68 % |
| BAM.PF.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.46 Evaluated at bid price : 21.81 Bid-YTW : 4.95 % |
| SLF.PR.H | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.29 % |
| BIP.PR.B | FixedReset Prem | 2.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.25 % |
| RY.PR.M | FixedReset Disc | 57.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 22.72 Evaluated at bid price : 23.65 Bid-YTW : 4.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 64,262 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.43 % |
| TRP.PR.K | FixedReset Prem | 59,891 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.95 % |
| MFC.PR.R | FixedReset Ins Non | 38,938 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-18 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.98 % |
| TRP.PR.A | FixedReset Disc | 33,741 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-01 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 4.96 % |
| BMO.PR.F | FixedReset Prem | 32,970 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 2.91 % |
| BIP.PR.F | FixedReset Prem | 27,354 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.47 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 14.90 – 18.05 Spot Rate : 3.1500 Average : 1.7158 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 23.12 – 24.50 Spot Rate : 1.3800 Average : 0.9567 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 13.90 – 15.10 Spot Rate : 1.2000 Average : 0.8310 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 12.29 – 23.35 Spot Rate : 11.0600 Average : 10.7058 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.52 – 23.00 Spot Rate : 1.4800 Average : 1.1361 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 23.40 – 24.88 Spot Rate : 1.4800 Average : 1.1458 YTW SCENARIO |
James: A biggie of $1.0 B being considered for redemption – which essentially means that it will be redeemed on 31 May 22! Cheers!
TC Energy announces consideration of subordinated notes offering by TransCanada Trust
TSX:TRP.PR.K
https://money.tmx.com/en/quote/TRP/news/8426746395137662/TC_Energy_announces_consideration_of_subordinated_notes_offering_by_TransCanada_Trust