| 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 | 3.22 % | 3.74 % | 25,763 | 19.67 | 1 | 0.0000 % | 2,799.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4485 % | 5,270.8 |
| Floater | 3.33 % | 3.33 % | 62,855 | 18.91 | 3 | 0.4485 % | 3,037.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5909 % | 3,612.6 |
| SplitShare | 4.71 % | 4.55 % | 32,074 | 3.41 | 8 | -0.5909 % | 4,314.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5909 % | 3,366.1 |
| Perpetual-Premium | 5.35 % | -6.54 % | 62,947 | 0.09 | 17 | 0.2689 % | 3,184.7 |
| Perpetual-Discount | 5.14 % | 5.15 % | 70,621 | 15.17 | 16 | -0.0349 % | 3,595.1 |
| FixedReset Disc | 4.17 % | 5.12 % | 121,629 | 15.15 | 46 | 0.3196 % | 2,749.2 |
| Insurance Straight | 5.19 % | 5.06 % | 93,353 | 15.14 | 18 | -0.0936 % | 3,455.1 |
| FloatingReset | 3.12 % | 3.46 % | 46,623 | 18.61 | 2 | 0.1993 % | 2,857.0 |
| FixedReset Prem | 4.79 % | 3.85 % | 149,544 | 2.03 | 23 | 0.0990 % | 2,697.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3196 % | 2,810.2 |
| FixedReset Ins Non | 4.17 % | 5.11 % | 82,651 | 15.40 | 15 | 0.8063 % | 2,880.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.J | SplitShare | -4.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.28 % |
| TRP.PR.C | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 5.99 % |
| SLF.PR.C | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 5.06 % |
| SLF.PR.E | Insurance Straight | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.05 Evaluated at bid price : 22.28 Bid-YTW : 5.07 % |
| BAM.PR.R | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.65 % |
| TRP.PR.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.13 % |
| TD.PF.B | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.40 Evaluated at bid price : 22.81 Bid-YTW : 5.06 % |
| GWO.PR.T | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.91 % |
| PWF.PR.Z | Perpetual-Premium | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 24.71 Evaluated at bid price : 25.00 Bid-YTW : 5.22 % |
| IAF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.01 % |
| CU.PR.C | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.61 Evaluated at bid price : 23.65 Bid-YTW : 5.11 % |
| MFC.PR.K | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.89 Evaluated at bid price : 23.32 Bid-YTW : 4.99 % |
| RY.PR.Z | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.69 Evaluated at bid price : 23.00 Bid-YTW : 4.97 % |
| SLF.PR.H | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 4.94 % |
| CU.PR.J | Perpetual-Premium | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.91 Evaluated at bid price : 23.30 Bid-YTW : 5.13 % |
| TRP.PR.E | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.71 % |
| PWF.PR.T | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 23.29 Evaluated at bid price : 23.65 Bid-YTW : 5.08 % |
| IFC.PR.A | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | Insurance Straight | 225,918 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.04 Evaluated at bid price : 22.35 Bid-YTW : 5.04 % |
| NA.PR.C | FixedReset Prem | 144,897 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.42 % |
| TRP.PR.B | FixedReset Disc | 122,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.13 % |
| TRP.PR.A | FixedReset Disc | 117,396 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 5.93 % |
| CM.PR.R | FixedReset Prem | 100,166 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 3.05 % |
| TD.PF.C | FixedReset Disc | 85,548 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-31 Maturity Price : 22.24 Evaluated at bid price : 22.66 Bid-YTW : 5.08 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 14.18 – 15.50 Spot Rate : 1.3200 Average : 0.8219 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.30 – 26.30 Spot Rate : 1.0000 Average : 0.6042 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 24.00 – 25.00 Spot Rate : 1.0000 Average : 0.6155 YTW SCENARIO |
| CU.PR.J | Perpetual-Premium | Quote: 23.30 – 24.50 Spot Rate : 1.2000 Average : 0.8309 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.90 – 26.97 Spot Rate : 1.0700 Average : 0.7507 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.41 – 23.50 Spot Rate : 1.0900 Average : 0.7968 YTW SCENARIO |
James:
TC Energy to redeem Cumulative Redeemable Minimum Rate Reset First Preferred Shares, Series 15 (TRP.PR.K)
https://money.tmx.com/en/quote/TRP/news/5435004087850491/TC_Energy_to_redeem_Cumulative_Redeemable_Minimum_Rate_Reset_First_Preferred_Shares_Series_15
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