June 27, 2022

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 -0.3054 % 2,508.0
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.3054 % 4,810.3
Floater 4.96 % 4.97 % 47,650 15.55 3 -0.3054 % 2,772.2
OpRet 0.00 % 0.00 % 0 0.00 0 0.2280 % 3,458.0
SplitShare 4.92 % 5.82 % 45,590 3.15 8 0.2280 % 4,129.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.2280 % 3,222.1
Perpetual-Premium 6.05 % 6.17 % 81,036 13.55 2 -0.4943 % 2,855.4
Perpetual-Discount 5.99 % 6.08 % 65,554 13.71 34 -0.1715 % 3,100.0
FixedReset Disc 4.67 % 6.47 % 119,500 13.45 57 -0.0380 % 2,501.2
Insurance Straight 6.00 % 6.12 % 93,227 13.77 19 -0.1779 % 2,998.0
FloatingReset 5.83 % 6.11 % 48,509 13.74 2 0.9046 % 2,625.7
FixedReset Prem 5.08 % 4.93 % 136,536 1.98 9 -0.0748 % 2,598.0
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.0380 % 2,556.7
FixedReset Ins Non 4.62 % 6.45 % 70,688 13.39 15 -1.1538 % 2,599.5
Performance Highlights
Issue Index Change Notes
MFC.PR.N FixedReset Ins Non -6.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.44
Evaluated at bid price : 18.44
Bid-YTW : 7.12 %
IFC.PR.C FixedReset Disc -5.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 7.29 %
MFC.PR.J FixedReset Ins Non -2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 22.22
Evaluated at bid price : 22.95
Bid-YTW : 6.35 %
MFC.PR.M FixedReset Ins Non -2.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.28
Evaluated at bid price : 19.28
Bid-YTW : 6.95 %
BMO.PR.W FixedReset Disc -2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 6.52 %
RY.PR.S FixedReset Disc -2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 23.10
Evaluated at bid price : 23.50
Bid-YTW : 5.95 %
RY.PR.N Perpetual-Discount -1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 22.81
Evaluated at bid price : 23.06
Bid-YTW : 5.37 %
BIP.PR.F FixedReset Disc -1.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 22.70
Evaluated at bid price : 23.12
Bid-YTW : 6.56 %
CU.PR.H Perpetual-Discount -1.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.70
Evaluated at bid price : 21.70
Bid-YTW : 6.12 %
IFC.PR.A FixedReset Ins Non -1.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.11
Evaluated at bid price : 19.11
Bid-YTW : 6.45 %
BAM.PF.E FixedReset Disc -1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.45
Evaluated at bid price : 18.45
Bid-YTW : 7.29 %
MFC.PR.K FixedReset Ins Non -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.55 %
MFC.PR.L FixedReset Ins Non -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.73
Evaluated at bid price : 18.73
Bid-YTW : 7.00 %
IAF.PR.I FixedReset Ins Non -1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 23.37
Evaluated at bid price : 24.00
Bid-YTW : 6.18 %
PVS.PR.K SplitShare -1.36 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 23.18
Bid-YTW : 5.82 %
NA.PR.S FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 6.58 %
ELF.PR.H Perpetual-Discount -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 6.03 %
TD.PF.D FixedReset Disc -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.44
Evaluated at bid price : 21.44
Bid-YTW : 6.43 %
GWO.PR.P Insurance Straight -1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.81
Evaluated at bid price : 22.05
Bid-YTW : 6.15 %
IFC.PR.E Insurance Straight -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 22.07
Evaluated at bid price : 22.35
Bid-YTW : 5.84 %
PWF.PR.L Perpetual-Discount -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.80
Evaluated at bid price : 20.80
Bid-YTW : 6.25 %
CU.PR.J Perpetual-Discount 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 6.04 %
PWF.PR.P FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 14.30
Evaluated at bid price : 14.30
Bid-YTW : 7.29 %
CCS.PR.C Insurance Straight 1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.91 %
BAM.PF.G FixedReset Disc 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.95
Evaluated at bid price : 18.95
Bid-YTW : 7.32 %
BMO.PR.S FixedReset Disc 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 6.32 %
TRP.PR.F FloatingReset 1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 16.55
Evaluated at bid price : 16.55
Bid-YTW : 6.11 %
CM.PR.Y FixedReset Prem 1.53 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2024-07-31
Maturity Price : 25.00
Evaluated at bid price : 25.10
Bid-YTW : 4.75 %
CU.PR.G Perpetual-Discount 1.60 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.05
Evaluated at bid price : 19.05
Bid-YTW : 5.98 %
TRP.PR.D FixedReset Disc 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.80
Evaluated at bid price : 18.80
Bid-YTW : 7.32 %
PVS.PR.J SplitShare 2.03 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2028-02-29
Maturity Price : 25.00
Evaluated at bid price : 23.12
Bid-YTW : 6.07 %
CM.PR.O FixedReset Disc 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 6.27 %
IFC.PR.G FixedReset Ins Non 2.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.88
Evaluated at bid price : 22.40
Bid-YTW : 6.43 %
BAM.PR.X FixedReset Disc 2.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.25 %
RY.PR.M FixedReset Disc 3.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.73
Evaluated at bid price : 20.73
Bid-YTW : 6.41 %
RY.PR.H FixedReset Disc 4.59 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 6.27 %
Volume Highlights
Issue Index Shares
Traded
Notes
CM.PR.R FixedReset Disc 246,701 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-07-31
Maturity Price : 25.00
Evaluated at bid price : 24.93
Bid-YTW : 3.43 %
PWF.PR.H Perpetual-Discount 130,812 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 6.17 %
BMO.PR.T FixedReset Disc 121,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.65
Evaluated at bid price : 20.65
Bid-YTW : 6.41 %
CM.PR.O FixedReset Disc 108,925 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.16
Evaluated at bid price : 21.16
Bid-YTW : 6.27 %
PWF.PR.S Perpetual-Discount 74,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.86
Evaluated at bid price : 19.86
Bid-YTW : 6.16 %
PWF.PR.O Perpetual-Discount 68,760 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 23.48
Evaluated at bid price : 23.75
Bid-YTW : 6.21 %
There were 13 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.L FixedReset Ins Non Quote: 18.73 – 24.35
Spot Rate : 5.6200
Average : 3.3104

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 18.73
Evaluated at bid price : 18.73
Bid-YTW : 7.00 %

TRP.PR.C FixedReset Disc Quote: 13.55 – 17.00
Spot Rate : 3.4500
Average : 1.9405

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 13.55
Evaluated at bid price : 13.55
Bid-YTW : 7.64 %

IFC.PR.G FixedReset Ins Non Quote: 22.40 – 24.85
Spot Rate : 2.4500
Average : 1.6669

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 21.88
Evaluated at bid price : 22.40
Bid-YTW : 6.43 %

CU.PR.J Perpetual-Discount Quote: 19.90 – 21.99
Spot Rate : 2.0900
Average : 1.3155

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 6.04 %

BAM.PF.B FixedReset Disc Quote: 20.00 – 22.54
Spot Rate : 2.5400
Average : 1.7975

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 7.15 %

BAM.PR.T FixedReset Disc Quote: 17.46 – 20.00
Spot Rate : 2.5400
Average : 1.8869

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-06-27
Maturity Price : 17.46
Evaluated at bid price : 17.46
Bid-YTW : 7.21 %

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