February 9, 2024

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 0.5955 % 2,285.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5955 % 4,383.0
Floater 10.66 % 10.90 % 51,329 8.80 2 0.5955 % 2,526.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.1020 % 3,426.0
SplitShare 4.91 % 7.12 % 46,473 1.91 7 0.1020 % 4,091.3
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1020 % 3,192.2
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 -0.1760 % 2,623.5
Perpetual-Discount 6.55 % 6.71 % 47,746 12.92 34 -0.1760 % 2,860.8
FixedReset Disc 5.62 % 7.77 % 116,948 11.95 59 0.0641 % 2,353.6
Insurance Straight 6.31 % 6.53 % 71,118 13.11 20 0.4607 % 2,868.7
FloatingReset 10.01 % 10.29 % 36,083 9.21 3 -0.2252 % 2,604.3
FixedReset Prem 6.94 % 6.69 % 169,108 3.29 1 0.5964 % 2,514.4
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 0.0641 % 2,405.9
FixedReset Ins Non 5.42 % 7.23 % 97,157 12.44 14 0.1438 % 2,621.0
Performance Highlights
Issue Index Change Notes
CU.PR.D Perpetual-Discount -14.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 7.51 %
PWF.PR.P FixedReset Disc -6.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 9.24 %
GWO.PR.Y Insurance Straight -3.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %
MIC.PR.A Perpetual-Discount -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.51 %
BN.PF.I FixedReset Disc -1.72 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 8.94 %
PWF.PR.T FixedReset Disc -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.92
Evaluated at bid price : 19.92
Bid-YTW : 7.69 %
BN.PR.Z FixedReset Disc -1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.45
Evaluated at bid price : 19.45
Bid-YTW : 8.51 %
FFH.PR.I FixedReset Disc 1.20 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 9.13 %
NA.PR.S FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 7.46 %
SLF.PR.H FixedReset Ins Non 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.75
Evaluated at bid price : 18.75
Bid-YTW : 7.23 %
FFH.PR.G FixedReset Disc 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.30
Evaluated at bid price : 16.30
Bid-YTW : 9.10 %
CIU.PR.A Perpetual-Discount 1.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.31
Evaluated at bid price : 17.31
Bid-YTW : 6.67 %
IFC.PR.A FixedReset Ins Non 1.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 6.97 %
BN.PR.N Perpetual-Discount 1.69 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.42
Evaluated at bid price : 17.42
Bid-YTW : 6.93 %
BIP.PR.E FixedReset Disc 1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 21.31
Evaluated at bid price : 21.60
Bid-YTW : 7.86 %
CM.PR.Q FixedReset Disc 2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 7.79 %
POW.PR.C Perpetual-Discount 2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 6.52 %
BMO.PR.Y FixedReset Disc 2.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 7.81 %
PWF.PR.H Perpetual-Discount 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 21.31
Evaluated at bid price : 21.58
Bid-YTW : 6.72 %
BIP.PR.A FixedReset Disc 3.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.81
Evaluated at bid price : 17.81
Bid-YTW : 9.85 %
GWO.PR.I Insurance Straight 4.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.42 %
SLF.PR.C Insurance Straight 6.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.30
Evaluated at bid price : 19.30
Bid-YTW : 5.85 %
Volume Highlights
Issue Index Shares
Traded
Notes
RY.PR.J FixedReset Disc 80,150 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.68
Evaluated at bid price : 19.68
Bid-YTW : 7.87 %
GWO.PR.N FixedReset Ins Non 50,400 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.83
Evaluated at bid price : 13.83
Bid-YTW : 8.33 %
CU.PR.I FixedReset Disc 50,100 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 22.64
Evaluated at bid price : 23.00
Bid-YTW : 7.66 %
RY.PR.Z FixedReset Disc 41,152 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 20.88
Evaluated at bid price : 20.88
Bid-YTW : 7.10 %
IFC.PR.C FixedReset Ins Non 26,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 7.63 %
FFH.PR.I FixedReset Disc 25,394 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.90
Evaluated at bid price : 16.90
Bid-YTW : 9.13 %
There were 5 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
CU.PR.D Perpetual-Discount Quote: 16.38 – 19.24
Spot Rate : 2.8600
Average : 1.6066

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 16.38
Evaluated at bid price : 16.38
Bid-YTW : 7.51 %

MFC.PR.L FixedReset Ins Non Quote: 19.51 – 24.06
Spot Rate : 4.5500
Average : 3.8162

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 19.51
Evaluated at bid price : 19.51
Bid-YTW : 7.60 %

MIC.PR.A Perpetual-Discount Quote: 18.30 – 19.60
Spot Rate : 1.3000
Average : 0.8277

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 18.30
Evaluated at bid price : 18.30
Bid-YTW : 7.51 %

PWF.PR.P FixedReset Disc Quote: 13.10 – 14.55
Spot Rate : 1.4500
Average : 0.9935

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 13.10
Evaluated at bid price : 13.10
Bid-YTW : 9.24 %

GWO.PR.Y Insurance Straight Quote: 17.10 – 18.10
Spot Rate : 1.0000
Average : 0.6947

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-02-09
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 6.69 %

PVS.PR.K SplitShare Quote: 22.40 – 23.15
Spot Rate : 0.7500
Average : 0.4575

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 22.40
Bid-YTW : 7.05 %

Leave a Reply

You must be logged in to post a comment.