August 27, 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 -0.0430 % 2,216.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 -0.0430 % 4,250.5
Floater 10.09 % 10.37 % 77,184 9.16 2 -0.0430 % 2,449.6
OpRet 0.00 % 0.00 % 0 0.00 0 -0.0309 % 3,507.1
SplitShare 4.74 % 5.91 % 29,321 1.14 4 -0.0309 % 4,188.2
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -0.0309 % 3,267.8
Perpetual-Premium 0.00 % 0.00 % 0 0.00 0 0.4208 % 2,892.1
Perpetual-Discount 5.95 % 6.09 % 59,529 13.73 31 0.4208 % 3,153.7
FixedReset Disc 5.45 % 6.79 % 128,985 12.69 60 -0.1841 % 2,670.9
Insurance Straight 5.80 % 5.94 % 69,254 13.90 21 -0.4727 % 3,123.8
FloatingReset 8.62 % 8.60 % 26,166 10.69 3 0.8528 % 2,794.2
FixedReset Prem 6.69 % 5.64 % 223,097 12.12 5 0.5587 % 2,576.5
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -0.1841 % 2,730.2
FixedReset Ins Non 5.20 % 6.08 % 104,940 13.81 14 0.0410 % 2,826.7
Performance Highlights
Issue Index Change Notes
SLF.PR.H FixedReset Ins Non -7.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.79 %
IFC.PR.K Insurance Straight -6.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 6.13 %
BN.PF.E FixedReset Disc -5.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.89 %
SLF.PR.C Insurance Straight -4.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.66 %
GWO.PR.T Insurance Straight -3.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 6.18 %
BN.PF.J FixedReset Disc -3.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.71
Evaluated at bid price : 23.55
Bid-YTW : 6.58 %
BN.PR.R FixedReset Disc -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 7.63 %
ENB.PR.F FixedReset Disc -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 18.50
Evaluated at bid price : 18.50
Bid-YTW : 7.49 %
ENB.PR.D FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 7.46 %
RY.PR.M FixedReset Disc -1.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.91
Evaluated at bid price : 23.40
Bid-YTW : 5.76 %
BN.PR.T FixedReset Disc -1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 16.75
Evaluated at bid price : 16.75
Bid-YTW : 7.61 %
MFC.PR.I FixedReset Ins Non -1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 23.18
Evaluated at bid price : 24.50
Bid-YTW : 5.93 %
PVS.PR.K SplitShare -1.01 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 23.51
Bid-YTW : 5.91 %
FFH.PR.E FixedReset Disc 1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 17.60
Evaluated at bid price : 17.60
Bid-YTW : 7.28 %
TD.PF.I FixedReset Prem 1.29 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2027-10-31
Maturity Price : 25.00
Evaluated at bid price : 25.85
Bid-YTW : 5.32 %
MFC.PR.L FixedReset Ins Non 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.40
Evaluated at bid price : 23.20
Bid-YTW : 5.70 %
MFC.PR.C Insurance Straight 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.54 %
SLF.PR.J FloatingReset 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 16.99
Evaluated at bid price : 16.99
Bid-YTW : 8.60 %
PWF.PR.E Perpetual-Discount 1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 6.17 %
MFC.PR.K FixedReset Ins Non 1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 23.04
Evaluated at bid price : 24.45
Bid-YTW : 5.53 %
FTS.PR.H FixedReset Disc 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 15.25
Evaluated at bid price : 15.25
Bid-YTW : 7.05 %
PWF.PR.S Perpetual-Discount 1.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 6.04 %
SLF.PR.E Insurance Straight 2.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.94
Evaluated at bid price : 20.94
Bid-YTW : 5.47 %
MFC.PR.Q FixedReset Ins Non 2.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 23.23
Evaluated at bid price : 24.90
Bid-YTW : 5.57 %
CU.PR.F Perpetual-Discount 2.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 5.90 %
ENB.PF.G FixedReset Disc 4.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 7.70 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.L FixedReset Ins Non 329,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.40
Evaluated at bid price : 23.20
Bid-YTW : 5.70 %
ENB.PR.D FixedReset Disc 126,000 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 18.10
Evaluated at bid price : 18.10
Bid-YTW : 7.46 %
ENB.PF.E FixedReset Disc 78,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 17.91
Evaluated at bid price : 17.91
Bid-YTW : 7.70 %
FTS.PR.M FixedReset Disc 46,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 6.71 %
NA.PR.S FixedReset Disc 41,800 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 23.11
Evaluated at bid price : 24.80
Bid-YTW : 5.61 %
NA.PR.G FixedReset Prem 27,500 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 23.47
Evaluated at bid price : 25.80
Bid-YTW : 5.84 %
There were 16 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
SLF.PR.H FixedReset Ins Non Quote: 18.00 – 21.00
Spot Rate : 3.0000
Average : 2.0692

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 18.00
Evaluated at bid price : 18.00
Bid-YTW : 6.79 %

IFC.PR.K Insurance Straight Quote: 21.75 – 23.70
Spot Rate : 1.9500
Average : 1.2928

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 21.42
Evaluated at bid price : 21.75
Bid-YTW : 6.13 %

GWO.PR.Y Insurance Straight Quote: 19.50 – 20.75
Spot Rate : 1.2500
Average : 0.7820

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 5.88 %

BN.PF.E FixedReset Disc Quote: 17.50 – 18.65
Spot Rate : 1.1500
Average : 0.6960

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 17.50
Evaluated at bid price : 17.50
Bid-YTW : 7.89 %

SLF.PR.C Insurance Straight Quote: 20.00 – 21.10
Spot Rate : 1.1000
Average : 0.6477

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.66 %

BN.PF.J FixedReset Disc Quote: 23.55 – 24.84
Spot Rate : 1.2900
Average : 0.8859

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2054-08-27
Maturity Price : 22.71
Evaluated at bid price : 23.55
Bid-YTW : 6.58 %

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